Mebane Faber Ivy Portfolio vs Ray Dalio All Weather Portfolio Portfolio Comparison

Simulation Settings

Period: January 1970 - March 2026 (~56 years)
Consolidated Returns as of 31 March 2026

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

(Change Settings)

The minimum date range must be at least 12 months. 'Date To' cannot be beyond March 2026.

Date From:

Date To:

Rebalancing:

Inflation:

Cashflows Reset

Initial Amount:

Contribution Amount:

Contribution Frequency:

Reset settings

Results

30 Years
(1996/04 - 2026/03)

All Data
(1970/01 - 2026/03)

Inflation Adjusted:

Mebane Faber Ivy Portfolio

1.00$
Invested Capital
April 1996
8.09$
Final Capital
March 2026
7.22%
Yearly Return
11.60%
Std Deviation
-47.39%
Max Drawdown
56months
Recovery Period

1.00$
Invested Capital
April 1996
3.84$
Final Capital
March 2026
4.59%
Yearly Return
11.60%
Std Deviation
-46.78%
Max Drawdown
67months
Recovery Period

1.00$
Invested Capital
January 1970
181.40$
Final Capital
March 2026
9.69%
Yearly Return
10.57%
Std Deviation
-47.39%
Max Drawdown
56months
Recovery Period

1.00$
Invested Capital
January 1970
20.88$
Final Capital
March 2026
5.55%
Yearly Return
10.57%
Std Deviation
-46.78%
Max Drawdown
67months
Recovery Period

Ray Dalio All Weather Portfolio

1.00$
Invested Capital
April 1996
8.34$
Final Capital
March 2026
7.33%
Yearly Return
7.49%
Std Deviation
-20.58%
Max Drawdown
42months
Recovery Period

1.00$
Invested Capital
April 1996
3.96$
Final Capital
March 2026
4.69%
Yearly Return
7.49%
Std Deviation
-27.85%
Max Drawdown
55months*
Recovery Period
* in progress

1.00$
Invested Capital
January 1970
139.58$
Final Capital
March 2026
9.18%
Yearly Return
7.94%
Std Deviation
-20.58%
Max Drawdown
42months
Recovery Period

1.00$
Invested Capital
January 1970
16.07$
Final Capital
March 2026
5.06%
Yearly Return
7.94%
Std Deviation
-27.85%
Max Drawdown
55months*
Recovery Period
* in progress

As of March 2026, in the previous 30 Years, the Mebane Faber Ivy Portfolio obtained a 7.22% compound annual return, with a 11.60% standard deviation. It suffered a maximum drawdown of -47.39% that required 56 months to be recovered.

As of March 2026, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.33% compound annual return, with a 7.49% standard deviation. It suffered a maximum drawdown of -20.58% that required 42 months to be recovered.

Mastering ETF Investing

A practical guide to build wealth with Lazy Portfolios and passive investing

Set your goal Evaluate with top metrics

Buy now 🇺🇸 English book

Buy now 🇮🇹 Italian book

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.

Resources & Extras

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Mebane Faber Ivy Portfolio

Weight (%)	Ticker	Name
20.00	VTI	Vanguard Total Stock Market
20.00	VEU	Vanguard FTSE All-World ex-US
20.00	VNQ	Vanguard Real Estate
20.00	BND	Vanguard Total Bond Market
20.00	GSG	iShares S&P GSCI Commodity Indexed Trust

Ray Dalio All Weather Portfolio

Weight (%)	Ticker	Name
30.00	VTI	Vanguard Total Stock Market
40.00	TLT	iShares 20+ Year Treasury Bond
15.00	IEI	iShares 3-7 Year Treasury Bond
7.50	DBC	Invesco DB Commodity Tracking
7.50	GLD	SPDR Gold Trust

Test Your Asset Allocation

Evaluate your portfolio strategy in 7 different currencies

Try the Backtest Tool

Portfolio Returns as of Mar 31, 2026

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1996/04 - 2026/03)

All Data
(1970/01 - 2026/03)

Inflation Adjusted:

Swipe left to see all data

	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Ivy Portfolio Mebane Faber	1 $	8.09 $	708.75%	7.22%
All Weather Portfolio Ray Dalio	1 $	8.34 $	733.77%	7.33%
	Apr 1996	Mar 2026

