Stocks/Bonds 80/20 Portfolio vs Stocks/Bonds 60/40 Momentum Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - April 2025 (~43 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 1982)
Inflation Adjusted:
Stocks/Bonds 80/20 Portfolio
1.00$
Initial Capital
May 1995
14.38$
Final Capital
April 2025
9.29%
Yearly Return
12.57%
Std Deviation
-41.09%
Max Drawdown
39months
Recovery Period
1.00$
Initial Capital
May 1995
6.83$
Final Capital
April 2025
6.61%
Yearly Return
12.57%
Std Deviation
-42.07%
Max Drawdown
53months
Recovery Period
1.00$
Initial Capital
January 1982
79.77$
Final Capital
April 2025
10.63%
Yearly Return
12.53%
Std Deviation
-41.09%
Max Drawdown
39months
Recovery Period
1.00$
Initial Capital
January 1982
23.48$
Final Capital
April 2025
7.56%
Yearly Return
12.53%
Std Deviation
-42.07%
Max Drawdown
53months
Recovery Period
Stocks/Bonds 60/40 Momentum Portfolio
1.00$
Initial Capital
May 1995
16.81$
Final Capital
April 2025
9.86%
Yearly Return
9.71%
Std Deviation
-32.52%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
May 1995
7.98$
Final Capital
April 2025
7.17%
Yearly Return
9.71%
Std Deviation
-33.64%
Max Drawdown
52months
Recovery Period
1.00$
Initial Capital
January 1982
99.19$
Final Capital
April 2025
11.19%
Yearly Return
9.92%
Std Deviation
-32.52%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1982
29.20$
Final Capital
April 2025
8.10%
Yearly Return
9.92%
Std Deviation
-33.64%
Max Drawdown
52months
Recovery Period

As of April 2025, in the previous 30 Years, the Stocks/Bonds 80/20 Portfolio obtained a 9.29% compound annual return, with a 12.57% standard deviation. It suffered a maximum drawdown of -41.09% that required 39 months to be recovered.

As of April 2025, in the previous 30 Years, the Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.86% compound annual return, with a 9.71% standard deviation. It suffered a maximum drawdown of -32.52% that required 40 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 80/20 Portfolio
Weight
(%)		 Ticker Name
80.00
VTI
Vanguard Total Stock Market
20.00
BND
Vanguard Total Bond Market
Stocks/Bonds 60/40 Momentum Portfolio
Weight
(%)		 Ticker Name
60.00
MTUM
iShares Edge MSCI USA Momentum Fctr
40.00
BND
Vanguard Total Bond Market
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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 1982 - 30 April 2025 (~43 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 80/20
-- Market Benchmark 		-3.79 -0.49 -1.15 10.90 11.93 9.71 9.29 10.63
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 60/40 Momentum
-- Market Benchmark 		2.06 2.34 3.57 15.21 7.72 8.57 9.86 11.19
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Stocks/Bonds 80/20 Portfolio: an investment of 1$, since May 1995, now would be worth 14.38$, with a total return of 1338.43% (9.29% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since May 1995, now would be worth 16.81$, with a total return of 1581.02% (9.86% annualized).


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Stocks/Bonds 80/20 Portfolio: an investment of 1$, since January 1982, now would be worth 79.77$, with a total return of 7877.02% (10.63% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 99.19$, with a total return of 9819.45% (11.19% 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 1982 - 30 April 2025 (~43 years)
Swipe left to see all data
Stocks/Bonds 80/20 Stocks/Bonds 60/40 Momentum
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.90
15.21
Infl. Adjusted Return (%) 8.65 12.87
DRAWDOWN
Deepest Drawdown Depth (%) -6.49
-4.52
Start to Recovery (months) 5*
2*
Longest Drawdown Depth (%) -6.49
-4.52
Start to Recovery (months) 5*
2*
Longest Negative Period (months) 8*
5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)
9.88
9.92
Sharpe Ratio 0.62
1.05
Sortino Ratio 0.82
1.32
Ulcer Index 2.63
1.70
Ratio: Return / Standard Deviation 1.10
1.53
Ratio: Return / Deepest Drawdown 1.68
3.36
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Stocks/Bonds 80/20 Stocks/Bonds 60/40 Momentum
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%)
11.93
7.72
Infl. Adjusted Return (%) 7.08 3.05
DRAWDOWN
Deepest Drawdown Depth (%)
-22.75
-24.21
Start to Recovery (months)
25
32
Longest Drawdown Depth (%)
-22.75
-24.21
Start to Recovery (months)
25
32
Longest Negative Period (months)
30
40
RISK INDICATORS
Standard Deviation (%) 13.92
12.38
Sharpe Ratio
0.68
0.42
Sortino Ratio
0.91
0.57
Ulcer Index
8.14
11.49
Ratio: Return / Standard Deviation
0.86
0.62
Ratio: Return / Deepest Drawdown
0.52
0.32
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Stocks/Bonds 80/20 Stocks/Bonds 60/40 Momentum
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%)
9.71
8.57
Infl. Adjusted Return (%) 6.44 5.33
DRAWDOWN
Deepest Drawdown Depth (%)
-22.75
-24.21
Start to Recovery (months)
25
32
Longest Drawdown Depth (%)
-22.75
-24.21
Start to Recovery (months)
25
32
Longest Negative Period (months)
30
40
RISK INDICATORS
Standard Deviation (%) 13.05
10.76
Sharpe Ratio 0.61
0.63
Sortino Ratio 0.81
0.84
Ulcer Index
6.37
8.38
Ratio: Return / Standard Deviation 0.74
0.80
Ratio: Return / Deepest Drawdown
0.43
0.35
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Stocks/Bonds 80/20 Stocks/Bonds 60/40 Momentum
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.29
9.86
Infl. Adjusted Return (%) 6.61 7.17
DRAWDOWN
Deepest Drawdown Depth (%) -41.09
-32.52
Start to Recovery (months)
39
40
Longest Drawdown Depth (%) -33.33
-21.14
Start to Recovery (months) 59
41
Longest Negative Period (months) 122
53
RISK INDICATORS
Standard Deviation (%) 12.57
9.71
Sharpe Ratio 0.56
0.78
Sortino Ratio 0.73
1.03
Ulcer Index 10.40
8.23
Ratio: Return / Standard Deviation 0.74
1.02
Ratio: Return / Deepest Drawdown 0.23
0.30
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Stocks/Bonds 80/20 Stocks/Bonds 60/40 Momentum
Author
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.63
11.19
Infl. Adjusted Return (%) 7.56 8.10
DRAWDOWN
Deepest Drawdown Depth (%) -41.09
-32.52
Start to Recovery (months)
39
40
Longest Drawdown Depth (%) -33.33
-21.14
Start to Recovery (months) 59
41
Longest Negative Period (months) 122
53
RISK INDICATORS
Standard Deviation (%) 12.53
9.92
Sharpe Ratio 0.56
0.77
Sortino Ratio 0.74
1.02
Ulcer Index 9.14
7.30
Ratio: Return / Standard Deviation 0.85
1.13
Ratio: Return / Deepest Drawdown 0.26
0.34
Metrics calculated over the period 1 January 1982 - 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 1982 - 30 April 2025 (~43 years)

