Charles Schwab Conservative Income Portfolio vs Vanguard LifeStrategy Income Fund 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: USD
Inflation: US
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1985/01 - 2025/05)
Inflation Adjusted:
Charles Schwab Conservative Income Portfolio
1.00$
Invested Capital
June 1995
3.57$
Final Capital
May 2025
4.33%
Yearly Return
3.60%
Std Deviation
-11.50%
Max Drawdown
33months
Recovery Period
1.00$
Invested Capital
June 1995
1.69$
Final Capital
May 2025
1.77%
Yearly Return
3.60%
Std Deviation
-22.21%
Max Drawdown
58months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
9.19$
Final Capital
May 2025
5.64%
Yearly Return
3.84%
Std Deviation
-11.50%
Max Drawdown
33months
Recovery Period
1.00$
Invested Capital
January 1985
3.02$
Final Capital
May 2025
2.77%
Yearly Return
3.84%
Std Deviation
-22.21%
Max Drawdown
58months*
Recovery Period
* in progress
Vanguard LifeStrategy Income Fund Portfolio
1.00$
Invested Capital
June 1995
4.91$
Final Capital
May 2025
5.45%
Yearly Return
4.79%
Std Deviation
-16.61%
Max Drawdown
37months
Recovery Period
1.00$
Invested Capital
June 1995
2.33$
Final Capital
May 2025
2.86%
Yearly Return
4.79%
Std Deviation
-24.95%
Max Drawdown
53months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
15.48$
Final Capital
May 2025
7.01%
Yearly Return
5.14%
Std Deviation
-16.61%
Max Drawdown
37months
Recovery Period
1.00$
Invested Capital
January 1985
5.09$
Final Capital
May 2025
4.11%
Yearly Return
5.14%
Std Deviation
-24.95%
Max Drawdown
53months*
Recovery Period
* in progress

As of May 2025, in the previous 30 Years, the Charles Schwab Conservative Income Portfolio obtained a 4.33% compound annual return, with a 3.60% standard deviation. It suffered a maximum drawdown of -11.50% that required 33 months to be recovered.

As of May 2025, in the previous 30 Years, the Vanguard LifeStrategy Income Fund Portfolio obtained a 5.45% compound annual return, with a 4.79% standard deviation. It suffered a maximum drawdown of -16.61% that required 37 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.

Charles Schwab Conservative Income Portfolio
Weight
(%)		 Ticker Name
5.00
VNQ
Vanguard Real Estate
40.00
BND
Vanguard Total Bond Market
25.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
18.00
TIP
iShares TIPS Bond
7.00
HYG
iShares iBoxx $ High Yield Corporate Bond
5.00
BNDX
Vanguard Total International Bond
Vanguard LifeStrategy Income Fund Portfolio
Weight
(%)		 Ticker Name
12.00
VTI
Vanguard Total Stock Market
8.00
VEU
Vanguard FTSE All-World ex-US
56.00
BND
Vanguard Total Bond Market
24.00
BNDX
Vanguard Total International Bond
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Portfolio Returns as of May 31, 2025

Returns are calculated in USD, 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_charles_schwab.webp Conservative Income
Charles Schwab 		2.46 -0.12 1.01 5.86 1.22 2.17 4.33 5.64
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_vanguard.webp LifeStrategy Income Fund
Vanguard 		2.96 0.71 1.17 7.35 2.13 3.33 5.45 7.01
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

Charles Schwab Conservative Income Portfolio: an investment of 1$, since June 1995, now would be worth 3.57$, with a total return of 256.54% (4.33% annualized).

Vanguard LifeStrategy Income Fund Portfolio: an investment of 1$, since June 1995, now would be worth 4.91$, with a total return of 391.14% (5.45% annualized).


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Charles Schwab Conservative Income Portfolio: an investment of 1$, since January 1985, now would be worth 9.19$, with a total return of 818.74% (5.64% annualized).

