Emerging Markets Stocks Portfolio vs US Stocks Minimum Volatility Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - April 2025 (~40 years)
Consolidated Returns as of 30 April 2025
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
US Stocks Minimum Volatility Portfolio
1.00$
Initial Capital
May 1995
16.80$
Final Capital
April 2025
9.86%
Yearly Return
13.74%
Std Deviation
-43.27%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
May 1995
7.98$
Final Capital
April 2025
7.17%
Yearly Return
13.74%
Std Deviation
-44.21%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1985
72.68$
Final Capital
April 2025
11.21%
Yearly Return
14.12%
Std Deviation
-43.27%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1985
23.98$
Final Capital
April 2025
8.20%
Yearly Return
14.12%
Std Deviation
-44.21%
Max Drawdown
42months
Recovery Period

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 US Stocks Minimum Volatility Portfolio obtained a 9.86% compound annual return, with a 13.74% standard deviation. It suffered a maximum drawdown of -43.27% that required 40 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.

Emerging Markets Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
EEM
iShares MSCI Emerging Markets
US Stocks Minimum Volatility Portfolio
Weight
(%)		 Ticker Name
100.00
USMV
iShares Edge MSCI Min Vol USA
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • 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_us_author.webp US Stocks Minimum Volatility
-- Market Benchmark 		4.59 -1.20 3.67 16.90 11.25 10.53 9.86 11.21
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).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since May 1995, now would be worth 16.80$, with a total return of 1580.32% (9.86% 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).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 72.68$, with a total return of 7167.92% (11.21% 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 US Stocks Minimum Volatility
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.31 16.90
Infl. Adjusted Return (%) 7.09 14.53
DRAWDOWN
Deepest Drawdown Depth (%) -7.27 -5.66
Start to Recovery (months) 7* 3
Longest Drawdown Depth (%) -7.27 -5.66
Start to Recovery (months) 7* 3
Longest Negative Period (months) 7* 5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.06 10.48
Sharpe Ratio 0.56 1.15
Sortino Ratio 0.78 1.46
Ulcer Index 3.49 1.82
Ratio: Return / Standard Deviation 1.16 1.61
Ratio: Return / Deepest Drawdown 1.28 2.99
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Emerging Markets Stocks US Stocks Minimum Volatility
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.91 11.25
Infl. Adjusted Return (%) 1.31 6.43
DRAWDOWN
Deepest Drawdown Depth (%) -36.52 -17.35
Start to Recovery (months) 46* 25
Longest Drawdown Depth (%) -36.52 -17.35
Start to Recovery (months) 46* 25
Longest Negative Period (months) 53* 27
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.07 13.08
Sharpe Ratio 0.21 0.67
Sortino Ratio 0.31 0.91
Ulcer Index 18.47 5.64
Ratio: Return / Standard Deviation 0.37 0.86
Ratio: Return / Deepest Drawdown 0.16 0.65
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Emerging Markets Stocks US Stocks Minimum Volatility
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.44 10.53
Infl. Adjusted Return (%) -0.61 7.24
DRAWDOWN
Deepest Drawdown Depth (%) -36.52 -19.06
Start to Recovery (months) 46* 10
Longest Drawdown Depth (%) -36.52 -17.35
Start to Recovery (months) 46* 25
Longest Negative Period (months) 90 27
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.97 12.42
Sharpe Ratio 0.04 0.71
Sortino Ratio 0.06 0.93
Ulcer Index 17.09 4.96
Ratio: Return / Standard Deviation 0.14 0.85
Ratio: Return / Deepest Drawdown 0.07 0.55
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Emerging Markets Stocks US Stocks Minimum Volatility
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.58 9.86
Infl. Adjusted Return (%) 2.99 7.17
DRAWDOWN
Deepest Drawdown Depth (%) -60.44 -43.27
Start to Recovery (months) 120 40
Longest Drawdown Depth (%) -60.44 -35.36
Start to Recovery (months) 120 59
Longest Negative Period (months) 195 131
RISK INDICATORS
Standard Deviation (%) 22.04 13.74
Sharpe Ratio 0.15 0.55
Sortino Ratio 0.20 0.73
Ulcer Index 21.49 10.61
Ratio: Return / Standard Deviation 0.25 0.72
Ratio: Return / Deepest Drawdown 0.09 0.23
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Emerging Markets Stocks US Stocks Minimum Volatility
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.70 11.21
Infl. Adjusted Return (%) 5.76 8.20
DRAWDOWN
Deepest Drawdown Depth (%) -60.44 -43.27
Start to Recovery (months) 120 40
Longest Drawdown Depth (%) -54.22 -35.36
Start to Recovery (months) 120 59
Longest Negative Period (months) 195 131
RISK INDICATORS
Standard Deviation (%) 25.17 14.12
Sharpe Ratio 0.22 0.57
Sortino Ratio 0.31 0.75
Ulcer Index 21.75 9.91
Ratio: Return / Standard Deviation 0.35 0.79
Ratio: Return / Deepest Drawdown 0.14 0.26
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 US Stocks Minimum Volatility
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-60.44 120 Nov 2007
Oct 2017
-53.99 78 Aug 1997
Jan 2004
-43.27 40 Nov 2007
Feb 2011
-36.52 46* Jul 2021
In progress
-35.36 59 Sep 2000
Jul 2005
-29.69 34 Feb 2018
Nov 2020
-19.06 10 Feb 2020
Nov 2020
-17.35 25 Jan 2022
Jan 2024
-16.52 5 Jul 1998
Nov 1998
-11.70 8 May 2011
Dec 2011
-11.25 7 Apr 2004
Oct 2004
-11.14 7 May 2006
Nov 2006
-9.14 6 Jul 1999
Dec 1999
-9.06 5 Mar 2005
Jul 2005
-7.56 5 Oct 2018
Feb 2019

