The Lazy Team Dynamic 40/60 Income Portfolio vs Merrill Lynch Edge Select Moderate Portfolio Portfolio Comparison

Simulation Settings
Period: January 1992 - January 2025 (~33 years)
Consolidated Returns as of 31 January 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1992)
Inflation Adjusted:
The Lazy Team Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
February 1995
8.40$
Final Capital
January 2025
7.35%
Yearly Return
8.14%
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
1.00$
Initial Capital
February 1995
3.96$
Final Capital
January 2025
4.69%
Yearly Return
8.14%
Std Deviation
-31.61%
Max Drawdown
34months
Recovery Period
1.00$
Initial Capital
January 1992
10.70$
Final Capital
January 2025
7.43%
Yearly Return
7.85%
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
1.00$
Initial Capital
January 1992
4.63$
Final Capital
January 2025
4.74%
Yearly Return
7.85%
Std Deviation
-31.61%
Max Drawdown
34months
Recovery Period
Merrill Lynch Edge Select Moderate Portfolio
1.00$
Initial Capital
February 1995
9.16$
Final Capital
January 2025
7.66%
Yearly Return
8.97%
Std Deviation
-29.58%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
February 1995
4.32$
Final Capital
January 2025
5.00%
Yearly Return
8.97%
Std Deviation
-30.74%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1992
11.29$
Final Capital
January 2025
7.60%
Yearly Return
8.75%
Std Deviation
-29.58%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
January 1992
4.89$
Final Capital
January 2025
4.91%
Yearly Return
8.75%
Std Deviation
-30.74%
Max Drawdown
36months
Recovery Period

As of January 2025, in the previous 30 Years, the The Lazy Team Dynamic 40/60 Income Portfolio obtained a 7.35% compound annual return, with a 8.14% standard deviation. It suffered a maximum drawdown of -29.84% that required 26 months to be recovered.

As of January 2025, in the previous 30 Years, the Merrill Lynch Edge Select Moderate Portfolio obtained a 7.66% compound annual return, with a 8.97% standard deviation. It suffered a maximum drawdown of -29.58% that required 30 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.

The Lazy Team Dynamic 40/60 Income Portfolio
Weight
(%)
ETF
Ticker
Name
20.00
PFF
iShares Preferred and Income Securities ETF
20.00
VTI
Vanguard Total Stock Market
20.00
EMB
iShares JP Morgan USD Em Mkts Bd
20.00
SHY
iShares 1-3 Year Treasury Bond
20.00
HYG
iShares iBoxx $ High Yield Corporate Bond
Merrill Lynch Edge Select Moderate Portfolio
Weight
(%)
ETF
Ticker
Name
19.00
VUG
Vanguard Growth
13.00
VEU
Vanguard FTSE All-World ex-US
12.00
VTV
Vanguard Value
5.00
EEM
iShares MSCI Emerging Markets
2.00
IJS
iShares S&P Small-Cap 600 Value
2.00
IJT
iShares S&P Small-Cap 600 Growth
14.00
IEI
iShares 3-7 Year Treasury Bond
14.00
LQD
iShares Investment Grade Corporate Bond
11.00
MBB
iShares MBS
4.00
HYG
iShares iBoxx $ High Yield Corporate Bond
2.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
2.00
BNDX
Vanguard Total International Bond
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Portfolio Returns as of Jan 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 1992 - 31 January 2025 (~33 years)
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Return (%) as of Jan 31, 2025
YTD
(1M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp Dynamic 40/60 Income
The Lazy Team
1.53 1.53 4.83 10.78 4.20 4.98 7.35 7.43
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_merrill_lynch.webp Edge Select Moderate
Merrill Lynch
1.83 1.83 4.27 12.72 6.52 6.70 7.66 7.60
Return over 1 year are annualized.
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Capital Growth as of Jan 31, 2025

The Lazy Team Dynamic 40/60 Income Portfolio: an investment of 1$, since February 1995, now would be worth 8.40$, with a total return of 739.93% (7.35% annualized).

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since February 1995, now would be worth 9.16$, with a total return of 816.30% (7.66% annualized).


