Canada Stocks Portfolio vs Vanguard All-Equity Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2025 (~40 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Canada Stocks Portfolio
1.00$
Initial Capital
June 1995
10.58$
Final Capital
May 2025
8.18%
Yearly Return
14.74%
Std Deviation
-45.40%
Max Drawdown
61months
Recovery Period
1.00$
Initial Capital
June 1995
5.68$
Final Capital
May 2025
5.96%
Yearly Return
14.74%
Std Deviation
-48.22%
Max Drawdown
65months
Recovery Period
1.00$
Initial Capital
January 1985
18.18$
Final Capital
May 2025
7.44%
Yearly Return
14.49%
Std Deviation
-45.40%
Max Drawdown
61months
Recovery Period
1.00$
Initial Capital
January 1985
6.83$
Final Capital
May 2025
4.87%
Yearly Return
14.49%
Std Deviation
-48.22%
Max Drawdown
65months
Recovery Period
Vanguard All-Equity Portfolio
1.00$
Initial Capital
June 1995
12.31$
Final Capital
May 2025
8.73%
Yearly Return
12.40%
Std Deviation
-41.63%
Max Drawdown
74months
Recovery Period
1.00$
Initial Capital
June 1995
6.61$
Final Capital
May 2025
6.50%
Yearly Return
12.40%
Std Deviation
-45.82%
Max Drawdown
157months
Recovery Period
1.00$
Initial Capital
January 1985
45.77$
Final Capital
May 2025
9.92%
Yearly Return
12.70%
Std Deviation
-41.63%
Max Drawdown
74months
Recovery Period
1.00$
Initial Capital
January 1985
17.20$
Final Capital
May 2025
7.29%
Yearly Return
12.70%
Std Deviation
-45.82%
Max Drawdown
157months
Recovery Period

As of May 2025, in the previous 30 Years, the Canada Stocks Portfolio obtained a 8.18% compound annual return, with a 14.74% standard deviation. It suffered a maximum drawdown of -45.40% that required 61 months to be recovered.

As of May 2025, in the previous 30 Years, the Vanguard All-Equity Portfolio obtained a 8.73% compound annual return, with a 12.40% standard deviation. It suffered a maximum drawdown of -41.63% that required 74 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Canada Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
VCN.TO
Vanguard FTSE Canada All Cap Index
Vanguard All-Equity Portfolio
Weight
(%)		 Ticker Name
45.00
VUN.TO
Vanguard US Total Market Index
30.00
VCN.TO
Vanguard FTSE Canada All Cap Index
18.00
VIU.TO
Vanguard FTSE Developed All Cap ex North Amer Idx
7.00
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index
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Portfolio Returns as of May 31, 2025

Returns are calculated in CAD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1985 - 31 May 2025 (~40 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_canada.webp Canada Stocks
-- Market Benchmark 		7.13 5.50 3.60 21.72 15.21 8.79 8.18 7.44
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_vanguard.webp Vanguard All-Equity
Vanguard 		2.48 5.21 1.03 16.19 13.77 10.10 8.73 9.92
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

Canada Stocks Portfolio: an investment of 1$, since June 1995, now would be worth 10.58$, with a total return of 957.83% (8.18% annualized).

Vanguard All-Equity Portfolio: an investment of 1$, since June 1995, now would be worth 12.31$, with a total return of 1131.40% (8.73% annualized).


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Canada Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 18.18$, with a total return of 1717.99% (7.44% annualized).

Vanguard All-Equity Portfolio: an investment of 1$, since January 1985, now would be worth 45.77$, with a total return of 4476.73% (9.92% annualized).


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Portfolio Metrics as of May 31, 2025

The following metrics, updated as of 31 May 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)
Swipe left to see all data
Canada Stocks Vanguard All-Equity
Author Vanguard
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 21.72 16.19
Infl. Adjusted Return (%) 20.31 14.84
DRAWDOWN
Deepest Drawdown Depth (%) -3.29 -6.47
Start to Recovery (months) 2 4*
Longest Drawdown Depth (%) -2.12 -6.47
Start to Recovery (months) 4 4*
Longest Negative Period (months) 5 5
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.72 9.83
Sharpe Ratio 1.59 1.17
Sortino Ratio 2.33 1.65
Ulcer Index 1.27 2.21
Ratio: Return / Standard Deviation 2.03 1.65
Ratio: Return / Deepest Drawdown 6.61 2.50
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Canada Stocks Vanguard All-Equity
Author Vanguard
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 15.21 13.77
Infl. Adjusted Return (%) 11.08 9.69
DRAWDOWN
Deepest Drawdown Depth (%) -14.55 -16.86
Start to Recovery (months) 21 19
Longest Drawdown Depth (%) -14.55 -16.86
Start to Recovery (months) 21 19
Longest Negative Period (months) 26 26
RISK INDICATORS
Standard Deviation (%) 13.20 11.89
Sharpe Ratio 0.95 0.94
Sortino Ratio 1.33 1.30
Ulcer Index 4.16 5.18
Ratio: Return / Standard Deviation 1.15 1.16
Ratio: Return / Deepest Drawdown 1.05 0.82
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Canada Stocks Vanguard All-Equity
Author Vanguard
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.79 10.10
Infl. Adjusted Return (%) 6.08 7.35
DRAWDOWN
Deepest Drawdown Depth (%) -23.04 -18.26
Start to Recovery (months) 10 7
Longest Drawdown Depth (%) -14.55 -16.86
Start to Recovery (months) 21 19
Longest Negative Period (months) 58 29
RISK INDICATORS
Standard Deviation (%) 13.66 12.18
Sharpe Ratio 0.51 0.68
Sortino Ratio 0.69 0.91
Ulcer Index 5.51 4.77
Ratio: Return / Standard Deviation 0.64 0.83
Ratio: Return / Deepest Drawdown 0.38 0.55
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Canada Stocks Vanguard All-Equity
Author Vanguard
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.18 8.73
Infl. Adjusted Return (%) 5.96 6.50
DRAWDOWN
Deepest Drawdown Depth (%) -45.40 -41.63
Start to Recovery (months) 61 74
Longest Drawdown Depth (%) -45.40 -41.63
Start to Recovery (months) 61 74
Longest Negative Period (months) 107 138
RISK INDICATORS
Standard Deviation (%) 14.74 12.40
Sharpe Ratio 0.40 0.52
Sortino Ratio 0.52 0.68
Ulcer Index 14.91 13.33
Ratio: Return / Standard Deviation 0.55 0.70
Ratio: Return / Deepest Drawdown 0.18 0.21
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Canada Stocks Vanguard All-Equity
Author Vanguard
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.44 9.92
Infl. Adjusted Return (%) 4.87 7.29
DRAWDOWN
Deepest Drawdown Depth (%) -45.40 -41.63
Start to Recovery (months) 61 74
Longest Drawdown Depth (%) -26.10 -41.63
Start to Recovery (months) 73 74
Longest Negative Period (months) 107 138
RISK INDICATORS
Standard Deviation (%) 14.49 12.70
Sharpe Ratio 0.30 0.53
Sortino Ratio 0.38 0.69
Ulcer Index 14.10 12.15
Ratio: Return / Standard Deviation 0.51 0.78
Ratio: Return / Deepest Drawdown 0.16 0.24
Metrics calculated over the period 1 January 1985 - 31 May 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)

