Stocks/Bonds 40/60 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:
Stocks/Bonds 40/60 Portfolio
1.00$
Initial Capital
May 1995
7.73$
Final Capital
April 2025
7.05%
Yearly Return
7.03%
Std Deviation
-19.17%
Max Drawdown
25months
Recovery Period
1.00$
Initial Capital
May 1995
3.67$
Final Capital
April 2025
4.43%
Yearly Return
7.03%
Std Deviation
-24.11%
Max Drawdown
44months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1927
1.1K$
Final Capital
April 2025
7.42%
Yearly Return
8.28%
Std Deviation
-43.68%
Max Drawdown
73months
Recovery Period
1.00$
Initial Capital
January 1927
63.24$
Final Capital
April 2025
4.31%
Yearly Return
8.28%
Std Deviation
-30.32%
Max Drawdown
122months
Recovery Period
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 Stocks/Bonds 40/60 Portfolio obtained a 7.05% compound annual return, with a 7.03% standard deviation. It suffered a maximum drawdown of -19.17% that required 25 months to be recovered.

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.

Stocks/Bonds 40/60 Portfolio
Weight
(%)		 Ticker Name
40.00
VTI
Vanguard Total Stock Market
60.00
BND
Vanguard Total Bond Market
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_us_author.webp Stocks/Bonds 40/60
-- Market Benchmark 		-0.30 -0.04 0.86 9.78 5.65 5.72 7.05 7.42
//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

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since May 1995, now would be worth 7.73$, with a total return of 672.87% (7.05% 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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Stocks/Bonds 40/60 Portfolio: an investment of 1$, since January 1927, now would be worth 1141.67$, with a total return of 114066.98% (7.42% 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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Stocks/Bonds 40/60 Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 9.78 13.22
Infl. Adjusted Return (%) 7.55 10.92
DRAWDOWN
Deepest Drawdown Depth (%) -2.59 -3.42
Start to Recovery (months) 5* 5*
Longest Drawdown Depth (%) -2.59 -3.42
Start to Recovery (months) 5* 5*
Longest Negative Period (months) 7* 5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.61 7.17
Sharpe Ratio 0.75 1.17
Sortino Ratio 0.97 1.60
Ulcer Index 1.30 1.16
Ratio: Return / Standard Deviation 1.48 1.84
Ratio: Return / Deepest Drawdown 3.78 3.86
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Stocks/Bonds 40/60 Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 5.65 6.52
Infl. Adjusted Return (%) 1.07 1.90
DRAWDOWN
Deepest Drawdown Depth (%) -18.63 -17.79
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -18.63 -17.79
Start to Recovery (months) 30 30
Longest Negative Period (months) 38 39
RISK INDICATORS
Standard Deviation (%) 9.42 9.94
Sharpe Ratio 0.33 0.40
Sortino Ratio 0.45 0.56
Ulcer Index 7.38 6.42
Ratio: Return / Standard Deviation 0.60 0.66
Ratio: Return / Deepest Drawdown 0.30 0.37
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Stocks/Bonds 40/60 Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 5.72 6.19
Infl. Adjusted Return (%) 2.57 3.03
DRAWDOWN
Deepest Drawdown Depth (%) -18.63 -17.79
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -18.63 -17.79
Start to Recovery (months) 30 30
Longest Negative Period (months) 38 39
RISK INDICATORS
Standard Deviation (%) 8.06 8.57
Sharpe Ratio 0.49 0.52
Sortino Ratio 0.66 0.72
Ulcer Index 5.39 4.82
Ratio: Return / Standard Deviation 0.71 0.72
Ratio: Return / Deepest Drawdown 0.31 0.35
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Stocks/Bonds 40/60 Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 7.05 7.84
Infl. Adjusted Return (%) 4.43 5.19
DRAWDOWN
Deepest Drawdown Depth (%) -19.17 -17.79
Start to Recovery (months) 25 30
Longest Drawdown Depth (%) -8.59 -17.79
Start to Recovery (months) 33 30
Longest Negative Period (months) 50 39
RISK INDICATORS
Standard Deviation (%) 7.03 7.82
Sharpe Ratio 0.68 0.71
Sortino Ratio 0.90 0.95
Ulcer Index 4.21 3.58
Ratio: Return / Standard Deviation 1.00 1.00
Ratio: Return / Deepest Drawdown 0.37 0.44
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Stocks/Bonds 40/60 Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 7.42 8.40
Infl. Adjusted Return (%) 4.31 5.26
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -48.31
Start to Recovery (months) 73 70
Longest Drawdown Depth (%) -43.68 -23.45
Start to Recovery (months) 73 71
Longest Negative Period (months) 76 74
RISK INDICATORS
Standard Deviation (%) 8.28 8.81
Sharpe Ratio 0.49 0.57
Sortino Ratio 0.68 0.80
Ulcer Index 6.39 6.90
Ratio: Return / Standard Deviation 0.90 0.95
Ratio: Return / Deepest Drawdown 0.17 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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Stocks/Bonds 40/60 Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-17.79 30 Jan 2022
Jun 2024
-14.81 19 Mar 2008
Sep 2009
-9.44 8 May 1998
Dec 1998
-8.59 33 Sep 2000
May 2003
-8.09 4 Feb 2020
May 2020
-7.16 5 Feb 2020
Jun 2020
-6.86 12 Jun 2002
May 2003
-6.37 8 Sep 2018
Apr 2019
-6.25 14 Feb 2015
Mar 2016
-6.25 5 Jul 1998
Nov 1998
-5.36 7 Sep 2018
Mar 2019
-4.99 11 Feb 2001
Dec 2001
-4.76 7 Jun 2011
Dec 2011

