Scott Burns US Couch Potato To CAD Portfolio vs Vanguard Conservative Portfolio Portfolio Comparison

Simulation Settings
Period: January 1988 - April 2025 (~37 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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Results
30 Years
All (since January 1988)
Inflation Adjusted:
Scott Burns US Couch Potato To CAD Portfolio
1.00$
Initial Capital
May 1995
11.10$
Final Capital
April 2025
8.36%
Yearly Return
7.72%
Std Deviation
-15.45%
Max Drawdown
48months
Recovery Period
1.00$
Initial Capital
May 1995
5.95$
Final Capital
April 2025
6.12%
Yearly Return
7.72%
Std Deviation
-21.82%
Max Drawdown
126months
Recovery Period
1.00$
Initial Capital
January 1988
26.22$
Final Capital
April 2025
9.14%
Yearly Return
7.96%
Std Deviation
-15.45%
Max Drawdown
48months
Recovery Period
1.00$
Initial Capital
January 1988
11.17$
Final Capital
April 2025
6.68%
Yearly Return
7.96%
Std Deviation
-21.82%
Max Drawdown
126months
Recovery Period
Vanguard Conservative Portfolio
1.00$
Initial Capital
May 1995
6.41$
Final Capital
April 2025
6.39%
Yearly Return
6.02%
Std Deviation
-15.05%
Max Drawdown
16months
Recovery Period
1.00$
Initial Capital
May 1995
3.43$
Final Capital
April 2025
4.20%
Yearly Return
6.02%
Std Deviation
-19.45%
Max Drawdown
44months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1988
13.08$
Final Capital
April 2025
7.13%
Yearly Return
6.18%
Std Deviation
-15.05%
Max Drawdown
16months
Recovery Period
1.00$
Initial Capital
January 1988
5.57$
Final Capital
April 2025
4.71%
Yearly Return
6.18%
Std Deviation
-19.45%
Max Drawdown
44months*
Recovery Period
* in progress

As of April 2025, in the previous 30 Years, the Scott Burns US Couch Potato To CAD Portfolio obtained a 8.36% compound annual return, with a 7.72% standard deviation. It suffered a maximum drawdown of -15.45% that required 48 months to be recovered.

As of April 2025, in the previous 30 Years, the Vanguard Conservative Portfolio obtained a 6.39% compound annual return, with a 6.02% standard deviation. It suffered a maximum drawdown of -15.05% that required 16 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.

Scott Burns US Couch Potato To CAD Portfolio
Weight
(%)		 Ticker Name
50.00
VUN.TO
Vanguard US Total Market Index
50.00
XSTP.TO
iShares 0-5 Year TIPS Bond Index
Vanguard Conservative Portfolio
Weight
(%)		 Ticker Name
18.00
VUN.TO
Vanguard US Total Market Index
12.00
VCN.TO
Vanguard FTSE Canada All Cap Index
7.20
VIU.TO
Vanguard FTSE Developed All Cap ex North Amer Idx
2.80
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index
36.00
VAB.TO
Vanguard Canadian Aggregate Bond Index
12.00
VBG.NE
Vanguard Global ex-US Aggregate Bond Index CAD-hedged
12.00
VBU.NE
Vanguard US Aggregate Bond Index CAD-hedged
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Portfolio Returns as of Apr 30, 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 - 30 April 2025 (~37 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~37Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp US Couch Potato
Scott Burns 		-5.04 -4.21 -0.06 9.93 9.30 8.89 8.36 9.14
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_vanguard.webp Vanguard Conservative
Vanguard 		-0.25 -1.06 1.78 10.36 4.98 4.71 6.39 7.13
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Scott Burns US Couch Potato To CAD Portfolio: an investment of 1$, since May 1995, now would be worth 11.10$, with a total return of 1010.37% (8.36% annualized).

Vanguard Conservative Portfolio: an investment of 1$, since May 1995, now would be worth 6.41$, with a total return of 541.02% (6.39% annualized).


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Scott Burns US Couch Potato To CAD Portfolio: an investment of 1$, since January 1988, now would be worth 26.22$, with a total return of 2522.19% (9.14% annualized).

