Total Bond US To CAD Portfolio vs Canada Stocks/Bonds 60/40 Portfolio Portfolio Comparison

Simulation Settings
Period: January 1988 - July 2025 (~38 years)
Consolidated Returns as of 31 July 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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Results
30 Years
(1995/08 - 2025/07)
All Data
(1988/01 - 2025/07)
Inflation Adjusted:
Total Bond US To CAD Portfolio
1.00$
Invested Capital
August 1995
3.42$
Final Capital
July 2025
4.18%
Yearly Return
8.53%
Std Deviation
-27.29%
Max Drawdown
72months
Recovery Period
1.00$
Invested Capital
August 1995
1.83$
Final Capital
July 2025
2.03%
Yearly Return
8.53%
Std Deviation
-34.13%
Max Drawdown
144months
Recovery Period
1.00$
Invested Capital
January 1988
6.96$
Final Capital
July 2025
5.30%
Yearly Return
8.09%
Std Deviation
-27.29%
Max Drawdown
72months
Recovery Period
1.00$
Invested Capital
January 1988
2.95$
Final Capital
July 2025
2.92%
Yearly Return
8.09%
Std Deviation
-34.13%
Max Drawdown
144months
Recovery Period
Canada Stocks/Bonds 60/40 Portfolio
1.00$
Invested Capital
August 1995
7.63$
Final Capital
July 2025
7.01%
Yearly Return
9.37%
Std Deviation
-26.63%
Max Drawdown
27months
Recovery Period
1.00$
Invested Capital
August 1995
4.08$
Final Capital
July 2025
4.80%
Yearly Return
9.37%
Std Deviation
-29.42%
Max Drawdown
59months
Recovery Period
1.00$
Invested Capital
January 1988
12.18$
Final Capital
July 2025
6.88%
Yearly Return
9.23%
Std Deviation
-26.63%
Max Drawdown
27months
Recovery Period
1.00$
Invested Capital
January 1988
5.15$
Final Capital
July 2025
4.46%
Yearly Return
9.23%
Std Deviation
-29.42%
Max Drawdown
59months
Recovery Period

As of July 2025, in the previous 30 Years, the Total Bond US To CAD Portfolio obtained a 4.18% compound annual return, with a 8.53% standard deviation. It suffered a maximum drawdown of -27.29% that required 72 months to be recovered.

As of July 2025, in the previous 30 Years, the Canada Stocks/Bonds 60/40 Portfolio obtained a 7.01% compound annual return, with a 9.37% standard deviation. It suffered a maximum drawdown of -26.63% that required 27 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.

Total Bond US To CAD Portfolio
Weight
(%)		 Ticker Name
100.00
ZUAG.TO
BMO US Aggregate Bond Index
Canada Stocks/Bonds 60/40 Portfolio
Weight
(%)		 Ticker Name
60.00
VCN.TO
Vanguard FTSE Canada All Cap Index
40.00
ZAG.TO
BMO Aggregate Bond Index
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Portfolio Returns as of Jul 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
Capital Growth
30 Years
(1995/08 - 2025/07)
All Data
(1988/01 - 2025/07)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US To CAD
 1 $ 3.42 $ 241.89% 4.18%
Canada Stocks/Bonds 60/40
 1 $ 7.63 $ 662.78% 7.01%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US To CAD
 1 $ 1.83 $ 82.80% 2.03%
Canada Stocks/Bonds 60/40
 1 $ 4.08 $ 307.84% 4.80%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US To CAD
 1 $ 6.96 $ 596.10% 5.30%
Canada Stocks/Bonds 60/40
 1 $ 12.18 $ 1 117.61% 6.88%
Jan 1988 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US To CAD
 1 $ 2.95 $ 194.70% 2.92%
Canada Stocks/Bonds 60/40
 1 $ 5.15 $ 415.48% 4.46%
Jan 1988 Jul 2025

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Return (%) as of Jul 31, 2025
YTD
(7M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Total Bond US
-- Market Benchmark 		-0.28 1.40 -1.60 3.60 -0.58 2.18 4.18 5.30
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_canada.webp Canada Stocks/Bonds 60/40
-- Market Benchmark 		7.21 0.65 4.47 14.16 8.39 6.56 7.01 6.88
Returns over 1 year are annualized.
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Portfolio Metrics as of Jul 31, 2025

