Emerging Markets Stocks Portfolio vs All Country World Bonds Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - April 2025 (~40 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Emerging Markets Stocks Portfolio
1.00$
Initial Capital
May 1995
5.09$
Final Capital
April 2025
5.58%
Yearly Return
22.04%
Std Deviation
-60.44%
Max Drawdown
120months
Recovery Period
1.00$
Initial Capital
May 1995
2.42$
Final Capital
April 2025
2.99%
Yearly Return
22.04%
Std Deviation
-61.09%
Max Drawdown
159months
Recovery Period
1.00$
Initial Capital
January 1985
28.97$
Final Capital
April 2025
8.70%
Yearly Return
25.17%
Std Deviation
-60.44%
Max Drawdown
120months
Recovery Period
1.00$
Initial Capital
January 1985
9.56$
Final Capital
April 2025
5.76%
Yearly Return
25.17%
Std Deviation
-61.09%
Max Drawdown
159months
Recovery Period
All Country World Bonds Portfolio
1.00$
Initial Capital
May 1995
4.82$
Final Capital
April 2025
5.38%
Yearly Return
4.64%
Std Deviation
-17.60%
Max Drawdown
52months*
Recovery Period
* in progress
1.00$
Initial Capital
May 1995
2.29$
Final Capital
April 2025
2.80%
Yearly Return
4.64%
Std Deviation
-28.97%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
13.24$
Final Capital
April 2025
6.61%
Yearly Return
4.90%
Std Deviation
-17.60%
Max Drawdown
52months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
4.37$
Final Capital
April 2025
3.72%
Yearly Return
4.90%
Std Deviation
-28.97%
Max Drawdown
57months*
Recovery Period
* in progress

As of April 2025, in the previous 30 Years, the Emerging Markets Stocks Portfolio obtained a 5.58% compound annual return, with a 22.04% standard deviation. It suffered a maximum drawdown of -60.44% that required 120 months to be recovered.

As of April 2025, in the previous 30 Years, the All Country World Bonds Portfolio obtained a 5.38% compound annual return, with a 4.64% standard deviation. It suffered a maximum drawdown of -17.60% which has been ongoing for 52 months and is still in progress.

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.

Emerging Markets Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
EEM
iShares MSCI Emerging Markets
All Country World Bonds Portfolio
Weight
(%)		 Ticker Name
50.00
BND
Vanguard Total Bond Market
35.00
BNDX
Vanguard Total International Bond
15.00
EMB
iShares JP Morgan USD Em Mkts Bd
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Portfolio Returns as of Apr 30, 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 - 30 April 2025 (~40 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Emerging Markets Stocks
-- Market Benchmark 		4.64 0.14 0.11 9.31 5.91 2.44 5.58 8.70
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp All Country World Bonds
-- Market Benchmark 		2.53 0.75 2.46 7.71 0.02 1.83 5.38 6.61
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Emerging Markets Stocks Portfolio: an investment of 1$, since May 1995, now would be worth 5.09$, with a total return of 409.36% (5.58% annualized).

All Country World Bonds Portfolio: an investment of 1$, since May 1995, now would be worth 4.82$, with a total return of 381.80% (5.38% annualized).


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Emerging Markets Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 28.97$, with a total return of 2797.01% (8.70% annualized).

All Country World Bonds Portfolio: an investment of 1$, since January 1985, now would be worth 13.24$, with a total return of 1224.15% (6.61% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1985 - 30 April 2025 (~40 years)
Swipe left to see all data
Emerging Markets Stocks All Country World Bonds
Author
ASSET ALLOCATION
Stocks 100% 0%
Fixed Income 0% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.31 7.71
Infl. Adjusted Return (%) 7.09 5.52
DRAWDOWN
Deepest Drawdown Depth (%) -7.27 -1.93
Start to Recovery (months) 7* 5
Longest Drawdown Depth (%) -7.27 -1.93
Start to Recovery (months) 7* 5
Longest Negative Period (months) 7* 6
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.06 4.25
Sharpe Ratio 0.56 0.68
Sortino Ratio 0.78 0.84
Ulcer Index 3.49 0.85
Ratio: Return / Standard Deviation 1.16 1.81
Ratio: Return / Deepest Drawdown 1.28 4.00
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Emerging Markets Stocks All Country World Bonds
Author
ASSET ALLOCATION
Stocks 100% 0%
Fixed Income 0% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.91 0.02
Infl. Adjusted Return (%) 1.31 -4.32
DRAWDOWN
Deepest Drawdown Depth (%) -36.52 -17.60
Start to Recovery (months) 46* 52*
Longest Drawdown Depth (%) -36.52 -17.60
Start to Recovery (months) 46* 52*
Longest Negative Period (months) 53* 59
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.07 6.24
Sharpe Ratio 0.21 -0.40
Sortino Ratio 0.31 -0.57
Ulcer Index 18.47 9.18
Ratio: Return / Standard Deviation 0.37 0.00
Ratio: Return / Deepest Drawdown 0.16 0.00
Metrics calculated over the period 1 May 2020 - 30 April 2025
Swipe left to see all data
Emerging Markets Stocks All Country World Bonds
Author
ASSET ALLOCATION
Stocks 100% 0%
Fixed Income 0% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.44 1.83
Infl. Adjusted Return (%) -0.61 -1.21
DRAWDOWN
Deepest Drawdown Depth (%) -36.52 -17.60
Start to Recovery (months) 46* 52*
Longest Drawdown Depth (%) -36.52 -17.60
Start to Recovery (months) 46* 52*
Longest Negative Period (months) 90 88
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.97 5.17
Sharpe Ratio 0.04 0.01
Sortino Ratio 0.06 0.02
Ulcer Index 17.09 6.58
Ratio: Return / Standard Deviation 0.14 0.35
Ratio: Return / Deepest Drawdown 0.07 0.10
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Emerging Markets Stocks All Country World Bonds
Author
ASSET ALLOCATION
Stocks 100% 0%
Fixed Income 0% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.58 5.38
Infl. Adjusted Return (%) 2.99 2.80
DRAWDOWN
Deepest Drawdown Depth (%) -60.44 -17.60
Start to Recovery (months) 120 52*
Longest Drawdown Depth (%) -60.44 -17.60
Start to Recovery (months) 120 52*
Longest Negative Period (months) 195 88
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 22.04 4.64
Sharpe Ratio 0.15 0.67
Sortino Ratio 0.20 0.91
Ulcer Index 21.49 3.96
Ratio: Return / Standard Deviation 0.25 1.16
Ratio: Return / Deepest Drawdown 0.09 0.31
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Emerging Markets Stocks All Country World Bonds
Author
ASSET ALLOCATION
Stocks 100% 0%
Fixed Income 0% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.70 6.61
Infl. Adjusted Return (%) 5.76 3.72
DRAWDOWN
Deepest Drawdown Depth (%) -60.44 -17.60
Start to Recovery (months) 120 52*
Longest Drawdown Depth (%) -54.22 -17.60
Start to Recovery (months) 120 52*
Longest Negative Period (months) 195 88
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 25.17 4.90
Sharpe Ratio 0.22 0.71
Sortino Ratio 0.31 0.97
Ulcer Index 21.75 3.59
Ratio: Return / Standard Deviation 0.35 1.35
Ratio: Return / Deepest Drawdown 0.14 0.38
Metrics calculated over the period 1 January 1985 - 30 April 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 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1985 - 30 April 2025 (~40 years)

