Ray Dalio All Weather Portfolio vs Tyler Golden Butterfly Portfolio Portfolio Comparison

Simulation Settings
Period: January 1927 - April 2025 (~98 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1927)
Inflation Adjusted:
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
May 1995
8.66$
Final Capital
April 2025
7.46%
Yearly Return
7.48%
Std Deviation
-20.58%
Max Drawdown
40months*
Recovery Period
* in progress
1.00$
Initial Capital
May 1995
4.11$
Final Capital
April 2025
4.82%
Yearly Return
7.48%
Std Deviation
-27.85%
Max Drawdown
44months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1927
932.76$
Final Capital
April 2025
7.20%
Yearly Return
7.53%
Std Deviation
-37.02%
Max Drawdown
68months
Recovery Period
1.00$
Initial Capital
January 1927
51.66$
Final Capital
April 2025
4.09%
Yearly Return
7.53%
Std Deviation
-27.85%
Max Drawdown
44months*
Recovery Period
* in progress
Tyler Golden Butterfly Portfolio
1.00$
Initial Capital
May 1995
9.62$
Final Capital
April 2025
7.84%
Yearly Return
7.82%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
May 1995
4.57$
Final Capital
April 2025
5.19%
Yearly Return
7.82%
Std Deviation
-23.47%
Max Drawdown
47months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1927
2.8K$
Final Capital
April 2025
8.40%
Yearly Return
8.81%
Std Deviation
-48.31%
Max Drawdown
70months
Recovery Period
1.00$
Initial Capital
January 1927
153.98$
Final Capital
April 2025
5.26%
Yearly Return
8.81%
Std Deviation
-34.73%
Max Drawdown
44months
Recovery Period

As of April 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.46% compound annual return, with a 7.48% standard deviation. It suffered a maximum drawdown of -20.58% which has been ongoing for 40 months and is still in progress.

As of April 2025, in the previous 30 Years, the Tyler Golden Butterfly Portfolio obtained a 7.84% compound annual return, with a 7.82% standard deviation. It suffered a maximum drawdown of -17.79% that required 30 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 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
Tyler Golden Butterfly Portfolio
Weight
(%)		 Ticker Name
20.00
IJS
iShares S&P Small-Cap 600 Value
20.00
VTI
Vanguard Total Stock Market
20.00
SHY
iShares 1-3 Year Treasury Bond
20.00
TLT
iShares 20+ Year Treasury Bond
20.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Apr 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
Period: 1 January 1927 - 30 April 2025 (~98 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~98Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		2.00 -0.74 1.04 10.15 2.92 4.73 7.46 7.20
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tyler.webp Golden Butterfly
Tyler 		2.13 -0.02 1.71 13.22 6.52 6.19 7.84 8.40
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Ray Dalio All Weather Portfolio: an investment of 1$, since May 1995, now would be worth 8.66$, with a total return of 765.76% (7.46% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since May 1995, now would be worth 9.62$, with a total return of 861.57% (7.84% annualized).