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Stocks/Bonds 40/60 Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-48.31 70 Sep 1929
Jun 1935
-43.68 73 Sep 1929
Sep 1935
-23.45 71 Mar 1937
Jan 1943
-21.33 53 Mar 1937
Jul 1941
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-17.79 30 Jan 2022
Jun 2024
-17.05 22 May 1969
Feb 1971
-17.04 29 Jan 1973
May 1975
-14.87 10 Apr 1974
Jan 1975
-14.81 19 Mar 2008
Sep 2009
-13.73 5 Feb 1980
Jun 1980
-13.08 14 Sep 1987
Oct 1988
-12.84 24 Dec 1968
Nov 1970
-10.93 17 Sep 1987
Jan 1989

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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Stocks/Bonds 40/60 Golden Butterfly
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -0.30 -2.35 2.13 -0.53
2024
 10.35 -3.23 10.73 -3.42
2023
 13.66 -6.58 11.98 -8.08
2022
 -15.67 -18.63 -13.35 -17.79
2021
 9.15 -2.56 9.35 -2.45
2020
 13.04 -8.09 13.93 -7.16
2019
 17.57 -1.77 18.03 -1.83
2018
 -2.15 -5.36 -4.03 -6.37
2017
 10.63 0.00 10.96 -0.32
2016
 6.64 -1.57 10.82 -3.36
2015
 0.48 -3.41 -3.71 -6.25
2014
 8.51 -1.20 9.13 -3.27
2013
 12.12 -1.84 6.26 -3.84
2012
 8.47 -2.11 8.84 -2.43
2011
 5.14 -4.76 8.86 -3.00
2010
 10.69 -3.96 16.54 -2.77
2009
 13.74 -8.68 10.77 -10.16
2008
 -10.67 -14.39 -4.18 -13.53
2007
 6.30 -1.93 9.58 -2.06
2006
 8.84 -1.40 12.44 -2.71
2005
 3.96 -1.77 8.04 -1.76
2004
 7.66 -2.46 9.88 -4.36
2003
 14.68 -1.08 18.85 -2.72
2002
 -3.23 -6.97 3.15 -6.86
2001
 0.67 -5.62 2.71 -4.99
2000
 2.61 -4.51 6.88 -3.64
1999
 9.07 -2.57 4.24 -3.38
1998
 14.45 -6.25 8.03 -9.44
1997
 18.06 -2.41 13.09 -2.50
1996
 10.53 -2.15 8.18 -2.60
1995
 25.22 0.00 21.86 -0.40
1994
 -1.66 -5.98 -1.98 -4.64
1993
 10.06 -1.23 14.50 -1.37
1992
 7.93 -1.27 9.15 -1.58
1991
 22.10 -1.98 19.14 -1.63
1990
 2.76 -5.70 -2.51 -7.94
1989
 19.43 -1.12 14.78 -0.89
1988
 11.34 -1.71 9.18 -1.64
1987