Loading data
Please wait

Swipe left to see all data

	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Ivy Portfolio Mebane Faber	1 $	3.84 $	283.95%	4.59%
All Weather Portfolio Ray Dalio	1 $	3.96 $	295.83%	4.69%
	Apr 1996	Mar 2026

Loading data
Please wait

Swipe left to see all data

	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Ivy Portfolio Mebane Faber	1 $	181.40 $	18 039.67%	9.69%
All Weather Portfolio Ray Dalio	1 $	139.58 $	13 858.06%	9.18%
	Jan 1970	Mar 2026

Loading data
Please wait

Swipe left to see all data

	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Ivy Portfolio Mebane Faber	1 $	20.88 $	1 987.86%	5.55%
All Weather Portfolio Ray Dalio	1 $	16.07 $	1 506.56%	5.06%
	Jan 1970	Mar 2026

Loading data
Please wait

Swipe left to see all data

		Return (%) as of Mar 31, 2026
		YTD (3M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~56Y)
	Ivy Portfolio Mebane Faber	7.89	0.87	9.41	19.39	8.85	8.21	7.22	9.69
	All Weather Portfolio Ray Dalio	1.71	-3.08	3.58	12.10	4.34	5.93	7.33	9.18
Returns over 1 year are annualized.

Explore All Lazy Portfolios

Tailored Portfolios for every Investment Strategy

USD

CAD

EUR

Readings that may interest you

Portfolio Metrics as of Mar 31, 2026

The following metrics, updated as of 31 March 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 April 2025 - 31 March 2026 (1 year)

Period: 1 April 2021 - 31 March 2026 (5 years)

Period: 1 April 2016 - 31 March 2026 (10 years)

Period: 1 April 1996 - 31 March 2026 (30 years)

Period: 1 January 1970 - 31 March 2026 (~56 years)

1 Year

5 Years

10 Years

30 Years

All (1970/01 - 2026/03)

Swipe left to see all data

	Ivy Portfolio	All Weather Portfolio
Author	Mebane Faber	Ray Dalio
ASSET ALLOCATION
Stocks	60%	30%
Fixed Income	20%	55%
Commodities	20%	15%
PERFORMANCES
Annualized Return (%)	19.39	12.10
Infl. Adjusted (%)	16.53	9.41
DRAWDOWN
Deepest Drawdown Depth (%)	-1.79	-3.08
Start to Recovery (months)	2	1*
Longest Drawdown Depth (%)	-1.79	-0.74
Start to Recovery (months)	2	3
Longest Negative Period (months)	1	2
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	5.29	6.32
Sharpe Ratio	2.91	1.28
Sortino Ratio	3.95	1.68
Ulcer Index	0.50	0.91
Ratio: Return / Standard Deviation	3.66	1.91
Ratio: Return / Deepest Drawdown	10.84	3.93
Metrics calculated over the period 1 April 2025 - 31 March 2026

Swipe left to see all data

	Ivy Portfolio	All Weather Portfolio
Author	Mebane Faber	Ray Dalio
ASSET ALLOCATION
Stocks	60%	30%
Fixed Income	20%	55%
Commodities	20%	15%
PERFORMANCES
Annualized Return (%)	8.85	4.34
Infl. Adjusted (%)	4.32	0.00
DRAWDOWN
Deepest Drawdown Depth (%)	-16.46	-20.58
Start to Recovery (months)	24	42
Longest Drawdown Depth (%)	-16.46	-20.58
Start to Recovery (months)	24	42
Longest Negative Period (months)	30	45
RISK INDICATORS
Standard Deviation (%)	10.69	10.23
Sharpe Ratio	0.52	0.10
Sortino Ratio	0.67	0.14
Ulcer Index	5.28	9.52
Ratio: Return / Standard Deviation	0.83	0.42
Ratio: Return / Deepest Drawdown	0.54	0.21
Metrics calculated over the period 1 April 2021 - 31 March 2026

