Developed World ex-US Stocks Momentum vs Vanguard LifeStrategy Moderate Growth Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Momentum Portfolio obtained a 5.00% compound annual return, with a 13.60% standard deviation, in the last 10 Years.

The Vanguard LifeStrategy Moderate Growth Portfolio obtained a 6.13% compound annual return, with a 9.70% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Momentum Portfolio Vanguard LifeStrategy Moderate Growth Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
10 Years Stats Return +5.00% +6.13%
Std Dev 13.60% 9.70%
Max Drawdown -28.57% -20.84%
All time Stats
(Since Aug 2009)
Return +6.55% +7.58%
Std Dev 15.24% 9.48%
Max Drawdown -28.57% -20.84%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US Stocks Momentum Portfolio +5.40 +15.30 +20.62 +8.78 +5.00 +6.55
Vanguard LifeStrategy Moderate Growth Portfolio +2.23 +7.92 +15.10 +6.72 +6.13 +7.58
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.63$, with a total return of 62.90% (5.00% annualized).

Vanguard LifeStrategy Moderate Growth Portfolio: an investment of 1$, since March 2014, now would be worth 1.81$, with a total return of 81.33% (6.13% annualized).

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.52$, with a total return of 152.39% (6.55% annualized).

Vanguard LifeStrategy Moderate Growth Portfolio: an investment of 1$, since August 2009, now would be worth 2.90$, with a total return of 190.39% (7.58% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US Stocks Momentum Portfolio
Vanguard LifeStrategy Moderate Growth Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-20.84% Jan 2022 Sep 2022 (9) In progress (26) 11.13
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-12.56% Jan 2020 Mar 2020 (3) Jul 2020 (7) 5.39
-7.60% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.22
-7.06% Jun 2015 Feb 2016 (9) Jul 2016 (14) 3.78
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.22% May 2019 May 2019 (1) Jun 2019 (2) 1.86
-2.95% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.70
-2.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.66
-2.10% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.12
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96
-1.61% Oct 2016 Oct 2016 (1) Jan 2017 (4) 0.95
-1.45% Nov 2021 Nov 2021 (1) Dec 2021 (2) 0.84
-1.10% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.63
-1.01% Jan 2021 Jan 2021 (1) Apr 2021 (4) 0.54

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Momentum Portfolio
Vanguard LifeStrategy Moderate Growth Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-26.91% May 2011 Sep 2011 (5) Apr 2013 (24) 14.61
-20.84% Jan 2022 Sep 2022 (9) In progress (26) 11.13
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-14.08% Apr 2010 Jun 2010 (3) Sep 2010 (6) 8.07
-12.56% Jan 2020 Mar 2020 (3) Jul 2020 (7) 5.39
-11.06% May 2011 Sep 2011 (5) Feb 2012 (10) 4.97
-7.60% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.22
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-7.06% Jun 2015 Feb 2016 (9) Jul 2016 (14) 3.78
-6.75% May 2010 Jun 2010 (2) Sep 2010 (5) 3.83
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-5.08% Apr 2012 May 2012 (2) Aug 2012 (5) 2.32
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.43% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.98
-3.22% May 2019 May 2019 (1) Jun 2019 (2) 1.86

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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Year Return Drawdown Return Drawdown
2024
+8.63%
0.00%
+2.12%
-0.11%
2023
+13.91%
-8.35%
+15.75%
-7.48%
2022
-16.80%
-28.32%
-15.97%
-20.84%
2021
+6.60%
-4.63%
+10.43%
-2.95%
2020
+22.16%
-15.97%
+12.96%
-12.56%
2019
+24.51%
-2.38%
+19.70%
-3.22%
2018
-14.30%
-19.22%
-4.98%
-7.60%
2017
+25.46%
-0.73%
+15.50%
0.00%
2016
+0.47%
-7.09%
+7.06%
-3.07%
2015
-1.60%
-12.26%
-0.72%
-6.65%
2014
-9.19%
-9.77%
+6.10%
-2.10%
2013
+22.20%
-6.52%
+14.76%
-2.66%
2012
+17.94%
-8.24%
+12.49%
-5.08%
2011
-14.36%
-26.91%
+0.23%
-11.06%
2010
+14.14%
-14.08%
+11.87%
-6.75%