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Emerging Markets Stocks All Country World Bonds
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-60.44 120 Nov 2007
Oct 2017
-53.99 78 Aug 1997
Jan 2004
-36.52 46* Jul 2021
In progress
-29.69 34 Feb 2018
Nov 2020
-17.60 52* Jan 2021
In progress
-11.25 7 Apr 2004
Oct 2004
-11.14 7 May 2006
Nov 2006
-9.06 5 Mar 2005
Jul 2005
-8.82 10 Mar 2008
Dec 2008
-6.73 5 Jul 1996
Nov 1996
-6.44 6 Aug 1995
Jan 1996
-6.34 3 Oct 2005
Dec 2005
-5.16 13 May 2013
May 2014
-4.74 4 Mar 1997
Jun 1997
-3.92 4 Mar 2020
Jun 2020

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Emerging Markets Stocks All Country World Bonds
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-60.44 120 Nov 2007
Oct 2017
-55.33 31 Mar 1987
Sep 1989
-54.22 120 Feb 1994
Jan 2004
-36.52 46* Jul 2021
In progress
-34.47 7 Aug 1990
Feb 1991
-29.69 34 Feb 2018
Nov 2020
-23.01 11 Jun 1992
Apr 1993
-17.60 52* Jan 2021
In progress
-11.25 7 Apr 2004
Oct 2004
-11.14 7 May 2006
Nov 2006
-10.62 6 Jan 1990
Jun 1990
-9.07 5 Sep 1986
Jan 1987
-9.06 5 Mar 2005
Jul 2005
-8.82 10 Mar 2008
Dec 2008
-7.61 3 Jun 1991
Aug 1991

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 - 30 April 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.

Swipe left to see all data
Emerging Markets Stocks All Country World Bonds
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 4.64 0.00 2.53 -0.58
2024
 6.49 -7.27 2.77 -2.17
2023
 8.95 -12.51 7.31 -4.11
2022
 -20.56 -29.40 -13.82 -15.86
2021
 -3.61 -11.44 -2.06 -3.44
2020
 17.03 -23.94 6.30 -3.92
2019
 18.20 -7.82 9.49 -0.86
2018
 -15.31 -22.75 0.10 -1.92
2017
 37.28 -0.39 4.16 -0.40
2016
 10.87 -5.81 4.27 -3.54
2015
 -16.18 -23.20 0.85 -2.23
2014
 -3.93 -11.58 6.88 -0.66
2013
 -3.69 -13.17 -2.50 -5.16
2012
 19.10 -14.96 7.45 -0.22
2011
 -18.82 -29.09 8.12 -0.42
2010
 16.51 -10.81 7.71 -2.17
2009
 68.93 -14.98 9.48 -3.00
2008
 -48.88 -53.98 2.29 -8.82
2007
 33.31 -8.97 6.05 -1.42
2006
 31.19 -11.14 4.63 -1.46
2005
 32.62 -9.06 4.71 -1.32
2004
 24.63 -11.25 6.09 -3.02
2003
 57.65 -5.76 8.25 -3.22
2002
 -7.43 -24.27 9.30 -1.07
2001
 -2.88 -30.79 12.23 -0.35
2000
 -27.56 -31.63 11.10 -0.72
1999
 61.57 -4.87 3.71 -2.69
1998
 -18.12 -40.98 8.51 -2.13
1997
 -16.82 -27.85 5.56 -2.07
1996
 15.83 -6.73 8.94 -2.00
1995
 0.56 -11.22 20.40 -0.22
1994
 -20.17 -25.83 -5.13 -6.85
1993
 100.42 -5.91 14.09 -0.38
1992
 -10.90 -23.01 9.20 -1.73
1991
 111.70 -7.61 18.81 -0.40
1990
 -1.92 -34.47 7.31 -2.97
1989
 98.20 -6.54 12.84 -1.53
1988
 36.81 -6.67 7.90 -2.11
1987
 -46.69 -55.33 1.20 -5.71
1986
 11.58 -9.07 15.08 -2.62
1985
 27.58 -4.87 22.99 -2.83
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