Swipe left to see all data

	Ivy Portfolio	All Weather Portfolio
Author	Mebane Faber	Ray Dalio
ASSET ALLOCATION
Stocks	60%	30%
Fixed Income	20%	55%
Commodities	20%	15%
PERFORMANCES
Annualized Return (%)	8.21	5.93
Infl. Adjusted (%)	4.81	2.60
DRAWDOWN
Deepest Drawdown Depth (%)	-21.77	-20.58
Start to Recovery (months)	12	42
Longest Drawdown Depth (%)	-16.46	-20.58
Start to Recovery (months)	24	42
Longest Negative Period (months)	45	46
RISK INDICATORS
Standard Deviation (%)	11.21	8.53
Sharpe Ratio	0.54	0.45
Sortino Ratio	0.68	0.61
Ulcer Index	5.31	6.92
Ratio: Return / Standard Deviation	0.73	0.69
Ratio: Return / Deepest Drawdown	0.38	0.29
Metrics calculated over the period 1 April 2016 - 31 March 2026

Swipe left to see all data

	Ivy Portfolio	All Weather Portfolio
Author	Mebane Faber	Ray Dalio
ASSET ALLOCATION
Stocks	60%	30%
Fixed Income	20%	55%
Commodities	20%	15%
PERFORMANCES
Annualized Return (%)	7.22	7.33
Infl. Adjusted (%)	4.59	4.69
DRAWDOWN
Deepest Drawdown Depth (%)	-47.39	-20.58
Start to Recovery (months)	56	42
Longest Drawdown Depth (%)	-47.39	-20.58
Start to Recovery (months)	56	42
Longest Negative Period (months)	93	46
RISK INDICATORS
Standard Deviation (%)	11.60	7.49
Sharpe Ratio	0.43	0.68
Sortino Ratio	0.54	0.91
Ulcer Index	9.24	4.46
Ratio: Return / Standard Deviation	0.62	0.98
Ratio: Return / Deepest Drawdown	0.15	0.36
Metrics calculated over the period 1 April 1996 - 31 March 2026

Swipe left to see all data

	Ivy Portfolio	All Weather Portfolio
Author	Mebane Faber	Ray Dalio
ASSET ALLOCATION
Stocks	60%	30%
Fixed Income	20%	55%
Commodities	20%	15%
PERFORMANCES
Annualized Return (%)	9.69	9.18
Infl. Adjusted (%)	5.55	5.06
DRAWDOWN
Deepest Drawdown Depth (%)	-47.39	-20.58
Start to Recovery (months)	56	42
Longest Drawdown Depth (%)	-47.39	-20.58
Start to Recovery (months)	56	42
Longest Negative Period (months)	93	46
RISK INDICATORS
Standard Deviation (%)	10.57	7.94
Sharpe Ratio	0.50	0.60
Sortino Ratio	0.65	0.84
Ulcer Index	7.10	3.77
Ratio: Return / Standard Deviation	0.92	1.16
Ratio: Return / Deepest Drawdown	0.20	0.45
Metrics calculated over the period 1 January 1970 - 31 March 2026

Mastering ETF Investing

A practical guide to build wealth with Lazy Portfolios and passive investing

Set your goal Evaluate with top metrics

Buy now 🇺🇸 English book

Buy now 🇮🇹 Italian book

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 April 1996 - 31 March 2026 (30 years)

Period: 1 January 1970 - 31 March 2026 (~56 years)

30 Years
(1996/04 - 2026/03)

Chart Table

Loading data
Please wait

Swipe left to see all data

Ivy Portfolio			All Weather Portfolio
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-47.39	56	Jun 2008 Jan 2013
-21.77	12	Jan 2020 Dec 2020
			-20.58	42	Jan 2022 Jun 2025
-16.46	24	Apr 2022 Mar 2024
-15.89	37	Jul 2014 Jul 2017
-13.25	13	Apr 1998 Apr 1999
			-11.57	9	Jan 2009 Sep 2009
-11.43	28	Feb 2001 May 2003
			-11.38	6	Jul 2008 Dec 2008
-11.00	7	Oct 2018 Apr 2019
			-6.66	17	Feb 2015 Jun 2016
			-6.42	13	Aug 2016 Aug 2017
-6.08	6	Nov 2007 Apr 2008
-5.89	6	Apr 2004 Sep 2004
			-5.29	9	May 2013 Jan 2014

