Total Bond US Portfolio vs All Country World Bonds Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - September 2025 (~41 years)
Consolidated Returns as of 30 September 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/10 - 2025/09)
All Data
(1985/01 - 2025/09)
Inflation Adjusted:
Total Bond US Portfolio
1.00$
Invested Capital
October 1995
3.38$
Final Capital
September 2025
4.15%
Yearly Return
4.24%
Std Deviation
-17.28%
Max Drawdown
62months*
Recovery Period
* in progress
1.00$
Invested Capital
October 1995
1.60$
Final Capital
September 2025
1.58%
Yearly Return
4.24%
Std Deviation
-30.41%
Max Drawdown
62months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
9.56$
Final Capital
September 2025
5.70%
Yearly Return
4.53%
Std Deviation
-17.28%
Max Drawdown
62months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
3.12$
Final Capital
September 2025
2.83%
Yearly Return
4.53%
Std Deviation
-30.41%
Max Drawdown
62months*
Recovery Period
* in progress
All Country World Bonds Portfolio
1.00$
Invested Capital
October 1995
4.57$
Final Capital
September 2025
5.20%
Yearly Return
4.58%
Std Deviation
-17.60%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Invested Capital
October 1995
2.16$
Final Capital
September 2025
2.61%
Yearly Return
4.58%
Std Deviation
-28.97%
Max Drawdown
62months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
13.63$
Final Capital
September 2025
6.62%
Yearly Return
4.88%
Std Deviation
-17.60%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
4.45$
Final Capital
September 2025
3.73%
Yearly Return
4.88%
Std Deviation
-28.97%
Max Drawdown
62months*
Recovery Period
* in progress

As of September 2025, in the previous 30 Years, the Total Bond US Portfolio obtained a 4.15% compound annual return, with a 4.24% standard deviation. It suffered a maximum drawdown of -17.28% which has been ongoing for 62 months and is still in progress.

As of September 2025, in the previous 30 Years, the All Country World Bonds Portfolio obtained a 5.20% compound annual return, with a 4.58% standard deviation. It suffered a maximum drawdown of -17.60% which has been ongoing for 57 months and is still in progress.

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.

Weight
(%)
Ticker Name
100.00
BND
Vanguard Total Bond Market
Weight
(%)
Ticker Name
50.00
BND
Vanguard Total Bond Market
35.00
BNDX
Vanguard Total International Bond
15.00
EMB
iShares JP Morgan USD Em Mkts Bd
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Portfolio Returns as of Sep 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
Capital Growth
30 Years
(1995/10 - 2025/09)
All Data
(1985/01 - 2025/09)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
1 $ 3.38 $ 238.36% 4.15%
All Country World Bonds
1 $ 4.57 $ 357.10% 5.20%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
1 $ 1.60 $ 60.16% 1.58%
All Country World Bonds
1 $ 2.16 $ 116.36% 2.61%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
1 $ 9.56 $ 856.24% 5.70%
All Country World Bonds
1 $ 13.63 $ 1 263.42% 6.62%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Total Bond US
1 $ 3.12 $ 211.90% 2.83%
All Country World Bonds
1 $ 4.45 $ 344.71% 3.73%

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Return (%) as of Sep 30, 2025
YTD
(9M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Total Bond US
-- Market Benchmark
6.13 1.11 3.26 2.87 -0.51 1.80 4.15 5.70
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp All Country World Bonds
-- Market Benchmark
5.57 0.98 3.74 3.54 -0.02 2.22 5.20 6.62
Returns over 1 year are annualized.
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Portfolio Metrics as of Sep 30, 2025

The following metrics, updated as of 30 September 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 October 2024 - 30 September 2025 (1 year)
Period: 1 October 2020 - 30 September 2025 (5 years)
Period: 1 October 2015 - 30 September 2025 (10 years)
Period: 1 October 1995 - 30 September 2025 (30 years)
Period: 1 January 1985 - 30 September 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/09)
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Total Bond US All Country World Bonds
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.87 3.54
Infl. Adjusted (%) 0.08 0.73
DRAWDOWN
Deepest Drawdown Depth (%) -3.07 -1.93
Start to Recovery (months) 7 5
Longest Drawdown Depth (%) -3.07 -1.93
Start to Recovery (months) 7 5
Longest Negative Period (months) 8 6
RISK INDICATORS
Standard Deviation (%) 4.45 3.76
Sharpe Ratio -0.33 -0.22
Sortino Ratio -0.42 -0.27
Ulcer Index 1.37 0.85
Ratio: Return / Standard Deviation 0.64 0.94
Ratio: Return / Deepest Drawdown 0.93 1.84
Metrics calculated over the period 1 October 2024 - 30 September 2025
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Total Bond US All Country World Bonds
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -0.51 -0.02
Infl. Adjusted (%) -4.76 -4.30
DRAWDOWN
Deepest Drawdown Depth (%) -17.08 -17.60
Start to Recovery (months) 57* 57*
Longest Drawdown Depth (%) -17.08 -17.60
Start to Recovery (months) 57* 57*
Longest Negative Period (months) 60* 60*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.35 6.20
Sharpe Ratio -0.54 -0.47
Sortino Ratio -0.77 -0.67
Ulcer Index 9.34 9.23
Ratio: Return / Standard Deviation -0.08 0.00
Ratio: Return / Deepest Drawdown -0.03 0.00
Metrics calculated over the period 1 October 2020 - 30 September 2025
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Total Bond US All Country World Bonds
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.80 2.22
Infl. Adjusted (%) -1.29 -0.89
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -17.60
Start to Recovery (months) 62* 57*
Longest Drawdown Depth (%) -17.28 -17.60
Start to Recovery (months) 62* 57*
Longest Negative Period (months) 90 88
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.15 5.15
Sharpe Ratio -0.03 0.05
Sortino Ratio -0.04 0.07
Ulcer Index 6.82 6.61
Ratio: Return / Standard Deviation 0.35 0.43
Ratio: Return / Deepest Drawdown 0.10 0.13
Metrics calculated over the period 1 October 2015 - 30 September 2025
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Total Bond US All Country World Bonds
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.15 5.20
Infl. Adjusted (%) 1.58 2.61
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -17.60
Start to Recovery (months) 62* 57*
Longest Drawdown Depth (%) -17.28 -17.60
Start to Recovery (months) 62* 57*
Longest Negative Period (months) 90 88
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.24 4.58
Sharpe Ratio 0.45 0.64
Sortino Ratio 0.61 0.87
Ulcer Index 4.06 3.98
Ratio: Return / Standard Deviation 0.98 1.14
Ratio: Return / Deepest Drawdown 0.24 0.30
Metrics calculated over the period 1 October 1995 - 30 September 2025
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Total Bond US All Country World Bonds
Author
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.70 6.62
Infl. Adjusted (%) 2.83 3.73
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -17.60
Start to Recovery (months) 62* 57*
Longest Drawdown Depth (%) -17.28 -17.60
Start to Recovery (months) 62* 57*
Longest Negative Period (months) 90 88
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.53 4.88
Sharpe Ratio 0.56 0.71
Sortino Ratio 0.78 0.98
Ulcer Index 3.59 3.59
Ratio: Return / Standard Deviation 1.26 1.36
Ratio: Return / Deepest Drawdown 0.33 0.38
Metrics calculated over the period 1 January 1985 - 30 September 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 October 1995 - 30 September 2025 (30 years)
Period: 1 January 1985 - 30 September 2025 (~41 years)
30 Years
(1995/10 - 2025/09)