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

METRIC COMPARISON
Period: 1 August 2024 - 31 July 2025 (1 year)
Period: 1 August 2020 - 31 July 2025 (5 years)
Period: 1 August 2015 - 31 July 2025 (10 years)
Period: 1 August 1995 - 31 July 2025 (30 years)
Period: 1 January 1988 - 31 July 2025 (~38 years)
1 Year
5 Years
10 Years
30 Years
All (1988/01 - 2025/07)
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Total Bond US To CAD Canada Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 100% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 3.60 14.16
Infl. Adjusted (%) 2.15 12.57
DRAWDOWN
Deepest Drawdown Depth (%) -4.69 -2.27
Start to Recovery (months) 5* 2
Longest Drawdown Depth (%) -4.69 -1.39
Start to Recovery (months) 5* 3
Longest Negative Period (months) 7 5
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.92 6.55
Sharpe Ratio -0.19 1.47
Sortino Ratio -0.24 2.14
Ulcer Index 2.29 0.80
Ratio: Return / Standard Deviation 0.73 2.16
Ratio: Return / Deepest Drawdown 0.77 6.25
Metrics calculated over the period 1 August 2024 - 31 July 2025
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Total Bond US To CAD Canada Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 100% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -0.58 8.39
Infl. Adjusted (%) -4.11 4.54
DRAWDOWN
Deepest Drawdown Depth (%) -15.99 -11.62
Start to Recovery (months) 55 24
Longest Drawdown Depth (%) -15.99 -11.62
Start to Recovery (months) 55 24
Longest Negative Period (months) 60* 29
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.15 9.42
Sharpe Ratio -0.54 0.60
Sortino Ratio -0.75 0.84
Ulcer Index 10.06 3.71
Ratio: Return / Standard Deviation -0.09 0.89
Ratio: Return / Deepest Drawdown -0.04 0.72
Metrics calculated over the period 1 August 2020 - 31 July 2025
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Total Bond US To CAD Canada Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 100% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.18 6.56
Infl. Adjusted (%) -0.40 3.87
DRAWDOWN
Deepest Drawdown Depth (%) -16.90 -14.77
Start to Recovery (months) 63* 10
Longest Drawdown Depth (%) -16.90 -11.62
Start to Recovery (months) 63* 24
Longest Negative Period (months) 81 35
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.94 9.26
Sharpe Ratio 0.05 0.51
Sortino Ratio 0.06 0.68
Ulcer Index 8.17 3.55
Ratio: Return / Standard Deviation 0.31 0.71
Ratio: Return / Deepest Drawdown 0.13 0.44
Metrics calculated over the period 1 August 2015 - 31 July 2025
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Total Bond US To CAD Canada Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 100% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.18 7.01
Infl. Adjusted (%) 2.03 4.80
DRAWDOWN
Deepest Drawdown Depth (%) -27.29 -26.63
Start to Recovery (months) 72 27
Longest Drawdown Depth (%) -27.29 -25.59
Start to Recovery (months) 72 51
Longest Negative Period (months) 118 54
RISK INDICATORS
Standard Deviation (%) 8.53 9.37
Sharpe Ratio 0.22 0.51
Sortino Ratio 0.33 0.66
Ulcer Index 9.25 7.72
Ratio: Return / Standard Deviation 0.49 0.75
Ratio: Return / Deepest Drawdown 0.15 0.26
Metrics calculated over the period 1 August 1995 - 31 July 2025
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Total Bond US To CAD Canada Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 0% 60%
Fixed Income 100% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.30 6.88
Infl. Adjusted (%) 2.92 4.46
DRAWDOWN
Deepest Drawdown Depth (%) -27.29 -26.63
Start to Recovery (months) 72 27
Longest Drawdown Depth (%) -27.29 -25.59
Start to Recovery (months) 72 51
Longest Negative Period (months) 118 54
RISK INDICATORS
Standard Deviation (%) 8.09 9.23
Sharpe Ratio 0.30 0.43
Sortino Ratio 0.44 0.57
Ulcer Index 8.30 7.25
Ratio: Return / Standard Deviation 0.66 0.74
Ratio: Return / Deepest Drawdown 0.19 0.26
Metrics calculated over the period 1 January 1988 - 31 July 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 August 1995 - 31 July 2025 (30 years)
Period: 1 January 1988 - 31 July 2025 (~38 years)
30 Years
(1995/08 - 2025/07)