 1.97 -13.08 5.10 -10.93
1986
 14.89 -4.37 17.75 -2.42
1985
 25.86 -1.17 25.09 -1.93
1984
 9.88 -5.84 3.75 -4.68
1983
 12.20 -2.64 11.13 -2.46
1982
 26.88 -2.17 28.31 -5.34
1981
 3.99 -6.81 -1.23 -8.50
1980
 14.99 -8.39 15.59 -13.73
1979
 12.91 -6.34 38.92 -6.53
1978
 4.07 -5.90 13.30 -7.41
1977
 -0.72 -3.59 7.87 -1.53
1976
 18.84 -1.06 20.55 -2.29
1975
 19.54 -5.93 16.99 -8.68
1974
 -7.71 -13.50 5.51 -14.87
1973
 -4.59 -5.73 7.22 -5.95
1972
 8.68 -1.10 17.32 -1.70
1971
 12.75 -5.80 14.13 -3.04
1970
 12.26 -8.78 8.32 -8.47
1969
 -5.38 -7.12 -9.95 -11.26
1968
 7.09 -3.10 14.16 -1.16
1967
 10.63 -2.31 15.73 -1.53
1966
 -0.51 -7.40 -1.43 -6.81
1965
 6.11 -1.52 9.98 -1.26
1964
 8.90 -0.46 9.63 -0.39
1963
 9.44 -1.27 9.52 -1.19
1962
 -0.42 -8.22 -2.25 -8.47
1961
 11.57 -1.78 11.32 -1.53
1960
 8.19 -2.58 4.68 -2.33
1959
 4.09 -3.21 5.78 -2.67
1958
 16.24 -0.74 21.04 -0.09
1957
 1.17 -4.90 -1.90 -5.44
1956
 2.47 -3.96 2.40 -3.74
1955
 9.83 -0.87 9.05 -1.20
1954
 21.93 -1.61 24.09 -1.32
1953
 2.45 -4.06 -1.25 -5.95
1952
 6.80 -2.08 5.01 -1.97
1951
 8.33 -2.81 5.62 -3.17
1950
 12.06 -2.45 15.80 -2.07
1949
 10.62 -1.47 8.87 -1.60
1948
 2.50 -4.32 0.60 -4.83
1947
 1.27 -2.13 3.73 -2.27
1946
 -2.08 -9.26 -2.14 -9.34
1945
 18.36 -1.37 23.40 -1.03
1944
 9.86 -0.57 13.20 -0.29
1943
 12.64 -3.58 18.24 -2.65
1942
 7.47 -5.00 8.95 -4.55
1941
 -2.69 -6.19 -1.87 -5.56
1940
 -0.28 -10.39 -0.80 -9.89
1939
 2.79 -5.09 -0.30 -6.03
1938
 13.98 -10.41 14.14 -10.34
1937
 -12.81 -15.42 -15.74 -17.75
1936
 16.17 -2.94 19.77 -2.63
1935
 20.86 -2.56 19.44 -3.22
1934
 5.30 -5.32 5.81 -5.68
1933
 24.67 -9.11 45.52 -6.98
1932
 3.90 -15.57 2.29 -16.27
1931
 -18.89 -24.29 -20.79 -25.80
1930
 -6.69 -13.91 -10.68 -16.78
1929
 -1.97 -13.91 -3.62 -14.87
1928
 14.91 -1.98 13.65 -2.02
1927
 16.51 -1.80 16.03 -1.81
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