Vanguard Conservative Portfolio: an investment of 1$, since January 1988, now would be worth 13.08$, with a total return of 1207.66% (7.13% 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 1988 - 30 April 2025 (~37 years)
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US Couch Potato To CAD Vanguard Conservative
Author Scott Burns Vanguard
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 50% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.93
10.36
Infl. Adjusted Return (%) 8.05 8.47
DRAWDOWN
Deepest Drawdown Depth (%) -7.87
-2.66
Start to Recovery (months) 3*
2*
Longest Drawdown Depth (%) -7.87
-2.66
Start to Recovery (months) 3*
2*
Longest Negative Period (months) 6*
5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.71
5.54
Sharpe Ratio 0.59
1.00
Sortino Ratio 0.76
1.40
Ulcer Index 2.46
0.94
Ratio: Return / Standard Deviation 1.14
1.87
Ratio: Return / Deepest Drawdown 1.26
3.90
Metrics calculated over the period 1 May 2024 - 30 April 2025
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US Couch Potato To CAD Vanguard Conservative
Author Scott Burns Vanguard
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 50% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%)
9.30
4.98
Infl. Adjusted Return (%) 5.31 1.15
DRAWDOWN
Deepest Drawdown Depth (%)
-10.55
-14.47
Start to Recovery (months)
18
27
Longest Drawdown Depth (%)
-10.55
-14.47
Start to Recovery (months)
18
27
Longest Negative Period (months)
17
39
RISK INDICATORS
Standard Deviation (%)
7.12
7.52
Sharpe Ratio
0.95
0.33
Sortino Ratio
1.28
0.46
Ulcer Index
3.08
5.67
Ratio: Return / Standard Deviation
1.31
0.66
Ratio: Return / Deepest Drawdown
0.88
0.34
Metrics calculated over the period 1 May 2020 - 30 April 2025
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US Couch Potato To CAD Vanguard Conservative
Author Scott Burns Vanguard
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 50% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%)
8.89
4.71
Infl. Adjusted Return (%) 6.11 2.04
DRAWDOWN
Deepest Drawdown Depth (%)
-10.55
-14.47
Start to Recovery (months)
18
27
Longest Drawdown Depth (%)
-10.55
-14.47
Start to Recovery (months)
18
27
Longest Negative Period (months)
17
39
RISK INDICATORS
Standard Deviation (%) 7.64
6.80
Sharpe Ratio
0.93
0.43
Sortino Ratio
1.31
0.60
Ulcer Index
2.77
4.21
Ratio: Return / Standard Deviation
1.16
0.69
Ratio: Return / Deepest Drawdown
0.84
0.33
Metrics calculated over the period 1 May 2015 - 30 April 2025
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US Couch Potato To CAD Vanguard Conservative
Author Scott Burns Vanguard
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 50% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%)
8.36
6.39
Infl. Adjusted Return (%) 6.12 4.20
DRAWDOWN
Deepest Drawdown Depth (%) -15.45
-15.05
Start to Recovery (months) 48
16
Longest Drawdown Depth (%) -15.45
-8.56
Start to Recovery (months) 48
38
Longest Negative Period (months) 110
45
RISK INDICATORS
Standard Deviation (%) 7.72
6.02
Sharpe Ratio
0.79
0.68
Sortino Ratio
1.12
0.91
Ulcer Index 4.20
3.51
Ratio: Return / Standard Deviation
1.08
1.06
Ratio: Return / Deepest Drawdown
0.54
0.42
Metrics calculated over the period 1 May 1995 - 30 April 2025
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US Couch Potato To CAD Vanguard Conservative
Author Scott Burns Vanguard
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 50% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%)
9.14
7.13
Infl. Adjusted Return (%) 6.68 4.71
DRAWDOWN
Deepest Drawdown Depth (%) -15.45
-15.05
Start to Recovery (months) 48
16
Longest Drawdown Depth (%) -15.45
-8.56
Start to Recovery (months) 48
38
Longest Negative Period (months) 110
45
RISK INDICATORS
Standard Deviation (%) 7.96
6.18
Sharpe Ratio
0.78
0.68
Sortino Ratio
1.13
0.92
Ulcer Index 3.90
3.38
Ratio: Return / Standard Deviation
1.15
1.15
Ratio: Return / Deepest Drawdown
0.59
0.47
Metrics calculated over the period 1 January 1988 - 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 1988 - 30 April 2025 (~37 years)

