Dynamic 60/40 Income vs Stocks/Bonds 40/60 Portfolio Comparison

Last Update: 29 February 2024

The Dynamic 60/40 Income Portfolio obtained a 6.98% compound annual return, with a 9.36% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Portfolio obtained a 7.00% compound annual return, with a 6.99% standard deviation, in the last 30 Years.

Summary

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Dynamic 60/40 Income Portfolio Stocks/Bonds 40/60 Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 60% 40%
Fixed Income 40% 60%
Commodities 0% 0%
30 Years Stats Return +6.98% +7.00%
Std Dev 9.36% 6.99%
Max Drawdown -41.44% -19.17%
All time Stats
(Since Jan 1992)
Return +7.40% +7.09%
Std Dev 9.11% 6.83%
Max Drawdown -41.44% -19.17%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +6.98 +7.40
Stocks/Bonds 40/60 Portfolio +1.32 +6.96 +13.37 +6.01 +5.74 +7.00 +7.09
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 1994, now would be worth 7.57$, with a total return of 657.27% (6.98% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since March 1994, now would be worth 7.61$, with a total return of 661.45% (7.00% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.13% (7.40% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since January 1992, now would be worth 9.05$, with a total return of 804.99% (7.09% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Dynamic 60/40 Income Portfolio
Stocks/Bonds 40/60 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-19.17% Nov 2007 Feb 2009 (16) Nov 2009 (25) 8.87
-18.63% Jan 2022 Sep 2022 (9) In progress (26) 11.00
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.59% Sep 2000 Sep 2002 (25) May 2003 (33) 4.25
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 3.88
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.25% Jul 1998 Aug 1998 (2) Nov 1998 (5) 2.81
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.05% Mar 1994 Nov 1994 (9) Mar 1995 (13) 3.45
-5.36% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.59
-4.76% Jun 2011 Sep 2011 (4) Dec 2011 (7) 1.98
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49
-4.10% Mar 1994 Jun 1994 (4) Jan 1995 (11) 2.30
-3.96% May 2010 Jun 2010 (2) Sep 2010 (5) 2.10
-3.79% Apr 2000 May 2000 (2) Aug 2000 (5) 1.92

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income Portfolio
Stocks/Bonds 40/60 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-19.17% Nov 2007 Feb 2009 (16) Nov 2009 (25) 8.87
-18.63% Jan 2022 Sep 2022 (9) In progress (26) 11.00
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.59% Sep 2000 Sep 2002 (25) May 2003 (33) 4.25
-8.09% Feb 2020 Mar 2020 (2) May 2020 (4) 3.88
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.25% Jul 1998 Aug 1998 (2) Nov 1998 (5) 2.81
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.98% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.72
-5.36% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.59
-4.76% Jun 2011 Sep 2011 (4) Dec 2011 (7) 1.98
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49
-3.96% May 2010 Jun 2010 (2) Sep 2010 (5) 2.10
-3.79% Apr 2000 May 2000 (2) Aug 2000 (5) 1.92

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
+1.48%
-0.14%
+1.67%
0.00%
2023
+12.28%
-6.45%
+13.66%
-6.58%
2022
-15.89%
-18.21%
-15.67%
-18.63%
2021
+15.27%
-2.58%
+9.15%
-2.56%
2020
+6.26%
-14.24%
+13.04%
-8.09%
2019
+18.59%
-1.55%
+17.57%
-1.77%
2018
-3.28%
-6.80%
-2.15%
-5.36%
2017
+8.11%
-0.39%
+10.63%
-0.00%
2016
+7.39%
-2.92%
+6.64%
-1.57%
2015
+0.49%
-4.42%
+0.48%
-3.41%
2014
+11.87%
-2.32%
+8.51%
-1.20%
2013
+8.15%
-3.78%
+12.12%
-1.84%
2012
+12.84%
-3.09%
+8.47%
-2.11%
2011
+3.16%
-10.41%
+5.14%
-4.76%
2010
+14.75%
-5.96%
+10.69%
-3.96%
2009
+25.31%
-19.50%
+13.74%
-8.68%
2008
-21.78%
-30.14%
-10.67%
-14.39%
2007
-3.54%
-7.01%
+6.30%
-1.93%
2006
+14.28%
-1.89%
+8.84%
-1.40%
2005
+5.27%
-2.10%
+3.96%
-1.77%
2004
+12.11%
-4.29%
+7.66%
-2.46%
2003
+22.26%
0.00%
+14.68%
-1.08%
2002
-0.78%
-6.19%
-3.23%
-6.97%
2001
+5.55%
-3.29%
+0.67%
-5.62%
2000
+5.79%
-3.60%
+2.61%
-4.51%
1999
+4.89%
-3.30%
+9.07%
-2.57%
1998
+5.13%
-7.02%
+14.45%
-6.25%
1997
+16.74%
-0.91%
+18.06%
-2.41%
1996
+16.21%
-0.78%
+10.53%
-2.15%
1995
+20.42%
-0.12%
+25.22%
0.00%
1994
-3.20%
-6.80%
-1.66%
-5.98%
1993
+14.00%
-1.75%
+10.06%
-1.23%
1992
+13.92%
-0.48%
+7.93%
-1.27%