Ray Dalio US All Weather Portfolio To CAD vs Vanguard Conservative Income Portfolio Portfolio Comparison

Simulation Settings
Period: January 1988 - May 2025 (~37 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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Results
30 Years
All (since January 1988)
Inflation Adjusted:
Ray Dalio US All Weather Portfolio To CAD
1.00$
Initial Capital
June 1995
8.07$
Final Capital
May 2025
7.21%
Yearly Return
8.47%
Std Deviation
-15.39%
Max Drawdown
32months
Recovery Period
1.00$
Initial Capital
June 1995
4.33$
Final Capital
May 2025
5.01%
Yearly Return
8.47%
Std Deviation
-22.21%
Max Drawdown
58months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1988
18.19$
Final Capital
May 2025
8.06%
Yearly Return
8.22%
Std Deviation
-15.39%
Max Drawdown
32months
Recovery Period
1.00$
Initial Capital
January 1988
7.75$
Final Capital
May 2025
5.62%
Yearly Return
8.22%
Std Deviation
-22.21%
Max Drawdown
58months*
Recovery Period
* in progress
Vanguard Conservative Income Portfolio
1.00$
Initial Capital
June 1995
4.81$
Final Capital
May 2025
5.38%
Yearly Return
4.56%
Std Deviation
-13.67%
Max Drawdown
32months
Recovery Period
1.00$
Initial Capital
June 1995
2.58$
Final Capital
May 2025
3.21%
Yearly Return
4.56%
Std Deviation
-22.12%
Max Drawdown
53months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1988
9.78$
Final Capital
May 2025
6.28%
Yearly Return
4.84%
Std Deviation
-13.67%
Max Drawdown
32months
Recovery Period
1.00$
Initial Capital
January 1988
4.17$
Final Capital
May 2025
3.89%
Yearly Return
4.84%
Std Deviation
-22.12%
Max Drawdown
53months*
Recovery Period
* in progress

As of May 2025, in the previous 30 Years, the Ray Dalio US All Weather Portfolio To CAD obtained a 7.21% compound annual return, with a 8.47% standard deviation. It suffered a maximum drawdown of -15.39% that required 32 months to be recovered.

As of May 2025, in the previous 30 Years, the Vanguard Conservative Income Portfolio obtained a 5.38% compound annual return, with a 4.56% standard deviation. It suffered a maximum drawdown of -13.67% that required 32 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.

Ray Dalio US All Weather Portfolio To CAD
Weight
(%)		 Ticker Name
30.00
VUN.TO
Vanguard US Total Market Index
40.00
XTLT.TO
iShares 20+ Year US Treasury Bond Index
15.00
ZTM.NE
BMO Mid-Term US Treasury Bond
7.50
CCOM.TO
CI Auspice Broad Commodity Fund
7.50
ZGLD.TO
BMO Gold Bullion ETF CAD Units
Vanguard Conservative Income Portfolio
Weight
(%)		 Ticker Name
9.00
VUN.TO
Vanguard US Total Market Index
6.00
VCN.TO
Vanguard FTSE Canada All Cap Index
3.60
VIU.TO
Vanguard FTSE Developed All Cap ex North Amer Idx
1.40
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index
48.00
VAB.TO
Vanguard Canadian Aggregate Bond Index
16.00
VBG.NE
Vanguard Global ex-US Aggregate Bond Index CAD-hedged
16.00
VBU.NE
Vanguard US Aggregate Bond Index CAD-hedged
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Portfolio Returns as of May 31, 2025

Returns are calculated in CAD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1988 - 31 May 2025 (~37 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~37Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp US All Weather Portfolio
Ray Dalio 		-1.93 -0.05 -3.60 7.56 2.30 5.57 7.21 8.06
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_vanguard.webp Vanguard Conservative Income
Vanguard 		1.40 0.86 0.16 7.97 2.13 3.06 5.38 6.28
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

Ray Dalio US All Weather Portfolio To CAD: an investment of 1$, since June 1995, now would be worth 8.07$, with a total return of 707.21% (7.21% annualized).

Vanguard Conservative Income Portfolio: an investment of 1$, since June 1995, now would be worth 4.81$, with a total return of 381.40% (5.38% annualized).


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Ray Dalio US All Weather Portfolio To CAD: an investment of 1$, since January 1988, now would be worth 18.19$, with a total return of 1718.66% (8.06% annualized).

Vanguard Conservative Income Portfolio: an investment of 1$, since January 1988, now would be worth 9.78$, with a total return of 878.18% (6.28% annualized).