Loading data
Please wait

Swipe left to see all data

Ivy Portfolio			All Weather Portfolio
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-47.39	56	Jun 2008 Jan 2013
-21.77	12	Jan 2020 Dec 2020
			-20.58	42	Jan 2022 Jun 2025
-16.46	24	Apr 2022 Mar 2024
-15.89	37	Jul 2014 Jul 2017
-13.25	13	Apr 1998 Apr 1999
-12.61	13	Mar 1974 Mar 1975
			-12.31	21	Dec 1980 Aug 1982
			-11.57	9	Jan 2009 Sep 2009
-11.43	28	Feb 2001 May 2003
-11.40	10	Sep 1987 Jun 1988
			-11.38	6	Jul 2008 Dec 2008
-11.16	8	Apr 1970 Nov 1970
			-11.04	11	Mar 1974 Jan 1975
-11.00	7	Oct 2018 Apr 2019

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 1970 - 31 March 2026 (~56 years)

Rolling Period:

Ivy Portfolio
All Weather Portfolio

Head To Head (Ptf 1 vs Ptf 2):

US Inflation Adjusted:

Loading data
Please wait

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

	Ivy Portfolio		All Weather Portfolio
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2026	7.89	0.00	1.71	-3.08
2025	13.14	-2.84	13.26	-1.94
2024	8.82	-3.17	6.36	-3.73
2023	10.72	-7.72	9.95	-9.25
2022	-10.08	-16.46	-18.39	-20.58
2021	22.27	-4.02	8.27	-3.74
2020	2.25	-21.77	15.88	-3.68
2019	21.16	-3.82	17.93	-0.83
2018	-7.88	-11.00	-3.02	-4.71
2017	12.20	-0.65	11.55	-0.49
2016	7.80	-4.52	6.50	-6.42
2015	-7.10	-9.47	-3.23	-6.66
2014	2.25	-5.17	12.89	-2.52
2013	9.20	-3.80	1.71	-5.29
2012	11.11	-6.84	7.02	-1.33
2011	0.04	-15.74	15.64	-2.00
2010	14.19	-9.36	12.88	-0.69
2009	22.28	-18.34	2.71	-11.57
2008	-31.26	-38.00	2.38	-11.38
2007	8.59	-3.39	11.88	-1.20
2006	15.77	-2.05	6.93	-1.71
2005	11.34	-3.60	8.55	-2.99
2004	17.00	-5.89	9.41	-4.76
2003	28.11	-2.13	13.96	-4.74
2002	3.82	-5.15	7.77	-1.56
2001	-8.45	-11.43	-2.77	-4.61
2000	12.26	-2.94	10.15	-2.26
1999	17.97	-2.78	6.28	-3.79
1998	-0.93	-13.25	11.05	-4.83
1997	8.87	-3.23	13.54	-2.89
1996	19.40	-2.64	8.27	-2.11
1995	18.09	-1.03	27.44	0.00
1994	0.77	-6.49	-3.28	-6.83
1993	11.51	-5.04	12.02	-1.98
1992	4.09	-3.09	6.76	-2.23
1991	17.33	-3.31	17.98	-1.86
1990	-1.70	-7.21	3.85	-5.51
1989	20.35	-1.48	20.45	-1.14
1988	18.35	-1.99	10.59	-1.93
1987	10.95	-11.40	3.47	-8.78
1986	22.86	-3.01	20.56	-3.75
1985	26.65	-0.47	28.68	-2.13
1984	8.40	-3.66	8.03	-6.61
1983	19.70	-1.57	7.06	-3.16
1982	16.68	-4.00	31.65	-3.13
1981	-3.14	-8.21	-3.74	-11.76
1980	18.97	-10.97	10.35	-10.89
1979	21.71	-6.97	19.26	-6.57
1978	16.56	-5.04	7.24	-3.43
1977	9.30	-1.92	2.14	-2.83
1976	15.62	-2.43	15.78	-1.12
1975	15.63	-5.46	12.93	-5.16
1974	-4.73	-12.61	1.78	-11.04
1973	6.86	-6.06	6.67	-2.66
1972	21.95	-0.17	14.50	0.00
1971	16.81	-4.23	14.60	-3.81
1970	5.11	-11.16	10.73	-7.59

Mastering ETF Investing

A practical guide to build wealth with Lazy Portfolios and passive investing

Set your goal Evaluate with top metrics

Buy now 🇺🇸 English book

Buy now 🇮🇹 Italian book

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Mar 31, 2026

Portfolio Metrics as of Mar 31, 2026

Drawdowns

Rolling Returns

Yearly Returns