Canada Total Bonds Portfolio vs Scott Burns US Couch Potato To CAD Portfolio Portfolio Comparison

Simulation Settings
Period: January 1988 - April 2025 (~37 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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Results
30 Years
All (since January 1988)
Inflation Adjusted:
Canada Total Bonds Portfolio
1.00$
Initial Capital
May 1995
3.70$
Final Capital
April 2025
4.46%
Yearly Return
4.48%
Std Deviation
-16.11%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Initial Capital
May 1995
1.98$
Final Capital
April 2025
2.31%
Yearly Return
4.48%
Std Deviation
-27.39%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1988
6.48$
Final Capital
April 2025
5.13%
Yearly Return
4.94%
Std Deviation
-16.11%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1988
2.76$
Final Capital
April 2025
2.75%
Yearly Return
4.94%
Std Deviation
-27.39%
Max Drawdown
57months*
Recovery Period
* in progress
Scott Burns US Couch Potato To CAD Portfolio
1.00$
Initial Capital
May 1995
11.10$
Final Capital
April 2025
8.36%
Yearly Return
7.72%
Std Deviation
-15.45%
Max Drawdown
48months
Recovery Period
1.00$
Initial Capital
May 1995
5.94$
Final Capital
April 2025
6.12%
Yearly Return
7.72%
Std Deviation
-21.82%
Max Drawdown
126months
Recovery Period
1.00$
Initial Capital
January 1988
26.22$
Final Capital
April 2025
9.14%
Yearly Return
7.96%
Std Deviation
-15.45%
Max Drawdown
48months
Recovery Period
1.00$
Initial Capital
January 1988
11.16$
Final Capital
April 2025
6.68%
Yearly Return
7.96%
Std Deviation
-21.82%
Max Drawdown
126months
Recovery Period

As of April 2025, in the previous 30 Years, the Canada Total Bonds Portfolio obtained a 4.46% compound annual return, with a 4.48% standard deviation. It suffered a maximum drawdown of -16.11% which has been ongoing for 57 months and is still in progress.

As of April 2025, in the previous 30 Years, the Scott Burns US Couch Potato To CAD Portfolio obtained a 8.36% compound annual return, with a 7.72% standard deviation. It suffered a maximum drawdown of -15.45% that required 48 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 Total Bonds Portfolio
Weight
(%)		 Ticker Name
100.00
ZAG.TO
BMO Aggregate Bond Index
Scott Burns US Couch Potato To CAD Portfolio
Weight
(%)		 Ticker Name
50.00
VUN.TO
Vanguard US Total Market Index
50.00
XSTP.TO
iShares 0-5 Year TIPS Bond Index
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Portfolio Returns as of Apr 30, 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 1988 - 30 April 2025 (~37 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~37Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_canada.webp Canada Total Bonds
-- Market Benchmark 		1.15 -0.57 2.32 9.17 -0.08 1.69 4.46 5.13
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp US Couch Potato
Scott Burns 		-5.04 -4.21 -0.06 9.93 9.30 8.89 8.36 9.14
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Canada Total Bonds Portfolio: an investment of 1$, since May 1995, now would be worth 3.70$, with a total return of 270.20% (4.46% annualized).

Scott Burns US Couch Potato To CAD Portfolio: an investment of 1$, since May 1995, now would be worth 11.10$, with a total return of 1010.37% (8.36% annualized).


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Canada Total Bonds Portfolio: an investment of 1$, since January 1988, now would be worth 6.48$, with a total return of 547.92% (5.13% annualized).

Scott Burns US Couch Potato To CAD Portfolio: an investment of 1$, since January 1988, now would be worth 26.22$, with a total return of 2522.19% (9.14% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1988 - 30 April 2025 (~37 years)
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Canada Total Bonds US Couch Potato To CAD
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 50%
Fixed Income 100% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.17 9.93
Infl. Adjusted Return (%) 7.23 7.98
DRAWDOWN
Deepest Drawdown Depth (%) -0.85 -7.87
Start to Recovery (months) 2 3*
Longest Drawdown Depth (%) -0.78 -7.87
Start to Recovery (months) 2* 3*
Longest Negative Period (months) 2* 6*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 3.36 8.71
Sharpe Ratio 1.30 0.59
Sortino Ratio 1.71 0.76
Ulcer Index 0.35 2.46
Ratio: Return / Standard Deviation 2.73 1.14
Ratio: Return / Deepest Drawdown 10.74 1.26
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Canada Total Bonds US Couch Potato To CAD
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 50%
Fixed Income 100% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -0.08 9.30
Infl. Adjusted Return (%) -3.74 5.30
DRAWDOWN
Deepest Drawdown Depth (%) -16.11 -10.55
Start to Recovery (months) 57* 18
Longest Drawdown Depth (%) -16.11 -10.55
Start to Recovery (months) 57* 18
Longest Negative Period (months) 60* 17
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.16 7.12
Sharpe Ratio -0.42 0.95
Sortino Ratio -0.61 1.28
Ulcer Index 9.08 3.08
Ratio: Return / Standard Deviation -0.01 1.31
Ratio: Return / Deepest Drawdown -0.01 0.88
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Canada Total Bonds US Couch Potato To CAD
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 50%
Fixed Income 100% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.69 8.89
Infl. Adjusted Return (%) -0.91 6.10
DRAWDOWN
Deepest Drawdown Depth (%) -16.11 -10.55
Start to Recovery (months) 57* 18
Longest Drawdown Depth (%) -16.11 -10.55
Start to Recovery (months) 57* 18
Longest Negative Period (months) 88 17
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.33 7.64
Sharpe Ratio -0.01 0.93
Sortino Ratio -0.02 1.31
Ulcer Index 6.53 2.77
Ratio: Return / Standard Deviation 0.32 1.16
Ratio: Return / Deepest Drawdown 0.10 0.84
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Canada Total Bonds US Couch Potato To CAD
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 50%
Fixed Income 100% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.46 8.36
Infl. Adjusted Return (%) 2.31 6.12
DRAWDOWN
Deepest Drawdown Depth (%) -16.11 -15.45
Start to Recovery (months) 57* 48
Longest Drawdown Depth (%) -16.11 -15.45
Start to Recovery (months) 57* 48
Longest Negative Period (months) 88 110
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.48 7.72
Sharpe Ratio 0.49 0.79
Sortino Ratio 0.69 1.12
Ulcer Index 3.89 4.20
Ratio: Return / Standard Deviation 1.00 1.08
Ratio: Return / Deepest Drawdown 0.28 0.54
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Canada Total Bonds US Couch Potato To CAD
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 50%
Fixed Income 100% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.13 9.14
Infl. Adjusted Return (%) 2.75 6.68
DRAWDOWN
Deepest Drawdown Depth (%) -16.11 -15.45
Start to Recovery (months) 57* 48
Longest Drawdown Depth (%) -16.11 -15.45
Start to Recovery (months) 57* 48
Longest Negative Period (months) 88 110
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.94 7.96
Sharpe Ratio 0.45 0.78
Sortino Ratio 0.63 1.13
Ulcer Index 3.94 3.90
Ratio: Return / Standard Deviation 1.04 1.15
Ratio: Return / Deepest Drawdown 0.32 0.59
Metrics calculated over the period 1 January 1988 - 30 April 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 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1988 - 30 April 2025 (~37 years)