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Portfolio Metrics as of May 31, 2025

The following metrics, updated as of 31 May 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1988 - 31 May 2025 (~37 years)
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US All Weather Portfolio To CAD Vanguard Conservative Income
Author Ray Dalio Vanguard
ASSET ALLOCATION
Stocks 30% 20%
Fixed Income 55% 80%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 7.56 7.97
Infl. Adjusted Return (%) 6.31 6.71
DRAWDOWN
Deepest Drawdown Depth (%) -6.03 -1.63
Start to Recovery (months) 3* 3*
Longest Drawdown Depth (%) -6.03 -1.63
Start to Recovery (months) 3* 3*
Longest Negative Period (months) 8* 5
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.79 4.39
Sharpe Ratio 0.37 0.74
Sortino Ratio 0.47 1.03
Ulcer Index 2.46 0.70
Ratio: Return / Standard Deviation 0.97 1.82
Ratio: Return / Deepest Drawdown 1.25 4.90
Metrics calculated over the period 1 June 2024 - 31 May 2025
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US All Weather Portfolio To CAD Vanguard Conservative Income
Author Ray Dalio Vanguard
ASSET ALLOCATION
Stocks 30% 20%
Fixed Income 55% 80%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 2.30 2.13
Infl. Adjusted Return (%) -1.37 -1.54
DRAWDOWN
Deepest Drawdown Depth (%) -14.80 -13.67
Start to Recovery (months) 31 32
Longest Drawdown Depth (%) -14.80 -13.67
Start to Recovery (months) 31 32
Longest Negative Period (months) 45 46
RISK INDICATORS
Standard Deviation (%) 8.23 6.48
Sharpe Ratio -0.04 -0.07
Sortino Ratio -0.05 -0.11
Ulcer Index 6.84 6.22
Ratio: Return / Standard Deviation 0.28 0.33
Ratio: Return / Deepest Drawdown 0.16 0.16
Metrics calculated over the period 1 June 2020 - 31 May 2025
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US All Weather Portfolio To CAD Vanguard Conservative Income
Author Ray Dalio Vanguard
ASSET ALLOCATION
Stocks 30% 20%
Fixed Income 55% 80%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 5.57 3.06
Infl. Adjusted Return (%) 2.93 0.49
DRAWDOWN
Deepest Drawdown Depth (%) -14.80 -13.67
Start to Recovery (months) 31 32
Longest Drawdown Depth (%) -14.80 -13.67
Start to Recovery (months) 31 32
Longest Negative Period (months) 45 52
RISK INDICATORS
Standard Deviation (%) 8.08 5.55
Sharpe Ratio 0.47 0.23
Sortino Ratio 0.68 0.32
Ulcer Index 5.08 4.49
Ratio: Return / Standard Deviation 0.69 0.55
Ratio: Return / Deepest Drawdown 0.38 0.22
Metrics calculated over the period 1 June 2015 - 31 May 2025
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US All Weather Portfolio To CAD Vanguard Conservative Income
Author Ray Dalio Vanguard
ASSET ALLOCATION
Stocks 30% 20%
Fixed Income 55% 80%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 7.21 5.38
Infl. Adjusted Return (%) 5.01 3.21
DRAWDOWN
Deepest Drawdown Depth (%) -15.39 -13.67
Start to Recovery (months) 32 32
Longest Drawdown Depth (%) -15.39 -13.67
Start to Recovery (months) 32 32
Longest Negative Period (months) 62 52
RISK INDICATORS
Standard Deviation (%) 8.47 4.56
Sharpe Ratio 0.58 0.68
Sortino Ratio 0.87 0.93
Ulcer Index 4.54 2.80
Ratio: Return / Standard Deviation 0.85 1.18
Ratio: Return / Deepest Drawdown 0.47 0.39
Metrics calculated over the period 1 June 1995 - 31 May 2025
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US All Weather Portfolio To CAD Vanguard Conservative Income
Author Ray Dalio Vanguard
ASSET ALLOCATION
Stocks 30% 20%
Fixed Income 55% 80%
Commodities 15% 0%
PERFORMANCES
Annualized Return (%) 8.06 6.28
Infl. Adjusted Return (%) 5.62 3.89
DRAWDOWN
Deepest Drawdown Depth (%) -15.39 -13.67
Start to Recovery (months) 32 32
Longest Drawdown Depth (%) -15.39 -13.67
Start to Recovery (months) 32 32
Longest Negative Period (months) 62 52
RISK INDICATORS
Standard Deviation (%) 8.22 4.84
Sharpe Ratio 0.63 0.70
Sortino Ratio 0.93 0.96
Ulcer Index 4.12 2.81
Ratio: Return / Standard Deviation 0.98 1.30
Ratio: Return / Deepest Drawdown 0.52 0.46
Metrics calculated over the period 1 January 1988 - 31 May 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 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1988 - 31 May 2025 (~37 years)

