The Lazy Team Dynamic 40/60 Income Portfolio vs Ray Dalio All Weather Portfolio Portfolio Comparison

Simulation Settings
Period: January 1992 - December 2024 (~33 years)
Consolidated Returns as of 31 December 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1992)
The Lazy Team Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
January 1995
8.40$
Final Capital
December 2024
7.35%
Yearly Return
8.14%
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
1.00$
Initial Capital
January 1992
10.54$
Final Capital
December 2024
7.40%
Yearly Return
7.86%
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
January 1995
9.18$
Final Capital
December 2024
7.67%
Yearly Return
7.47%
Std Deviation
-20.58%
Max Drawdown
36months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1992
10.61$
Final Capital
December 2024
7.42%
Yearly Return
7.31%
Std Deviation
-20.58%
Max Drawdown
36months*
Recovery Period
* in progress

As of December 2024, 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 December 2024, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.67% compound annual return, with a 7.47% standard deviation. It suffered a maximum drawdown of -20.58% which has been ongoing for 36 months and is still in progress.

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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
Ray Dalio All Weather Portfolio
Weight
(%)		 ETF
Ticker		 Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
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Portfolio Returns as of Dec 31, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1992 - 31 December 2024 (~33 years)
Swipe left to see all data
Return (%) as of Dec 31, 2024
YTD
(12M) 		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 		9.80 -1.94 5.13 9.80 4.00 4.85 7.35 7.40
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		6.36 -3.45 3.12 6.36 3.67 4.64 7.67 7.42
Return over 1 year are annualized.
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Capital Growth as of Dec 31, 2024

The Lazy Team Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1995, now would be worth 8.40$, with a total return of 740.28% (7.35% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1995, now would be worth 9.18$, with a total return of 817.52% (7.67% annualized).


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The Lazy Team Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.54$, with a total return of 954.15% (7.40% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1992, now would be worth 10.61$, with a total return of 961.31% (7.42% annualized).


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Portfolio Metrics as of Dec 31, 2024

The following metrics, updated as of 31 December 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 January 2024 - 31 December 2024 (1 year)
Period: 1 January 2020 - 31 December 2024 (5 years)
Period: 1 January 2015 - 31 December 2024 (10 years)
Period: 1 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1992 - 31 December 2024 (~33 years)
Swipe left to see all data
Dynamic 40/60 Income All Weather Portfolio
Author The Lazy Team Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 9.80 6.36
Infl. Adjusted Return (%) 7.13 3.77
DRAWDOWN
Deepest Drawdown Depth (%) -2.45 -3.73
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -2.45 -0.52
Start to Recovery (months) 2 3
Longest Negative Period (months) 3* 4
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.65 8.02
Sharpe Ratio 0.81 0.15
Sortino Ratio 0.99 0.18
Ulcer Index 0.92 1.55
Ratio: Return / Standard Deviation 1.73 0.79
Ratio: Return / Deepest Drawdown 4.00 1.71
Metrics calculated over the period 1 January 2024 - 31 December 2024
Swipe left to see all data
Dynamic 40/60 Income All Weather Portfolio
Author The Lazy Team Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 4.00 3.67
Infl. Adjusted Return (%) -0.11 -0.43
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -20.58
Start to Recovery (months) 30 36*
Longest Drawdown Depth (%) -17.33 -20.58
Start to Recovery (months) 30 36*
Longest Negative Period (months) 38 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.20 10.50
Sharpe Ratio 0.16 0.13
Sortino Ratio 0.21 0.17
Ulcer Index 7.25 9.53
Ratio: Return / Standard Deviation 0.39 0.35
Ratio: Return / Deepest Drawdown 0.23 0.18
Metrics calculated over the period 1 January 2020 - 31 December 2024
Swipe left to see all data
Dynamic 40/60 Income All Weather Portfolio
Author The Lazy Team Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 4.85 4.64
Infl. Adjusted Return (%) 1.83 1.63
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -20.58
Start to Recovery (months) 30 36*
Longest Drawdown Depth (%) -17.33 -20.58
Start to Recovery (months) 30 36*
Longest Negative Period (months) 38 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.92 8.50
Sharpe Ratio 0.41 0.36
Sortino Ratio 0.54 0.49
Ulcer Index 5.25 7.07
Ratio: Return / Standard Deviation 0.61 0.55
Ratio: Return / Deepest Drawdown 0.28 0.23
Metrics calculated over the period 1 January 2015 - 31 December 2024
Swipe left to see all data
Dynamic 40/60 Income All Weather Portfolio
Author The Lazy Team Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 7.35 7.67
Infl. Adjusted Return (%) 4.72 5.02
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -20.58
Start to Recovery (months) 26 36*
Longest Drawdown Depth (%) -17.33 -20.58
Start to Recovery (months) 30 36*
Longest Negative Period (months) 69 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.14 7.47
Sharpe Ratio 0.62 0.72
Sortino Ratio 0.81 0.96
Ulcer Index 4.85 4.45
Ratio: Return / Standard Deviation 0.90 1.03
Ratio: Return / Deepest Drawdown 0.25 0.37
Metrics calculated over the period 1 January 1995 - 31 December 2024
Swipe left to see all data
Dynamic 40/60 Income All Weather Portfolio
Author The Lazy Team Ray Dalio
ASSET ALLOCATION
Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 7.40 7.42
Infl. Adjusted Return (%) 4.74 4.76
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -20.58
Start to Recovery (months) 26 36*
Longest Drawdown Depth (%) -17.33 -20.58
Start to Recovery (months) 30 36*
Longest Negative Period (months) 69 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.86 7.31
Sharpe Ratio 0.64 0.69
Sortino Ratio 0.83 0.92
Ulcer Index 4.68 4.35
Ratio: Return / Standard Deviation 0.94 1.01
Ratio: Return / Deepest Drawdown 0.25 0.36
Metrics calculated over the period 1 January 1992 - 31 December 2024
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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 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1992 - 31 December 2024 (~33 years)

