The Lazy Team High Yield Bonds Income Portfolio vs US Stocks Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
The Lazy Team High Yield Bonds Income Portfolio
1.00$
Invested Capital
July 1995
6.83$
Final Capital
June 2025
6.61%
Yearly Return
8.81%
Std Deviation
-23.97%
Max Drawdown
21months
Recovery Period
1.00$
Invested Capital
July 1995
3.25$
Final Capital
June 2025
4.00%
Yearly Return
8.81%
Std Deviation
-29.88%
Max Drawdown
54months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
20.48$
Final Capital
June 2025
7.74%
Yearly Return
8.14%
Std Deviation
-23.97%
Max Drawdown
21months
Recovery Period
1.00$
Invested Capital
January 1985
6.74$
Final Capital
June 2025
4.82%
Yearly Return
8.14%
Std Deviation
-29.88%
Max Drawdown
54months*
Recovery Period
* in progress
US Stocks Portfolio
1.00$
Invested Capital
July 1995
19.25$
Final Capital
June 2025
10.36%
Yearly Return
15.66%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Invested Capital
July 1995
9.15$
Final Capital
June 2025
7.66%
Yearly Return
15.66%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1985
79.76$
Final Capital
June 2025
11.42%
Yearly Return
15.42%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Invested Capital
January 1985
26.24$
Final Capital
June 2025
8.40%
Yearly Return
15.42%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period

As of June 2025, in the previous 30 Years, the The Lazy Team High Yield Bonds Income Portfolio obtained a 6.61% compound annual return, with a 8.81% standard deviation. It suffered a maximum drawdown of -23.97% that required 21 months to be recovered.

As of June 2025, in the previous 30 Years, the US Stocks Portfolio obtained a 10.36% compound annual return, with a 15.66% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 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.

The Lazy Team High Yield Bonds Income Portfolio
Weight
(%)		 Ticker Name
25.00
EMB
iShares JP Morgan USD Em Mkts Bd
25.00
JNK
SPDR Barclays High Yield Bond ETF
25.00
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
25.00
HYG
iShares iBoxx $ High Yield Corporate Bond
US Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
VTI
Vanguard Total Stock Market
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Portfolio Returns as of Jun 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
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team High Yield Bonds Income
The Lazy Team 		1 $ 6.83 $ 583.14% 6.61%
US Stocks
 1 $ 19.25 $ 1 824.60% 10.36%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team High Yield Bonds Income
The Lazy Team 		1 $ 3.25 $ 224.67% 4.00%
US Stocks
 1 $ 9.15 $ 814.70% 7.66%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team High Yield Bonds Income
The Lazy Team 		1 $ 20.48 $ 1 947.80% 7.74%
US Stocks
 1 $ 79.76 $ 7 875.70% 11.42%
Jan 1985 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
The Lazy Team High Yield Bonds Income
The Lazy Team 		1 $ 6.74 $ 573.74% 4.82%
US Stocks
 1 $ 26.24 $ 2 524.05% 8.40%
Jan 1985 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp High Yield Bonds Income
The Lazy Team 		4.99 2.39 4.99 9.33 2.25 3.71 6.61 7.74
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark 		5.56 5.16 5.56 15.08 15.87 12.90 10.36 11.42
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

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

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/06)
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High Yield Bonds Income US Stocks
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 100% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.33 15.08
Infl. Adjusted (%) 6.73 12.35
DRAWDOWN
Deepest Drawdown Depth (%) -2.38 -8.40
Start to Recovery (months) 5 7
Longest Drawdown Depth (%) -2.38 -8.40
Start to Recovery (months) 5 7
Longest Negative Period (months) 7 8
RISK INDICATORS
Standard Deviation (%) 5.85 12.72
Sharpe Ratio 0.80 0.82
Sortino Ratio 0.99 1.12
Ulcer Index 1.14 3.41
Ratio: Return / Standard Deviation 1.59 1.19
Ratio: Return / Deepest Drawdown 3.92 1.79
Metrics calculated over the period 1 July 2024 - 30 June 2025
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High Yield Bonds Income US Stocks
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 100% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.25 15.87
Infl. Adjusted (%) -2.17 10.86
DRAWDOWN
Deepest Drawdown Depth (%) -21.84 -24.81
Start to Recovery (months) 46 24
Longest Drawdown Depth (%) -21.84 -24.81
Start to Recovery (months) 46 24
Longest Negative Period (months) 52 30
RISK INDICATORS
Standard Deviation (%) 9.71 16.49
Sharpe Ratio -0.04 0.80
Sortino Ratio -0.06 1.08
Ulcer Index 9.63 8.64
Ratio: Return / Standard Deviation 0.23 0.96
Ratio: Return / Deepest Drawdown 0.10 0.64
Metrics calculated over the period 1 July 2020 - 30 June 2025
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High Yield Bonds Income US Stocks
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 100% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 3.71 12.90
Infl. Adjusted (%) 0.65 9.57
DRAWDOWN
Deepest Drawdown Depth (%) -21.84 -24.81
Start to Recovery (months) 46 24
Longest Drawdown Depth (%) -21.84 -24.81
Start to Recovery (months) 46 24
Longest Negative Period (months) 65 30
RISK INDICATORS
Standard Deviation (%) 8.84 15.89
Sharpe Ratio 0.21 0.70
Sortino Ratio 0.28 0.93
Ulcer Index 7.09 7.03
Ratio: Return / Standard Deviation 0.42 0.81
Ratio: Return / Deepest Drawdown 0.17 0.52
Metrics calculated over the period 1 July 2015 - 30 June 2025
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High Yield Bonds Income US Stocks
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 100% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.61 10.36
Infl. Adjusted (%) 4.00 7.66
DRAWDOWN
Deepest Drawdown Depth (%) -23.97 -50.84
Start to Recovery (months) 21 53
Longest Drawdown Depth (%) -21.84 -43.94
Start to Recovery (months) 46 67
Longest Negative Period (months) 65 139
RISK INDICATORS
Standard Deviation (%) 8.81 15.66
Sharpe Ratio 0.49 0.52
Sortino Ratio 0.66 0.68
Ulcer Index 5.14 14.32
Ratio: Return / Standard Deviation 0.75 0.66
Ratio: Return / Deepest Drawdown 0.28 0.20
Metrics calculated over the period 1 July 1995 - 30 June 2025
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High Yield Bonds Income US Stocks
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 100% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.74 11.42
Infl. Adjusted (%) 4.82 8.40
DRAWDOWN
Deepest Drawdown Depth (%) -23.97 -50.84
Start to Recovery (months) 21 53
Longest Drawdown Depth (%) -21.84 -43.94
Start to Recovery (months) 46 67
Longest Negative Period (months) 65 139
RISK INDICATORS
Standard Deviation (%) 8.14 15.42
Sharpe Ratio 0.56 0.54
Sortino Ratio 0.75 0.70
Ulcer Index 4.64 12.84
Ratio: Return / Standard Deviation 0.95 0.74
Ratio: Return / Deepest Drawdown 0.32 0.22
Metrics calculated over the period 1 January 1985 - 30 June 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 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)