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Canada Stocks Vanguard All-Equity
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.40 61 Sep 2000
Sep 2005
-43.58 33 Jun 2008
Feb 2011
-41.63 74 Sep 2000
Oct 2006
-40.50 68 Jun 2007
Jan 2013
-27.84 20 May 1998
Dec 1999
-23.04 10 Feb 2020
Nov 2020
-18.26 7 Feb 2020
Aug 2020
-17.62 32 Mar 2011
Oct 2013
-16.86 19 Jan 2022
Jul 2023
-15.71 27 Sep 2014
Nov 2016
-15.52 8 May 1998
Dec 1998
-14.55 21 Apr 2022
Dec 2023
-12.62 9 Aug 2018
Apr 2019
-10.20 8 Sep 2018
Apr 2019
-9.32 12 Aug 2015
Jul 2016

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Canada Stocks Vanguard All-Equity
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.40 61 Sep 2000
Sep 2005
-43.58 33 Jun 2008
Feb 2011
-41.63 74 Sep 2000
Oct 2006
-40.50 68 Jun 2007
Jan 2013
-27.84 20 May 1998
Dec 1999
-26.10 73 Aug 1987
Aug 1993
-26.05 23 Sep 1987
Jul 1989
-23.04 10 Feb 2020
Nov 2020
-19.37 17 Jan 1990
May 1991
-18.26 7 Feb 2020
Aug 2020
-17.62 32 Mar 2011
Oct 2013
-16.86 19 Jan 2022
Jul 2023
-15.71 27 Sep 2014
Nov 2016
-15.52 8 May 1998
Dec 1998
-14.55 21 Apr 2022
Dec 2023

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 May 2025 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
Canada Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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Canada Stocks Vanguard All-Equity
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 7.13 -2.12 2.48 -6.47
2024
 22.16 -3.29 25.10 -1.92
2023
 13.16 -7.37 17.78 -5.65
2022
 -5.96 -14.55 -11.03 -16.86
2021
 25.78 -2.86 20.53 -3.61
2020
 4.88 -23.04 11.95 -18.26
2019
 22.09 -3.34 21.15 -4.75
2018
 -9.19 -12.62 -3.58 -10.20
2017
 8.41 -3.01 13.47 -3.69
2016
 20.63 -1.11 10.20 -5.82
2015
 -9.03 -15.26 8.44 -9.32
2014
 9.83 -6.40 15.13 -1.64
2013
 12.09 -5.13 28.58 -1.78
2012
 7.04 -8.57 12.01 -6.01
2011
 -8.79 -17.62 -4.23 -13.34
2010
 17.52 -7.08 11.74 -8.30
2009
 35.38 -7.77 21.27 -12.51
2008
 -33.71 -38.83 -28.39 -29.43
2007
 9.54 -5.96 -1.26 -5.03
2006
 16.87 -4.73 19.12 -5.64
2005
 26.33 -4.99 12.83 -3.16
2004
 13.00 -6.98 9.24 -4.93
2003
 25.06 -3.49 15.72 -8.80
2002
 -13.44 -22.44 -17.27 -24.83
2001
 -13.31 -25.56 -9.29 -22.44
2000
 6.18 -21.59 -5.19 -15.08
1999
 29.72 -6.20 25.70 -3.93
1998
 -3.19 -27.84 17.02 -15.52
1997
 13.03 -7.49 19.96 -4.48
1996
 25.75 -6.05 19.49 -5.29
1995
 11.86 -4.65 18.09 -1.93
1994
 -2.49 -11.63 3.78 -5.08
1993
 28.98 -3.55 29.36 -2.49
1992
 -4.61 -8.71 6.37 -3.53
1991
 8.12 -4.24 26.20 -4.64
1990
 -17.96 -22.38 -12.64 -19.37
1989
 17.10 -2.28 24.42 -2.70
1988
 7.28 -4.59 10.17 -2.72
1987
 3.06 -26.10 -0.08 -26.05
1986
 5.71 -5.98 19.38 -4.89
1985
 11.77 -6.66 35.20 -3.88
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