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The Lazy Team Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.70$, with a total return of 970.26% (7.43% annualized).

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since January 1992, now would be worth 11.29$, with a total return of 1028.94% (7.60% annualized).


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Portfolio Metrics as of Jan 31, 2025

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

METRIC COMPARISON
Period: 1 February 2024 - 31 January 2025 (1 year)
Period: 1 February 2020 - 31 January 2025 (5 years)
Period: 1 February 2015 - 31 January 2025 (10 years)
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1992 - 31 January 2025 (~33 years)
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Dynamic 40/60 Income Edge Select Moderate
Author The Lazy Team Merrill Lynch
ASSET ALLOCATION
Stocks 40% 53%
Fixed Income 60% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.78 12.72
Infl. Adjusted Return (%) 7.49 9.37
DRAWDOWN
Deepest Drawdown Depth (%) -2.45 -2.94
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -1.94 -2.14
Start to Recovery (months) 2* 2*
Longest Negative Period (months) 3 3
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.69 7.05
Sharpe Ratio 1.00 1.08
Sortino Ratio 1.19 1.28
Ulcer Index 0.92 1.17
Ratio: Return / Standard Deviation 1.90 1.81
Ratio: Return / Deepest Drawdown 4.41 4.33
Metrics calculated over the period 1 February 2024 - 31 January 2025
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Dynamic 40/60 Income Edge Select Moderate
Author The Lazy Team Merrill Lynch
ASSET ALLOCATION
Stocks 40% 53%
Fixed Income 60% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.20 6.52
Infl. Adjusted Return (%) -0.07 2.15
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -20.56
Start to Recovery (months) 30 27
Longest Drawdown Depth (%) -17.33 -20.56
Start to Recovery (months) 30 27
Longest Negative Period (months) 38 35
RISK INDICATORS
Standard Deviation (%) 10.21 11.61
Sharpe Ratio 0.18 0.36
Sortino Ratio 0.23 0.48
Ulcer Index 7.25 7.57
Ratio: Return / Standard Deviation 0.41 0.56
Ratio: Return / Deepest Drawdown 0.24 0.32
Metrics calculated over the period 1 February 2020 - 31 January 2025
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Dynamic 40/60 Income Edge Select Moderate
Author The Lazy Team Merrill Lynch
ASSET ALLOCATION
Stocks 40% 53%
Fixed Income 60% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.98 6.70
Infl. Adjusted Return (%) 1.80 3.47
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -20.56
Start to Recovery (months) 30 27
Longest Drawdown Depth (%) -17.33 -20.56
Start to Recovery (months) 30 27
Longest Negative Period (months) 38 35
RISK INDICATORS
Standard Deviation (%) 7.93 9.47
Sharpe Ratio 0.42 0.53
Sortino Ratio 0.56 0.72
Ulcer Index 5.25 5.63
Ratio: Return / Standard Deviation 0.63 0.71
Ratio: Return / Deepest Drawdown 0.29 0.33
Metrics calculated over the period 1 February 2015 - 31 January 2025
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Dynamic 40/60 Income Edge Select Moderate
Author The Lazy Team Merrill Lynch
ASSET ALLOCATION
Stocks 40% 53%
Fixed Income 60% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.35 7.66
Infl. Adjusted Return (%) 4.69 5.00
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -29.58
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -17.33 -15.42
Start to Recovery (months) 30 38
Longest Negative Period (months) 69 52
RISK INDICATORS
Standard Deviation (%) 8.14 8.97
Sharpe Ratio 0.62 0.60
Sortino Ratio 0.81 0.79
Ulcer Index 4.85 5.96
Ratio: Return / Standard Deviation 0.90 0.85
Ratio: Return / Deepest Drawdown 0.25 0.26
Metrics calculated over the period 1 February 1995 - 31 January 2025
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Dynamic 40/60 Income Edge Select Moderate
Author The Lazy Team Merrill Lynch
ASSET ALLOCATION
Stocks 40% 53%
Fixed Income 60% 47%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.43 7.60
Infl. Adjusted Return (%) 4.74 4.91
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -29.58
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -17.33 -15.42
Start to Recovery (months) 30 38
Longest Negative Period (months) 69 52
RISK INDICATORS
Standard Deviation (%) 7.85 8.75
Sharpe Ratio 0.64 0.59
Sortino Ratio 0.83 0.78
Ulcer Index 4.67 5.72
Ratio: Return / Standard Deviation 0.95 0.87
Ratio: Return / Deepest Drawdown 0.25 0.26
Metrics calculated over the period 1 January 1992 - 31 January 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 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1992 - 31 January 2025 (~33 years)