Vanguard LifeStrategy Income Fund Portfolio: an investment of 1$, since January 1985, now would be worth 15.48$, with a total return of 1447.69% (7.01% 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)
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Conservative Income LifeStrategy Income Fund
Author Charles Schwab Vanguard
ASSET ALLOCATION
Stocks 5% 20%
Fixed Income 95% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.86 7.35
Infl. Adjusted Return (%) 3.40 4.86
DRAWDOWN
Deepest Drawdown Depth (%) -1.90 -2.00
Start to Recovery (months) 5 5
Longest Drawdown Depth (%) -1.90 -2.00
Start to Recovery (months) 5 5
Longest Negative Period (months) 4 6
RISK INDICATORS
Standard Deviation (%) 3.67 4.62
Sharpe Ratio 0.31 0.57
Sortino Ratio 0.40 0.69
Ulcer Index 0.75 0.85
Ratio: Return / Standard Deviation 1.60 1.59
Ratio: Return / Deepest Drawdown 3.09 3.67
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Conservative Income LifeStrategy Income Fund
Author Charles Schwab Vanguard
ASSET ALLOCATION
Stocks 5% 20%
Fixed Income 95% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.22 2.13
Infl. Adjusted Return (%) -3.25 -2.38
DRAWDOWN
Deepest Drawdown Depth (%) -11.50 -16.61
Start to Recovery (months) 33 37
Longest Drawdown Depth (%) -11.50 -16.61
Start to Recovery (months) 33 37
Longest Negative Period (months) 47 45
RISK INDICATORS
Standard Deviation (%) 4.96 7.12
Sharpe Ratio -0.28 -0.07
Sortino Ratio -0.39 -0.09
Ulcer Index 5.24 7.28
Ratio: Return / Standard Deviation 0.25 0.30
Ratio: Return / Deepest Drawdown 0.11 0.13
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Conservative Income LifeStrategy Income Fund
Author Charles Schwab Vanguard
ASSET ALLOCATION
Stocks 5% 20%
Fixed Income 95% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.17 3.33
Infl. Adjusted Return (%) -0.87 0.26
DRAWDOWN
Deepest Drawdown Depth (%) -11.50 -16.61
Start to Recovery (months) 33 37
Longest Drawdown Depth (%) -11.50 -16.61
Start to Recovery (months) 33 37
Longest Negative Period (months) 52 52
RISK INDICATORS
Standard Deviation (%) 4.07 5.80
Sharpe Ratio 0.09 0.27
Sortino Ratio 0.13 0.36
Ulcer Index 3.77 5.23
Ratio: Return / Standard Deviation 0.53 0.57
Ratio: Return / Deepest Drawdown 0.19 0.20
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Conservative Income LifeStrategy Income Fund
Author Charles Schwab Vanguard
ASSET ALLOCATION
Stocks 5% 20%
Fixed Income 95% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.33 5.45
Infl. Adjusted Return (%) 1.77 2.86
DRAWDOWN
Deepest Drawdown Depth (%) -11.50 -16.61
Start to Recovery (months) 33 37
Longest Drawdown Depth (%) -11.50 -16.61
Start to Recovery (months) 33 37
Longest Negative Period (months) 52 52
RISK INDICATORS
Standard Deviation (%) 3.60 4.79
Sharpe Ratio 0.57 0.66
Sortino Ratio 0.76 0.88
Ulcer Index 2.40 3.31
Ratio: Return / Standard Deviation 1.20 1.14
Ratio: Return / Deepest Drawdown 0.38 0.33
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Conservative Income LifeStrategy Income Fund
Author Charles Schwab Vanguard
ASSET ALLOCATION
Stocks 5% 20%
Fixed Income 95% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.64 7.01
Infl. Adjusted Return (%) 2.77 4.11
DRAWDOWN
Deepest Drawdown Depth (%) -11.50 -16.61
Start to Recovery (months) 33 37
Longest Drawdown Depth (%) -11.50 -16.61
Start to Recovery (months) 33 37
Longest Negative Period (months) 52 52
RISK INDICATORS
Standard Deviation (%) 3.84 5.14
Sharpe Ratio 0.65 0.75
Sortino Ratio 0.88 1.03
Ulcer Index 2.19 2.99
Ratio: Return / Standard Deviation 1.47 1.37
Ratio: Return / Deepest Drawdown 0.49 0.42
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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Conservative Income LifeStrategy Income Fund
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-16.61 37 Sep 2021
Sep 2024
-11.50 33 Jan 2022
Sep 2024
-10.54 15 May 2008
Jul 2009
-7.01 15 May 2008
Jul 2009
-4.47 4 Feb 2020
May 2020
-4.32 13 May 2013
May 2014
-3.36 6 May 2013
Oct 2013
-2.79 5 Apr 2004
Aug 2004
-2.63 6 Dec 1996
May 1997
-2.58 7 Oct 2016
Apr 2017
-2.57 3 Mar 2020
May 2020
-2.55 13 Aug 2016
Aug 2017
-2.43 11 May 2015
Mar 2016
-2.38 14 Feb 2015
Mar 2016
-2.37 5 Sep 2018
Jan 2019