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Emerging Markets Stocks US Stocks Minimum Volatility
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
-43.27 40 Nov 2007
Feb 2011
-36.52 46* Jul 2021
In progress
-35.36 59 Sep 2000
Jul 2005
-34.47 7 Aug 1990
Feb 1991
-30.08 21 Sep 1987
May 1989
-29.69 34 Feb 2018
Nov 2020
-23.01 11 Jun 1992
Apr 1993
-19.06 10 Feb 2020
Nov 2020
-17.35 25 Jan 2022
Jan 2024
-16.52 5 Jul 1998
Nov 1998
-14.10 9 Jun 1990
Feb 1991
-11.70 8 May 2011
Dec 2011

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.

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Emerging Markets Stocks US Stocks Minimum Volatility
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 4.64 0.00 4.59 -1.80
2024
 6.49 -7.27 15.74 -5.66
2023
 8.95 -12.51 10.33 -4.29
2022
 -20.56 -29.40 -9.42 -17.35
2021
 -3.61 -11.44 20.84 -4.99
2020
 17.03 -23.94 5.64 -19.06
2019
 18.20 -7.82 27.69 -1.61
2018
 -15.31 -22.75 1.36 -7.56
2017
 37.28 -0.39 18.91 -0.35
2016
 10.87 -5.81 10.57 -5.27
2015
 -16.18 -23.20 5.45 -5.12
2014
 -3.93 -11.58 16.33 -3.04
2013
 -3.69 -13.17 25.09 -3.26
2012
 19.10 -14.96 10.82 -2.17
2011
 -18.82 -29.09 12.70 -11.70
2010
 16.51 -10.81 14.52 -12.81
2009
 68.93 -14.98 18.18 -19.43
2008
 -48.88 -53.98 -25.77 -28.06
2007
 33.31 -8.97 4.15 -5.15
2006
 31.19 -11.14 14.77 -3.11
2005
 32.62 -9.06 6.45 -3.39
2004
 24.63 -11.25 14.34 -2.88
2003
 57.65 -5.76 19.79 -5.68
2002
 -7.43 -24.27 -15.44 -24.56
2001
 -2.88 -30.79 -7.96 -20.58
2000
 -27.56 -31.63 2.67 -9.24
1999
 61.57 -4.87 7.63 -9.14
1998
 -18.12 -40.98 22.82 -16.52
1997
 -16.82 -27.85 30.20 -5.47
1996
 15.83 -6.73 14.96 -5.24
1995
 0.56 -11.22 36.61 -0.39
1994
 -20.17 -25.83 0.13 -7.03
1993
 100.42 -5.91 11.82 -2.26
1992
 -10.90 -23.01 6.42 -2.83
1991
 111.70 -7.61 28.86 -4.68
1990
 -1.92 -34.47 -2.01 -14.10
1989
 98.20 -6.54 35.71 -2.13
1988
 36.81 -6.67 15.74 -3.84
1987
 -46.69 -55.33 3.77 -30.08
1986
 11.58 -9.07 17.36 -8.39
1985
 27.58 -4.87 32.55 -3.71
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Mastering ETF Investing
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with Lazy Portfolios and Passive Investing
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English book
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