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Dynamic 40/60 Income Edge Select Moderate
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-29.84 26 Nov 2007
Dec 2009
-29.58 30 Nov 2007
Apr 2010
-20.56 27 Jan 2022
Mar 2024
-17.33 30 Jan 2022
Jun 2024
-15.42 38 Sep 2000
Oct 2003
-12.42 6 Feb 2020
Jul 2020
-10.96 6 Feb 2020
Jul 2020
-9.65 10 May 2011
Feb 2012
-9.38 8 May 1998
Dec 1998
-7.97 5 Jul 1998
Nov 1998
-7.19 8 Jun 2011
Jan 2012
-7.17 7 Sep 2018
Mar 2019
-6.73 9 May 2002
Jan 2003
-6.44 14 May 2015
Jun 2016
-5.89 5 May 2010
Sep 2010

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Dynamic 40/60 Income Edge Select Moderate
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-29.84 26 Nov 2007
Dec 2009
-29.58 30 Nov 2007
Apr 2010
-20.56 27 Jan 2022
Mar 2024
-17.33 30 Jan 2022
Jun 2024
-15.42 38 Sep 2000
Oct 2003
-12.42 6 Feb 2020
Jul 2020
-10.96 6 Feb 2020
Jul 2020
-9.65 10 May 2011
Feb 2012
-9.38 8 May 1998
Dec 1998
-7.97 5 Jul 1998
Nov 1998
-7.19 8 Jun 2011
Jan 2012
-7.17 7 Sep 2018
Mar 2019
-6.73 9 May 2002
Jan 2003
-6.44 14 May 2015
Jun 2016
-5.89 5 May 2010
Sep 2010

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 1992 - 31 January 2025 (~33 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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Dynamic 40/60 Income Edge Select Moderate
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
1.53 0.00 1.83 0.00
2024
9.80 -2.45 10.54 -2.94
2023
11.97 -5.00 16.31 -7.35
2022
-14.37 -17.33 -16.06 -20.56
2021
6.72 -1.83 9.66 -2.75
2020
8.28 -12.42 13.88 -10.96
2019
15.91 -1.51 19.44 -3.06
2018
-3.18 -5.09 -4.47 -7.17
2017
9.18 0.00 15.00 0.00
2016
7.53 -1.95 7.31 -2.51
2015
0.21 -4.06 -1.02 -6.05
2014
7.01 -1.44 6.15 -2.15
2013
6.13 -3.06 12.89 -2.80
2012
12.70 -2.72 11.74 -4.35
2011
2.96 -7.19 1.36 -9.65
2010
11.25 -3.72 11.88 -5.89
2009
22.37 -15.04 21.52 -11.06
2008
-14.80 -23.51 -18.62 -22.60
2007
0.88 -3.23 8.20 -2.71
2006
9.18 -1.29 12.10 -2.46
2005
5.23 -1.76 6.80 -2.45
2004
8.41 -3.31 10.27 -2.82
2003
21.64 -1.30 21.24 -1.84
2002
1.03 -6.73 -5.21 -10.16
2001
8.71 -3.24 -2.83 -10.45
2000
3.43 -4.13 -1.46 -6.21
1999
11.02 -2.15 14.10 -2.41
1998
6.04 -9.38 14.87 -7.97
1997
16.36 -2.49 14.53 -4.08
1996
16.81 -1.12 10.99 -2.45
1995
23.17 0.00 22.46 -0.02
1994
-3.19 -5.36 -0.46 -5.84
1993
14.73 -0.57 17.25 -2.24
1992
12.95 -0.70 4.97 -2.63
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