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Stocks/Bonds 80/20 Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-41.09 39 Nov 2007
Jan 2011
-33.33 59 Sep 2000
Jul 2005
-32.52 40 Nov 2007
Feb 2011
-24.21 32 Nov 2021
Jun 2024
-22.75 25 Jan 2022
Jan 2024
-21.14 41 Sep 2000
Jan 2004
-16.53 6 Feb 2020
Jul 2020
-13.95 5 Jul 1998
Nov 1998
-13.35 10 May 2011
Feb 2012
-11.32 7 Oct 2018
Apr 2019
-10.73 5 Feb 2020
Jun 2020
-9.29 9 Oct 2018
Jun 2019
-7.14 9 May 2011
Jan 2012
-7.05 12 Jun 2015
May 2016
-6.90 5 Apr 2000
Aug 2000

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Stocks/Bonds 80/20 Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-41.09 39 Nov 2007
Jan 2011
-33.33 59 Sep 2000
Jul 2005
-32.52 40 Nov 2007
Feb 2011
-24.55 20 Sep 1987
Apr 1989
-24.21 32 Nov 2021
Jun 2024
-22.75 25 Jan 2022
Jan 2024
-21.14 41 Sep 2000
Jan 2004
-20.08 21 Sep 1987
May 1989
-16.53 6 Feb 2020
Jul 2020
-13.95 5 Jul 1998
Nov 1998
-13.35 10 May 2011
Feb 2012
-12.23 9 Jun 1990
Feb 1991
-11.32 7 Oct 2018
Apr 2019
-10.73 5 Feb 2020
Jun 2020
-9.29 9 Oct 2018
Jun 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 1982 - 30 April 2025 (~43 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 80/20 Stocks/Bonds 60/40 Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -3.79 -6.18
2.06
-4.52
2024
 19.32 -3.99
20.29
-4.38
2023
21.92
-8.32 7.65 -5.48
2022
 -18.23 -22.75
-16.20
-21.97
2021
20.16
-3.88 7.27 -2.88
2020
 18.36 -16.53
20.99
-10.73
2019
26.30
-4.97 19.89 -0.92
2018
 -4.19 -11.32
-1.04
-9.29
2017
 17.68 0.00
23.93
0.00
2016
10.77
-4.34 4.01 -3.57
2015
 0.40 -7.05
5.58
-4.61
2014
11.20
-2.23 11.10 -2.40
2013
26.34
-2.66 19.91 -2.13
2012
13.79
-5.21 10.22 -3.51
2011
 2.36 -13.35
6.73
-7.14
2010
15.18
-10.23 13.29 -6.43
2009
23.84
-14.71 11.92 -12.79
2008
 -28.21 -30.13
-21.83
-24.08
2007
 5.68 -4.17
13.35
-1.41
2006
13.41
-2.63 8.04 -2.23
2005
 5.53 -3.41
12.44
-0.99
2004
 11.08 -2.95
11.72
-2.06
2003
25.40
-3.13 17.18 -1.95
2002
 -14.73 -20.47
-4.07
-11.25
2001
 -7.09 -17.69
-7.04
-13.57
2000
 -6.18 -12.05
-1.21
-6.50
1999
 18.90 -5.12
23.95
-1.65
1998
 20.33 -13.95
32.69
-6.78
1997
26.68
-3.85 25.89 -3.48
1996
 17.49 -4.78
19.33
-2.32
1995
 32.26 -0.70
32.67
0.00
1994
-0.67
-6.95 -1.72 -6.35
1993
 10.44 -2.06
11.81
-0.99
1992
8.71
-2.02 5.45 -2.52
1991
28.96
-3.69 28.24 -2.57
1990
 -3.13 -12.23
4.36
-7.66
1989
 25.22 -2.00
31.11
-1.20
1988
15.32
-2.84 7.18 -3.36
1987
2.40
-24.55 2.02 -20.08
1986
 14.68 -6.76
19.66
-5.55
1985
29.47
-3.45 28.33 -1.52
1984
 4.75 -7.80
5.51
-7.11
1983
19.17
-3.09 12.26 -3.09
1982
 22.62 -7.08
30.72
-2.23
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