Emerging Markets Stocks vs High Yield Bonds Income Portfolio Comparison

Last Update: 29 February 2024

The Emerging Markets Stocks Portfolio obtained a 4.45% compound annual return, with a 22.53% standard deviation, in the last 30 Years.

The High Yield Bonds Income Portfolio obtained a 6.50% compound annual return, with a 8.82% standard deviation, in the last 30 Years.

Summary

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Emerging Markets Stocks Portfolio High Yield Bonds Income Portfolio
Portfolio Risk Very High Low
Asset Allocation Stocks 100% 0%
Fixed Income 0% 100%
Commodities 0% 0%
30 Years Stats Return +4.45% +6.50%
Std Dev 22.53% 8.82%
Max Drawdown -60.44% -23.97%
All time Stats
(Since Jan 1985)
Return +8.66% +7.73%
Std Dev 25.51% 8.21%
Max Drawdown -60.44% -23.97%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Emerging Markets Stocks Portfolio +4.17 +4.06 +7.46 +1.11 +2.35 +4.45 +8.66
High Yield Bonds Income Portfolio -0.33 +5.35 +8.92 +1.94 +2.90 +6.50 +7.73
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Emerging Markets Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 3.69$, with a total return of 268.88% (4.45% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since March 1994, now would be worth 6.62$, with a total return of 561.58% (6.50% annualized).

Emerging Markets Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 25.86$, with a total return of 2486.50% (8.66% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 18.46$, with a total return of 1745.99% (7.73% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Emerging Markets Stocks Portfolio
High Yield Bonds Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-60.44% Nov 2007 Feb 2009 (16) Oct 2017 (120) 23.73
-53.99% Aug 1997 Aug 1998 (13) Jan 2004 (78) 29.43
-36.52% Jul 2021 Oct 2022 (16) In progress (32) 22.80
-29.69% Feb 2018 Mar 2020 (26) Nov 2020 (34) 15.17
-27.16% Sep 1994 Mar 1995 (7) Jan 1997 (29) 14.80
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-14.20% Mar 1994 Mar 1994 (1) Aug 1994 (6) 7.46
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-11.25% Apr 2004 Jul 2004 (4) Oct 2004 (7) 7.34
-11.14% May 2006 May 2006 (1) Nov 2006 (7) 7.49
-9.06% Mar 2005 Apr 2005 (2) Jul 2005 (5) 5.61
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-6.34% Oct 2005 Oct 2005 (1) Dec 2005 (3) 3.20
-5.42% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.76
-4.74% Mar 1997 Apr 1997 (2) Jun 1997 (4) 2.55
-4.56% Apr 2004 May 2004 (2) Aug 2004 (5) 2.79

Drawdown comparison chart since January 1985.

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Emerging Markets Stocks Portfolio
High Yield Bonds Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-60.44% Nov 2007 Feb 2009 (16) Oct 2017 (120) 23.73
-55.33% Mar 1987 Dec 1987 (10) Sep 1989 (31) 35.10
-54.22% Feb 1994 Aug 1998 (55) Jan 2004 (120) 26.65
-36.52% Jul 2021 Oct 2022 (16) In progress (32) 22.80
-34.47% Aug 1990 Sep 1990 (2) Feb 1991 (7) 19.05
-29.69% Feb 2018 Mar 2020 (26) Nov 2020 (34) 15.17
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-23.01% Jun 1992 Dec 1992 (7) Apr 1993 (11) 13.98
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-11.25% Apr 2004 Jul 2004 (4) Oct 2004 (7) 7.34
-11.14% May 2006 May 2006 (1) Nov 2006 (7) 7.49
-10.62% Jan 1990 Apr 1990 (4) Jun 1990 (6) 6.39
-9.07% Sep 1986 Sep 1986 (1) Jan 1987 (5) 4.68
-9.06% Mar 2005 Apr 2005 (2) Jul 2005 (5) 5.61
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.89% Aug 1990 Sep 1990 (2) Feb 1991 (7) 4.98
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.63% Mar 1987 Oct 1987 (8) Feb 1988 (12) 4.16
-7.61% Jun 1991 Jun 1991 (1) Aug 1991 (3) 4.71

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
-0.55%
-4.53%
-0.74%
-0.74%
2023
+8.99%
-12.51%
+11.21%
-5.58%
2022
-20.56%
-29.40%
-16.88%
-21.38%
2021
-3.61%
-11.44%
+0.88%
-3.16%
2020
+17.03%
-23.94%
+7.08%
-11.99%
2019
+18.20%
-7.82%
+16.98%
-0.39%
2018
-15.31%
-22.75%
-4.53%
-4.53%
2017
+37.28%
-0.39%
+8.78%
-0.17%
2016
+10.87%
-5.81%
+12.01%
-3.93%
2015
-16.18%
-23.20%
-3.94%
-6.90%
2014
-3.93%
-11.58%
+6.28%
-2.37%
2013
-3.69%
-13.17%
-0.40%
-6.71%
2012
+19.10%
-14.96%
+12.61%
-1.87%
2011
-18.82%
-29.09%
+9.07%
-4.40%
2010
+16.51%
-10.81%
+11.52%
-3.24%
2009
+68.93%
-14.98%
+23.52%
-10.62%
2008
-48.88%
-53.98%
-10.54%
-23.59%
2007
+33.31%
-8.97%
+3.36%
-3.84%
2006
+31.19%
-11.14%
+7.28%
-2.69%
2005
+32.62%
-9.06%
+5.61%
-2.30%
2004
+24.63%
-11.25%
+9.55%
-4.56%
2003
+57.65%
-5.76%
+18.30%
-3.91%
2002
-7.43%
-24.27%
+7.38%
-6.70%
2001
-2.88%
-30.79%
+10.89%
-3.49%
2000
-27.56%
-31.63%
+6.15%
-3.14%
1999
+61.57%
-4.87%
+6.34%
-3.60%
1998
-18.12%
-40.98%
+2.17%
-8.48%
1997
-16.82%
-27.85%
+13.61%
-2.54%
1996
+15.83%
-6.73%
+14.28%
-2.87%
1995
+0.56%
-11.22%
+22.64%
-0.20%
1994
-20.17%
-25.83%
-4.27%
-7.41%
1993
+100.42%
-5.91%
+18.58%
-0.44%
1992
-10.90%
-23.01%
+12.00%
-2.11%
1991
+111.70%
-7.61%
+25.88%
0.00%
1990
-1.92%
-34.47%
-0.59%
-7.89%
1989
+98.20%
-6.54%
+8.29%
-0.68%
1988
+36.81%
-6.67%
+11.12%
-1.52%
1987
-46.69%
-55.33%
+0.07%
-7.63%
1986
+11.58%
-9.07%
+15.01%
-0.64%
1985
+27.58%
-4.87%
+21.64%
-1.39%