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Dynamic 40/60 Income All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-20.58 36* Jan 2022
In progress
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-9.38 8 May 1998
Dec 1998
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-5.29 9 May 2013
Jan 2014
-5.09 5 Oct 2018
Feb 2019
-4.83 4 Jul 1998
Oct 1998
-4.76 6 Apr 2004
Sep 2004

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Dynamic 40/60 Income All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-20.58 36* Jan 2022
In progress
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-9.38 8 May 1998
Dec 1998
-7.19 8 Jun 2011
Jan 2012
-6.83 14 Feb 1994
Mar 1995
-6.73 9 May 2002
Jan 2003
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-5.36 15 Feb 1994
Apr 1995
-5.29 9 May 2013
Jan 2014
-5.09 5 Oct 2018
Feb 2019

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 December 2024 (~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.

Swipe left to see all data
Dynamic 40/60 Income All Weather Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 9.80 -2.45 6.36 -3.73
2023
 11.97 -5.00 9.95 -9.25
2022
 -14.37 -17.33 -18.39 -20.58
2021
 6.72 -1.83 8.27 -3.74
2020
 8.28 -12.42 15.88 -3.68
2019
 15.91 -1.51 17.93 -0.83
2018
 -3.18 -5.09 -3.02 -4.71
2017
 9.18 0.00 11.55 -0.49
2016
 7.53 -1.95 6.50 -6.42
2015
 0.21 -4.06 -3.23 -6.66
2014
 7.01 -1.44 12.89 -2.52
2013
 6.13 -3.06 1.71 -5.29
2012
 12.70 -2.72 7.02 -1.33
2011
 2.96 -7.19 15.64 -2.00
2010
 11.25 -3.72 12.88 -0.69
2009
 22.37 -15.04 2.71 -11.57
2008
 -14.80 -23.51 2.38 -11.38
2007
 0.88 -3.23 11.88 -1.20
2006
 9.18 -1.29 6.93 -1.71
2005
 5.23 -1.76 8.55 -2.99
2004
 8.41 -3.31 9.41 -4.76
2003
 21.64 -1.30 13.96 -4.74
2002
 1.03 -6.73 7.77 -1.56
2001
 8.71 -3.24 -2.77 -4.61
2000
 3.43 -4.13 10.15 -2.26
1999
 11.02 -2.15 6.28 -3.79
1998
 6.04 -9.38 11.05 -4.83
1997
 16.36 -2.49 13.54 -2.89
1996
 16.81 -1.12 8.27 -2.11
1995
 23.17 0.00 27.44 0.00
1994
 -3.19 -5.36 -3.28 -6.83
1993
 14.73 -0.57 12.02 -1.98
1992
 12.95 -0.70 6.76 -2.23
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book