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US All Weather Portfolio To CAD Vanguard Conservative Income
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-15.39 32 Jan 2009
Aug 2011
-14.80 31 Jan 2022
Jul 2024
-13.67 32 Jan 2022
Aug 2024
-12.76 18 Mar 2007
Aug 2008
-8.65 13 Aug 2020
Aug 2021
-8.48 14 Jan 2003
Feb 2004
-8.42 18 Jun 2005
Nov 2006
-7.81 14 Mar 2004
Apr 2005
-7.62 14 Jun 2008
Jul 2009
-6.93 11 Feb 2015
Dec 2015
-6.75 12 Jun 2017
May 2018
-6.03 3* Mar 2025
In progress
-5.48 5 Feb 2016
Jun 2016
-5.04 4 Feb 2020
May 2020
-4.98 6 Mar 2002
Aug 2002

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US All Weather Portfolio To CAD Vanguard Conservative Income
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-15.39 32 Jan 2009
Aug 2011
-14.80 31 Jan 2022
Jul 2024
-13.67 32 Jan 2022
Aug 2024
-12.76 18 Mar 2007
Aug 2008
-9.25 16 Feb 1994
May 1995
-8.65 13 Aug 2020
Aug 2021
-8.48 14 Jan 2003
Feb 2004
-8.42 18 Jun 2005
Nov 2006
-7.81 14 Mar 2004
Apr 2005
-7.62 14 Jun 2008
Jul 2009
-6.93 11 Feb 2015
Dec 2015
-6.75 12 Jun 2017
May 2018
-6.03 3* Mar 2025
In progress
-5.48 5 Feb 2016
Jun 2016
-5.04 4 Feb 2020
May 2020

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 1988 - 31 May 2025 (~37 years)


Head To Head (Ptf 1 vs Ptf 2):
Canada 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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US All Weather Portfolio To CAD Vanguard Conservative Income
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -1.93 -6.03 1.40 -1.63
2024
 13.69 -2.39 7.22 -2.05
2023
 8.23 -7.10 8.75 -4.25
2022
 -13.00 -14.80 -12.23 -13.67
2021
 7.08 -5.51 1.91 -2.42
2020
 13.57 -4.40 7.92 -5.04
2019
 12.13 -2.38 9.35 -1.11
2018
 4.54 -4.45 -0.17 -2.46
2017
 4.18 -6.75 4.75 -2.28
2016
 3.00 -5.48 3.50 -1.97
2015
 14.59 -6.93 3.70 -2.80
2014
 23.92 -0.48 9.81 -0.79
2013
 8.93 -1.97 4.37 -2.70
2012
 4.17 -1.16 6.12 0.00
2011
 18.23 -3.02 6.75 -0.61
2010
 6.98 -3.70 7.16 -0.71
2009
 -11.20 -15.39 10.41 -3.16
2008
 24.99 -3.09 -2.81 -7.62
2007
 -4.32 -12.76 2.53 -1.34
2006
 7.19 -6.19 6.32 -1.79
2005
 4.91 -5.38 6.38 -1.57
2004
 1.48 -7.81 6.39 -1.68
2003
 -6.03 -8.48 7.73 -1.53
2002
 6.46 -4.98 3.11 -1.42
2001
 3.27 -2.75 4.62 -1.80
2000
 14.17 -0.74 6.50 -1.33
1999
 0.42 -4.36 4.20 -2.18
1998
 18.89 -0.97 10.77 -3.65
1997
 18.41 -1.60 8.53 -1.66
1996
 8.79 -2.76 10.38 -1.30
1995
 24.02 -1.36 18.08 0.00
1994
 2.59 -4.83 -5.24 -9.25
1993
 16.47 -1.04 20.37 -0.55
1992
 17.45 -1.60 8.49 -1.52
1991
 17.56 -2.12 19.17 -1.43
1990
 3.98 -5.01 3.20 -4.44
1989
 17.10 -0.80 13.72 -0.34
1988
 1.48 -4.18 8.42 -1.77
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