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Ray Dalio All Weather Portfolio: an investment of 1$, since January 1927, now would be worth 932.76$, with a total return of 93176.31% (7.20% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1927, now would be worth 2780.00$, with a total return of 277899.65% (8.40% 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 1927 - 30 April 2025 (~98 years)
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All Weather Portfolio Golden Butterfly
Author Ray Dalio Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 40%
Commodities 15% 20%
PERFORMANCES
Annualized Return (%) 10.15 13.22
Infl. Adjusted Return (%) 7.92 10.92
DRAWDOWN
Deepest Drawdown Depth (%) -3.45 -3.42
Start to Recovery (months) 3 5*
Longest Drawdown Depth (%) -3.45 -3.42
Start to Recovery (months) 3 5*
Longest Negative Period (months) 7* 5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.04 7.17
Sharpe Ratio 0.76 1.17
Sortino Ratio 0.92 1.60
Ulcer Index 1.36 1.16
Ratio: Return / Standard Deviation 1.44 1.84
Ratio: Return / Deepest Drawdown 2.94 3.86
Metrics calculated over the period 1 May 2024 - 30 April 2025
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All Weather Portfolio Golden Butterfly
Author Ray Dalio Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 40%
Commodities 15% 20%
PERFORMANCES
Annualized Return (%) 2.92 6.52
Infl. Adjusted Return (%) -1.54 1.90
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -17.79
Start to Recovery (months) 40* 30
Longest Drawdown Depth (%) -20.58 -17.79
Start to Recovery (months) 40* 30
Longest Negative Period (months) 45 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.35 9.94
Sharpe Ratio 0.04 0.40
Sortino Ratio 0.05 0.56
Ulcer Index 9.54 6.42
Ratio: Return / Standard Deviation 0.28 0.66
Ratio: Return / Deepest Drawdown 0.14 0.37
Metrics calculated over the period 1 May 2020 - 30 April 2025
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All Weather Portfolio Golden Butterfly
Author Ray Dalio Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 40%
Commodities 15% 20%
PERFORMANCES
Annualized Return (%) 4.73 6.19
Infl. Adjusted Return (%) 1.61 3.03
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -17.79
Start to Recovery (months) 40* 30
Longest Drawdown Depth (%) -20.58 -17.79
Start to Recovery (months) 40* 30
Longest Negative Period (months) 46 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.46 8.57
Sharpe Ratio 0.35 0.52
Sortino Ratio 0.48 0.72
Ulcer Index 6.96 4.82
Ratio: Return / Standard Deviation 0.56 0.72
Ratio: Return / Deepest Drawdown 0.23 0.35
Metrics calculated over the period 1 May 2015 - 30 April 2025
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All Weather Portfolio Golden Butterfly
Author Ray Dalio Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 40%
Commodities 15% 20%
PERFORMANCES
Annualized Return (%) 7.46 7.84
Infl. Adjusted Return (%) 4.82 5.19
DRAWDOWN
Deepest Drawdown Depth (%) -20.58 -17.79
Start to Recovery (months) 40* 30
Longest Drawdown Depth (%) -20.58 -17.79
Start to Recovery (months) 40* 30
Longest Negative Period (months) 46 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.48 7.82
Sharpe Ratio 0.69 0.71
Sortino Ratio 0.93 0.95
Ulcer Index 4.45 3.58
Ratio: Return / Standard Deviation 1.00 1.00
Ratio: Return / Deepest Drawdown 0.36 0.44
Metrics calculated over the period 1 May 1995 - 30 April 2025
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All Weather Portfolio Golden Butterfly
Author Ray Dalio Tyler
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 55% 40%
Commodities 15% 20%
PERFORMANCES
Annualized Return (%) 7.20 8.40
Infl. Adjusted Return (%) 4.09 5.26
DRAWDOWN
Deepest Drawdown Depth (%) -37.02 -48.31
Start to Recovery (months) 68 70
Longest Drawdown Depth (%) -37.02 -23.45
Start to Recovery (months) 68 71
Longest Negative Period (months) 71 74
RISK INDICATORS
Standard Deviation (%) 7.53 8.81
Sharpe Ratio 0.51 0.57
Sortino Ratio 0.72 0.80
Ulcer Index 5.37 6.90
Ratio: Return / Standard Deviation 0.96 0.95
Ratio: Return / Deepest Drawdown 0.19 0.17
Metrics calculated over the period 1 January 1927 - 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 1927 - 30 April 2025 (~98 years)

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All Weather Portfolio Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-20.58 40* Jan 2022
In progress
-17.79 30 Jan 2022
Jun 2024
-14.81 19 Mar 2008
Sep 2009
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-9.44 8 May 1998
Dec 1998
-7.16 5 Feb 2020
Jun 2020
-6.86 12 Jun 2002
May 2003
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-6.37 8 Sep 2018
Apr 2019
-6.25 14 Feb 2015
Mar 2016
-5.29 9 May 2013
Jan 2014
-4.99 11 Feb 2001
Dec 2001
-4.83 4 Jul 1998
Oct 1998

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All Weather Portfolio Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-48.31 70 Sep 1929
Jun 1935
-37.02 68 Sep 1929
Apr 1935
-23.45 71 Mar 1937
Jan 1943
-20.58 40* Jan 2022
In progress
-17.79 30 Jan 2022
Jun 2024
-17.43 37 Mar 1937
Mar 1940
-17.05 22 May 1969
Feb 1971
-14.87 10 Apr 1974
Jan 1975
-14.81 19 Mar 2008
Sep 2009
-13.73 5 Feb 1980
Jun 1980
-12.98 25 Dec 1968
Dec 1970
-12.31 21 Dec 1980
Aug 1982
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-11.04 11 Mar 1974
Jan 1975