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US Couch Potato To CAD Vanguard Conservative
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-15.45 48 Feb 2007
Jan 2011
-15.05 16 Jun 2008
Sep 2009
-14.47 27 Jan 2022
Mar 2024
-11.28 23 Apr 2002
Feb 2004
-10.55 18 Jan 2022
Jun 2023
-8.56 38 Sep 2000
Oct 2003
-8.50 18 Jun 2005
Nov 2006
-8.32 5 Feb 2020
Jun 2020
-8.19 12 Jun 2004
May 2005
-7.87 3* Feb 2025
In progress
-7.06 7 May 2017
Nov 2017
-6.68 4 Jul 1998
Oct 1998
-6.58 7 Jan 2016
Jul 2016
-5.38 3 Feb 2020
Apr 2020
-4.50 7 Jun 2001
Dec 2001

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US Couch Potato To CAD Vanguard Conservative
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-15.45 48 Feb 2007
Jan 2011
-15.05 16 Jun 2008
Sep 2009
-14.47 27 Jan 2022
Mar 2024
-11.28 23 Apr 2002
Feb 2004
-10.55 18 Jan 2022
Jun 2023
-8.56 38 Sep 2000
Oct 2003
-8.50 18 Jun 2005
Nov 2006
-8.32 5 Feb 2020
Jun 2020
-8.19 8 Jun 1990
Jan 1991
-8.19 12 Jun 2004
May 2005
-8.18 16 Feb 1994
May 1995
-7.87 3* Feb 2025
In progress
-7.24 6 Aug 1990
Jan 1991
-7.06 7 May 2017
Nov 2017
-6.68 4 Jul 1998
Oct 1998

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 - 30 April 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 Couch Potato To CAD Vanguard Conservative
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -5.04 -7.87
-0.25
-2.66
2024
23.67
-0.99 11.69 -2.02
2023
12.90
-2.24 11.01 -4.00
2022
-5.87
-10.55 -11.93 -14.47
2021
14.70
-2.44 6.56 -2.31
2020
13.50
-5.38 8.93 -8.32
2019
13.55
-1.76 12.30 -1.12
2018
4.62
-4.22 -1.02 -3.75
2017
 4.75 -7.06
6.93
-2.64
2016
 4.95 -6.58
5.18
-1.58
2015
17.16
-4.12 4.88 -4.29
2014
18.94
-0.41 11.14 -1.01
2013
20.48
-1.17 10.43 -1.93
2012
8.45
-0.58 7.59 -1.43
2011
9.52
-1.43 4.01 -2.80
2010
 5.94 -1.92
8.31
-2.04
2009
 2.81 -6.78
13.13
-5.50
2008
-0.46
-7.37 -9.21 -12.47
2007
 -7.08 -13.20
1.59
-1.20
2006
 8.26 -6.83
9.52
-2.68
2005
 0.89 -5.14
7.99
-1.57
2004
 2.52 -8.19
7.10
-2.07
2003
 -1.56 -7.08
9.73
-3.35
2002
 -3.12 -7.89
-1.99
-6.33
2001
4.44
-4.50 1.14 -5.87
2000
7.32
-2.71 3.58 -4.87
1999
 3.62 -4.34
9.58
-2.62
1998
24.48
-3.73 12.33 -6.68
1997
27.07
-2.24 11.39 -2.33
1996
 11.67 -1.98
12.66
-1.07
1995
25.93
-1.32 18.08 -0.39
1994
2.67
-5.28 -2.99 -8.18
1993
 17.68 -0.51
22.62
-1.06
1992
19.83
-1.29 7.96 -1.99
1991
25.04
-2.80 20.93 -2.28
1990
1.18
-8.19 -0.76 -7.24
1989
18.56
-0.64 16.39 -0.97
1988
 2.69 -5.04
8.86
-2.01
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