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Total Bond US To CAD Canada Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.29 72 Jan 2003
Dec 2008
-26.63 27 Jun 2008
Aug 2010
-25.59 51 Sep 2000
Nov 2004
-17.75 19 May 1998
Nov 1999
-16.90 63* May 2020
In progress
-14.82 38 Apr 2009
May 2012
-14.77 10 Feb 2020
Nov 2020
-11.62 24 Jan 2022
Dec 2023
-9.47 15 May 2015
Jul 2016
-9.16 20 May 2017
Dec 2018
-8.23 15 Feb 2016
Apr 2017
-8.08 22 Mar 2011
Dec 2012
-7.05 7 Aug 2018
Feb 2019
-6.46 23 Sep 1998
Jul 2000
-6.18 6 Feb 2015
Jul 2015

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Total Bond US To CAD Canada Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.29 72 Jan 2003
Dec 2008
-26.63 27 Jun 2008
Aug 2010
-25.59 51 Sep 2000
Nov 2004
-17.75 19 May 1998
Nov 1999
-16.90 63* May 2020
In progress
-14.82 38 Apr 2009
May 2012
-14.77 10 Feb 2020
Nov 2020
-13.08 28 Sep 1989
Dec 1991
-12.10 22 Feb 1994
Nov 1995
-11.62 24 Jan 2022
Dec 2023
-9.47 15 May 2015
Jul 2016
-9.16 20 May 2017
Dec 2018
-8.23 15 Feb 2016
Apr 2017
-8.08 22 Mar 2011
Dec 2012
-7.05 7 Aug 2018
Feb 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 1988 - 31 July 2025 (~38 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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Total Bond US To CAD Canada Stocks/Bonds 60/40
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -0.28 -4.69 7.21 -1.39
2024
 9.45 -1.64 15.09 -2.27
2023
 3.57 -5.03 10.33 -6.25
2022
 -6.82 -8.90 -8.23 -11.62
2021
 -2.60 -7.76 14.42 -2.35
2020
 5.59 -6.34 6.16 -14.77
2019
 3.64 -2.80 15.99 -1.51
2018
 8.30 -3.31 -5.07 -7.05
2017
 -3.01 -7.52 6.03 -2.39
2016
 -0.51 -8.23 13.12 -0.54
2015
 19.78 -6.18 -4.12 -9.47
2014
 15.76 -1.96 9.41 -4.05
2013
 4.79 -2.38 6.53 -3.96
2012
 0.40 -3.23 5.49 -4.67
2011
 10.34 -4.69 -1.21 -8.08
2010
 0.65 -7.62 12.52 -3.54
2009
 -10.40 -12.51 23.84 -4.80
2008
 30.46 -4.48 -18.58 -22.93
2007
 -8.56 -16.65 6.57 -3.37
2006
 4.53 -6.24 11.34 -3.06
2005
 -1.04 -7.55 18.04 -3.47
2004
 -3.32 -10.64 10.06 -4.65
2003
 -14.26 -14.83 17.35 -2.33
2002
 6.95 -3.93 -5.06 -11.09
2001
 15.17 -3.15 -5.32 -13.77
2000
 15.46 -0.72 7.34 -13.39
1999
 -6.24 -6.24 16.96 -4.51
1998
 16.25 -2.19 1.12 -17.75
1997
 14.13 -1.45 11.12 -4.19
1996
 4.08 -3.89 19.63 -3.07
1995
 15.01 -1.87 13.74 -2.88
1994
 3.25 -4.39 -5.22 -12.10
1993
 14.04 -1.12 25.75 -2.34
1992
 17.87 -1.76 0.23 -4.22
1991
 14.83 -0.36 10.96 -1.71
1990
 8.78 -3.05 -8.84 -12.76
1989
 10.49 -1.77 13.78 -1.85
1988
 -1.49 -4.67 7.16 -3.77
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