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 1927 - 30 April 2025 (~98 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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All Weather Portfolio Golden Butterfly
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 2.00 -1.94 2.13 -0.53
2024
 6.36 -3.73 10.73 -3.42
2023
 9.95 -9.25 11.98 -8.08
2022
 -18.39 -20.58 -13.35 -17.79
2021
 8.27 -3.74 9.35 -2.45
2020
 15.88 -3.68 13.93 -7.16
2019
 17.93 -0.83 18.03 -1.83
2018
 -3.02 -4.71 -4.03 -6.37
2017
 11.55 -0.49 10.96 -0.32
2016
 6.50 -6.42 10.82 -3.36
2015
 -3.23 -6.66 -3.71 -6.25
2014
 12.89 -2.52 9.13 -3.27
2013
 1.71 -5.29 6.26 -3.84
2012
 7.02 -1.33 8.84 -2.43
2011
 15.64 -2.00 8.86 -3.00
2010
 12.88 -0.69 16.54 -2.77
2009
 2.71 -11.57 10.77 -10.16
2008
 2.38 -11.38 -4.18 -13.53
2007
 11.88 -1.20 9.58 -2.06
2006
 6.93 -1.71 12.44 -2.71
2005
 8.55 -2.99 8.04 -1.76
2004
 9.41 -4.76 9.88 -4.36
2003
 13.96 -4.74 18.85 -2.72
2002
 7.77 -1.56 3.15 -6.86
2001
 -2.77 -4.61 2.71 -4.99
2000
 10.15 -2.26 6.88 -3.64
1999
 6.28 -3.79 4.24 -3.38
1998
 11.05 -4.83 8.03 -9.44
1997
 13.54 -2.89 13.09 -2.50
1996
 8.27 -2.11 8.18 -2.60
1995
 27.44 0.00 21.86 -0.40
1994
 -3.28 -6.83 -1.98 -4.64
1993
 12.02 -1.98 14.50 -1.37
1992
 6.76 -2.23 9.15 -1.58
1991
 17.98 -1.86 19.14 -1.63
1990
 3.85 -5.51 -2.51 -7.94
1989
 20.45 -1.14 14.78 -0.89
1988
 10.59 -1.93 9.18 -1.64
1987
 3.47 -8.78 5.10 -10.93
1986
 20.56 -3.75 17.75 -2.42
1985
 28.68 -2.13 25.09 -1.93
1984
 8.03 -6.61 3.75 -4.68
1983
 7.06 -3.16 11.13 -2.46
1982
 31.65 -3.13 28.31 -5.34
1981
 -3.74 -11.76 -1.23 -8.50
1980
 10.35 -10.89 15.59 -13.73
1979
 19.26 -6.57 38.92 -6.53
1978
 7.24 -3.43 13.30 -7.41
1977
 2.14 -2.83 7.87 -1.53
1976
 15.78 -1.12 20.55 -2.29
1975
 12.93 -5.16 16.99 -8.68
1974
 1.78 -11.04 5.51 -14.87
1973
 6.67 -2.66 7.22 -5.95
1972
 14.50 0.00 17.32 -1.70
1971
 14.60 -3.81 14.13 -3.04
1970
 10.73 -7.59 8.32 -8.47
1969
 -7.07 -8.33 -9.95 -11.26
1968
 5.61 -2.31 14.16 -1.16
1967
 4.93 -2.43 15.73 -1.53
1966
 -0.21 -6.05 -1.43 -6.81
1965
 4.08 -1.14 9.98 -1.26
1964
 7.34 -0.33 9.63 -0.39
1963
 6.73 -1.03 9.52 -1.19
1962
 0.34 -6.12 -2.25 -8.47
1961
 7.57 -1.53 11.32 -1.53
1960
 8.59 -1.47 4.68 -2.33
1959
 1.91 -2.83 5.78 -2.67
1958
 9.85 -0.95 21.04 -0.09
1957
 1.56 -3.70 -1.90 -5.44
1956
 0.45 -3.72 2.40 -3.74
1955
 6.44 -0.66 9.05 -1.20
1954
 17.99 -1.18 24.09 -1.32
1953
 0.83 -4.42 -1.25 -5.95
1952
 4.21 -1.76 5.01 -1.97
1951
 4.78 -2.55 5.62 -3.17
1950
 9.14 -1.91 15.80 -2.07
1949
 8.58 -0.97 8.87 -1.60
1948
 1.89 -3.09 0.60 -4.83
1947
 1.53 -1.94 3.73 -2.27
1946
 -0.92 -7.07 -2.14 -9.34
1945
 15.78 -0.88 23.40 -1.03
1944
 7.97 -0.39 13.20 -0.29
1943
 9.97 -2.77 18.24 -2.65
1942
 6.45 -3.58 8.95 -4.55
1941
 -1.20 -4.99 -1.87 -5.56
1940
 1.87 -7.70 -0.80 -9.89
1939
 2.79 -3.74 -0.30 -6.03
1938
 10.37 -7.91 14.14 -10.34
1937
 -10.07 -12.18 -15.74 -17.75
1936
 14.42 -2.08 19.77 -2.63
1935
 16.55 -1.39 19.44 -3.22
1934
 8.27 -3.11 5.81 -5.68
1933
 23.55 -7.04 45.52 -6.98
1932
 5.54 -10.85 2.29 -16.27
1931
 -17.79 -21.07 -20.79 -25.80
1930
 -5.90 -10.68 -10.68 -16.78
1929
 -1.20 -10.34 -3.62 -14.87
1928
 11.11 -1.64 13.65 -2.02
1927
 14.04 -1.26 16.03 -1.81
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