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Total Bond US All Country World Bonds
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-17.60 57* Jan 2021
In progress
-17.28 62* Aug 2020
In progress
-8.82 10 Mar 2008
Dec 2008
-5.16 13 May 2013
May 2014
-4.01 13 May 2013
May 2014
-3.92 4 Mar 2020
Jun 2020
-3.88 9 Apr 2008
Dec 2008
-3.68 13 Aug 2016
Aug 2017
-3.54 11 Oct 2016
Aug 2017
-3.47 8 Jun 2003
Jan 2004
-3.22 4 Jun 2003
Sep 2003
-3.16 9 Feb 1996
Oct 1996
-3.03 5 Apr 2004
Aug 2004
-3.02 5 Apr 2004
Aug 2004
-3.00 4 Jan 2009
Apr 2009

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Total Bond US All Country World Bonds
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-17.60 57* Jan 2021
In progress
-17.28 62* Aug 2020
In progress
-8.82 10 Mar 2008
Dec 2008
-6.85 16 Feb 1994
May 1995
-5.86 11 Mar 1987
Jan 1988
-5.71 11 Mar 1987
Jan 1988
-5.16 13 May 2013
May 2014
-5.01 14 Feb 1994
Mar 1995
-4.01 13 May 2013
May 2014
-3.92 4 Mar 2020
Jun 2020
-3.88 9 Apr 2008
Dec 2008
-3.68 13 Aug 2016
Aug 2017
-3.54 11 Oct 2016
Aug 2017
-3.47 8 Jun 2003
Jan 2004
-3.22 4 Jun 2003
Sep 2003

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 1985 - 30 September 2025 (~41 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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Total Bond US All Country World Bonds
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
6.13 -0.67 5.57 -0.58
2024
1.38 -3.08 2.77 -2.17
2023
5.41 -6.03 7.31 -4.11
2022
-13.11 -15.50 -13.82 -15.86
2021
-1.86 -3.64 -2.06 -3.44
2020
7.71 -1.59 6.30 -3.92
2019
8.83 -0.57 9.49 -0.86
2018
-0.12 -2.57 0.10 -1.92
2017
3.57 -0.60 4.16 -0.40
2016
2.52 -3.68 4.27 -3.54
2015
0.56 -2.67 0.85 -2.23
2014
5.82 -0.57 6.88 -0.66
2013
-2.10 -4.01 -2.50 -5.16
2012
3.16 -0.88 7.45 -0.22
2011
7.92 -0.38 8.12 -0.42
2010
6.20 -1.70 7.71 -2.17
2009
3.64 -2.65 9.48 -3.00
2008
6.86 -3.88 2.29 -8.82
2007
6.92 -1.16 6.05 -1.42
2006
4.27 -1.30 4.63 -1.46
2005
2.40 -1.90 4.71 -1.32
2004
4.24 -3.03 6.09 -3.02
2003
3.97 -3.47 8.25 -3.22
2002
8.26 -1.46 9.30 -1.07
2001
8.43 -1.91 12.23 -0.35
2000
11.39 -0.65 11.10 -0.72
1999
-0.76 -2.64 3.71 -2.69
1998
8.58 -0.55 8.51 -2.13
1997
9.44 -0.97 5.56 -2.07
1996
3.58 -3.16 8.94 -2.00
1995
18.18 -0.25 20.40 -0.22
1994
-2.66 -5.01 -5.13 -6.85
1993
9.68 -0.97 14.09 -0.38
1992
7.14 -1.39 9.20 -1.73
1991
15.25 -0.06 18.81 -0.40
1990
8.65 -1.97 7.31 -2.97
1989
13.64 -1.60 12.84 -1.53
1988
7.35 -2.64 7.90 -2.11
1987
1.54 -5.86 1.20 -5.71
1986
15.10 -2.05 15.08 -2.62
1985
22.24 -2.00 22.99 -2.83
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