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Conservative Income LifeStrategy Income Fund
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-16.61 37 Sep 2021
Sep 2024
-11.50 33 Jan 2022
Sep 2024
-10.54 15 May 2008
Jul 2009
-7.01 15 May 2008
Jul 2009
-5.45 15 Feb 1994
Apr 1995
-4.80 14 Feb 1994
Mar 1995
-4.47 5 Sep 1987
Jan 1988
-4.47 4 Feb 2020
May 2020
-4.35 6 Jan 1990
Jun 1990
-4.32 13 May 2013
May 2014
-4.18 5 Aug 1990
Dec 1990
-3.90 11 Mar 1987
Jan 1988
-3.36 6 May 2013
Oct 2013
-2.79 5 Apr 2004
Aug 2004
-2.63 6 Dec 1996
May 1997

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):
US 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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Conservative Income LifeStrategy Income Fund
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 2.46 -0.12 2.96 -0.93
2024
 3.09 -1.90 4.93 -2.43
2023
 5.79 -3.43 9.53 -5.05
2022
 -9.97 -11.50 -14.00 -16.30
2021
 2.43 -1.40 2.15 -1.71
2020
 5.45 -2.57 8.85 -4.47
2019
 8.37 -0.27 12.26 -0.05
2018
 -0.17 -1.84 -1.15 -2.37
2017
 2.91 -0.28 7.31 0.00
2016
 3.48 -2.55 4.45 -2.58
2015
 -0.30 -2.38 0.26 -2.43
2014
 5.05 -1.20 6.50 -0.99
2013
 -1.91 -4.32 3.78 -3.36
2012
 4.58 -0.18 7.54 -1.14
2011
 6.88 -0.61 5.49 -1.55
2010
 6.25 -1.09 8.55 -1.00
2009
 7.40 -3.86 12.18 -5.19
2008
 -0.05 -7.01 -4.64 -10.54
2007
 5.65 -1.21 6.96 -0.49
2006
 5.45 -0.71 7.11 -0.79
2005
 3.19 -1.10 4.54 -1.40
2004
 5.92 -2.79 7.04 -2.22
2003
 6.47 -2.06 10.09 -1.74
2002
 7.47 -0.98 3.19 -1.88
2001
 7.06 -0.84 4.39 -1.61
2000
 10.92 -0.02 6.07 -1.88
1999
 0.05 -1.43 4.89 -1.98
1998
 6.75 -0.25 12.95 -1.57
1997
 8.91 -0.83 7.78 -1.74
1996
 5.56 -1.96 6.01 -0.91
1995
 15.82 0.00 19.89 0.00
1994
 -2.12 -4.80 -2.48 -5.45
1993
 10.51 -0.90 13.03 -1.55
1992
 7.63 -1.15 6.76 -2.36
1991
 15.73 -0.03 18.32 -1.28
1990
 6.08 -1.67 3.86 -4.35
1989
 11.52 -0.97 14.71 -1.34
1988
 7.76 -1.64 10.36 -1.32
1987
 2.12 -3.90 4.45 -4.47
1986
 13.85 -1.69 19.21 -2.56
1985
 19.26 -1.36 26.25 -1.52
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