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Canada Total Bonds US Couch Potato To CAD
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-16.11 57* Aug 2020
In progress
-15.45 48 Feb 2007
Jan 2011
-11.28 23 Apr 2002
Feb 2004
-10.55 18 Jan 2022
Jun 2023
-8.50 18 Jun 2005
Nov 2006
-8.19 12 Jun 2004
May 2005
-7.87 3* Feb 2025
In progress
-7.06 7 May 2017
Nov 2017
-6.58 7 Jan 2016
Jul 2016
-5.38 3 Feb 2020
Apr 2020
-4.50 7 Jun 2001
Dec 2001
-4.34 10 Feb 1999
Nov 1999
-4.22 7 Sep 2018
Mar 2019
-4.12 4 Aug 2015
Nov 2015
-3.96 12 May 2013
Apr 2014

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Canada Total Bonds US Couch Potato To CAD
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-16.11 57* Aug 2020
In progress
-15.45 48 Feb 2007
Jan 2011
-12.82 22 Feb 1994
Nov 1995
-11.28 23 Apr 2002
Feb 2004
-10.55 18 Jan 2022
Jun 2023
-8.50 18 Jun 2005
Nov 2006
-8.19 8 Jun 1990
Jan 1991
-8.19 12 Jun 2004
May 2005
-7.87 3* Feb 2025
In progress
-7.06 7 May 2017
Nov 2017
-6.58 7 Jan 2016
Jul 2016
-5.38 3 Feb 2020
Apr 2020
-5.28 12 Feb 1994
Jan 1995
-5.04 5 Nov 1988
Mar 1989
-4.63 5 Jan 1990
May 1990

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 1988 - 30 April 2025 (~37 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 Total Bonds US Couch Potato To CAD
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.15 -0.78 -5.04 -7.87
2024
 4.48 -3.19 23.67 -0.99
2023
 6.07 -5.97 12.90 -2.24
2022
 -11.63 -12.74 -5.87 -10.55
2021
 -2.61 -5.12 14.70 -2.44
2020
 8.07 -2.89 13.50 -5.38
2019
 6.83 -1.67 13.55 -1.76
2018
 1.12 -1.97 4.62 -4.22
2017
 2.47 -3.11 4.75 -7.06
2016
 1.86 -3.33 4.95 -6.58
2015
 3.24 -2.58 17.16 -4.12
2014
 8.79 -0.69 18.94 -0.41
2013
 -1.83 -3.96 20.48 -1.17
2012
 3.17 -0.69 8.45 -0.58
2011
 10.16 -0.65 9.52 -1.43
2010
 5.02 -2.06 5.94 -1.92
2009
 6.53 -1.27 2.81 -6.78
2008
 4.11 -3.31 -0.46 -7.37
2007
 2.12 -2.22 -7.08 -13.20
2006
 3.04 -1.95 8.26 -6.83
2005
 5.61 -1.72 0.89 -5.14
2004
 5.66 -2.50 2.52 -8.19
2003
 5.79 -1.52 -1.56 -7.08
2002
 7.52 -2.08 -3.12 -7.89
2001
 6.66 -1.27 4.44 -4.50
2000
 9.07 -0.97 7.32 -2.71
1999
 -2.18 -2.65 3.62 -4.34
1998
 7.58 -1.77 24.48 -3.73
1997
 8.26 -1.37 27.07 -2.24
1996
 10.46 -2.17 11.67 -1.98
1995
 16.56 -1.76 25.93 -1.32
1994
 -9.31 -12.82 2.67 -5.28
1993
 20.91 -0.38 17.68 -0.51
1992
 7.48 -1.89 19.83 -1.29
1991
 15.21 -0.84 25.04 -2.80
1990
 4.84 -2.35 1.18 -8.19
1989
 8.79 -1.49 18.56 -0.64
1988
 7.00 -3.01 2.69 -5.04
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