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High Yield Bonds Income US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-50.84 53 Nov 2007
Mar 2012
-43.94 67 Sep 2000
Mar 2006
-24.81 24 Jan 2022
Dec 2023
-23.97 21 Nov 2007
Jul 2009
-21.84 46 Sep 2021
Jun 2025
-20.84 7 Jan 2020
Jul 2020
-17.57 5 Jul 1998
Nov 1998
-14.20 7 Oct 2018
Apr 2019
-11.99 6 Feb 2020
Jul 2020
-8.84 12 Jun 2015
May 2016
-8.48 9 Aug 1998
Apr 1999
-8.44 5 Apr 2000
Aug 2000
-8.40 7 Dec 2024
Jun 2025
-7.79 16 Mar 2015
Jun 2016
-6.82 5 Apr 2012
Aug 2012

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High Yield Bonds Income US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-50.84 53 Nov 2007
Mar 2012
-43.94 67 Sep 2000
Mar 2006
-29.34 21 Sep 1987
May 1989
-24.81 24 Jan 2022
Dec 2023
-23.97 21 Nov 2007
Jul 2009
-21.84 46 Sep 2021
Jun 2025
-20.84 7 Jan 2020
Jul 2020
-17.57 5 Jul 1998
Nov 1998
-16.20 9 Jun 1990
Feb 1991
-14.20 7 Oct 2018
Apr 2019
-11.99 6 Feb 2020
Jul 2020
-8.84 12 Jun 2015
May 2016
-8.48 9 Aug 1998
Apr 1999
-8.44 5 Apr 2000
Aug 2000
-8.40 7 Dec 2024
Jun 2025

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 June 2025 (~41 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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High Yield Bonds Income US Stocks
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 4.99 -1.72 5.56 -8.31
2024
 4.87 -2.49 23.81 -4.34
2023
 11.21 -5.59 26.05 -9.11
2022
 -16.88 -21.38 -19.51 -24.81
2021
 0.88 -3.16 25.67 -4.46
2020
 7.08 -11.99 21.03 -20.84
2019
 16.98 -0.39 30.67 -6.45
2018
 -4.53 -4.53 -5.21 -14.20
2017
 8.78 -0.17 21.21 0.00
2016
 12.01 -3.93 12.83 -5.73
2015
 -3.94 -6.90 0.36 -8.84
2014
 6.28 -2.37 12.54 -3.17
2013
 -0.40 -6.71 33.45 -3.03
2012
 12.61 -1.87 16.45 -6.82
2011
 9.07 -4.40 0.97 -17.58
2010
 11.52 -3.24 17.42 -13.26
2009
 23.52 -10.62 28.89 -17.72
2008
 -10.54 -23.59 -36.98 -38.08
2007
 3.36 -3.84 5.37 -5.23
2006
 7.28 -2.69 15.69 -3.22
2005
 5.61 -2.30 6.31 -4.48
2004
 9.55 -4.56 12.79 -3.56
2003
 18.30 -3.91 30.75 -4.27
2002
 7.38 -6.70 -20.47 -27.18
2001
 10.89 -3.49 -10.97 -23.65
2000
 6.15 -3.14 -10.57 -15.87
1999
 6.34 -3.60 23.81 -6.42
1998
 2.17 -8.48 23.26 -17.57
1997
 13.61 -2.54 30.99 -4.56
1996
 14.28 -2.87 20.96 -6.17
1995
 22.64 -0.20 35.79 -1.17
1994
 -4.27 -7.41 -0.17 -7.43
1993
 18.58 -0.44 10.62 -2.77
1992
 12.00 -2.11 9.11 -2.40
1991
 25.88 0.00 32.39 -4.47
1990
 -0.59 -7.89 -6.08 -16.20
1989
 8.29 -0.68 28.12 -3.05
1988
 11.12 -1.52 17.32 -3.42
1987
 0.07 -7.63 2.61 -29.34
1986
 15.01 -0.64 14.57 -7.92
1985
 21.64 -1.39 31.27 -4.77
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