Total Bond US Portfolio vs Stocks/Bonds 20/80 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:
Total Bond US Portfolio
1.00$
Initial Capital
May 1995
3.51$
Final Capital
April 2025
4.27%
Yearly Return
4.28%
Std Deviation
-17.28%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Initial Capital
May 1995
1.67$
Final Capital
April 2025
1.71%
Yearly Return
4.28%
Std Deviation
-30.41%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1982
14.76$
Final Capital
April 2025
6.41%
Yearly Return
4.84%
Std Deviation
-17.28%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1982
4.34$
Final Capital
April 2025
3.45%
Yearly Return
4.84%
Std Deviation
-30.41%
Max Drawdown
57months*
Recovery Period
* in progress
Stocks/Bonds 20/80 Momentum Portfolio
1.00$
Initial Capital
May 1995
6.24$
Final Capital
April 2025
6.29%
Yearly Return
5.01%
Std Deviation
-17.91%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
May 1995
2.96$
Final Capital
April 2025
3.68%
Yearly Return
5.01%
Std Deviation
-28.23%
Max Drawdown
52months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1982
29.54$
Final Capital
April 2025
8.13%
Yearly Return
5.52%
Std Deviation
-17.91%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1982
8.70$
Final Capital
April 2025
5.12%
Yearly Return
5.52%
Std Deviation
-28.23%
Max Drawdown
52months*
Recovery Period
* in progress

As of April 2025, in the previous 30 Years, the Total Bond US Portfolio obtained a 4.27% compound annual return, with a 4.28% standard deviation. It suffered a maximum drawdown of -17.28% which has been ongoing for 57 months and is still in progress.

As of April 2025, in the previous 30 Years, the Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.29% compound annual return, with a 5.01% standard deviation. It suffered a maximum drawdown of -17.91% 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.

Total Bond US Portfolio
Weight
(%)		 Ticker Name
100.00
BND
Vanguard Total Bond Market
Stocks/Bonds 20/80 Momentum Portfolio
Weight
(%)		 Ticker Name
20.00
MTUM
iShares Edge MSCI USA Momentum Fctr
80.00
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 Total Bond US
-- Market Benchmark 		3.19 0.40 2.54 7.94 -0.72 1.50 4.27 6.41
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 20/80 Momentum
-- Market Benchmark 		2.81 1.03 2.96 10.56 2.13 3.92 6.29 8.13
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Total Bond US Portfolio: an investment of 1$, since May 1995, now would be worth 3.51$, with a total return of 250.69% (4.27% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since May 1995, now would be worth 6.24$, with a total return of 523.63% (6.29% annualized).


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Total Bond US Portfolio: an investment of 1$, since January 1982, now would be worth 14.76$, with a total return of 1375.53% (6.41% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 29.54$, with a total return of 2854.30% (8.13% 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 1982 - 30 April 2025 (~43 years)
Swipe left to see all data
Total Bond US Stocks/Bonds 20/80 Momentum
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.94 10.56
Infl. Adjusted Return (%) 5.75 8.32
DRAWDOWN
Deepest Drawdown Depth (%) -3.07 -2.29
Start to Recovery (months) 7 3
Longest Drawdown Depth (%) -3.07 -2.29
Start to Recovery (months) 7 3
Longest Negative Period (months) 6 6
RISK INDICATORS
Standard Deviation (%) 4.81 5.71
Sharpe Ratio 0.65 1.01
Sortino Ratio 0.80 1.20
Ulcer Index 1.36 0.96
Ratio: Return / Standard Deviation 1.65 1.85
Ratio: Return / Deepest Drawdown 2.58 4.61
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Total Bond US Stocks/Bonds 20/80 Momentum
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -0.72 2.13
Infl. Adjusted Return (%) -5.03 -2.30
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -17.91
Start to Recovery (months) 57* 40
Longest Drawdown Depth (%) -17.28 -17.91
Start to Recovery (months) 57* 40
Longest Negative Period (months) 60* 48
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.33 7.56
Sharpe Ratio -0.51 -0.05
Sortino Ratio -0.74 -0.07
Ulcer Index 9.40 8.88
Ratio: Return / Standard Deviation -0.11 0.28
Ratio: Return / Deepest Drawdown -0.04 0.12
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Total Bond US Stocks/Bonds 20/80 Momentum
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.50 3.92
Infl. Adjusted Return (%) -1.52 0.82
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -17.91
Start to Recovery (months) 57* 40
Longest Drawdown Depth (%) -17.28 -17.91
Start to Recovery (months) 57* 40
Longest Negative Period (months) 90 53
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.13 6.18
Sharpe Ratio -0.05 0.35
Sortino Ratio -0.07 0.46
Ulcer Index 6.74 6.36
Ratio: Return / Standard Deviation 0.29 0.63
Ratio: Return / Deepest Drawdown 0.09 0.22
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Total Bond US Stocks/Bonds 20/80 Momentum
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.27 6.29
Infl. Adjusted Return (%) 1.71 3.68
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -17.91
Start to Recovery (months) 57* 40
Longest Drawdown Depth (%) -17.28 -17.91
Start to Recovery (months) 57* 40
Longest Negative Period (months) 90 53
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.28 5.01
Sharpe Ratio 0.47 0.80
Sortino Ratio 0.64 1.06
Ulcer Index 4.01 3.85
Ratio: Return / Standard Deviation 1.00 1.26
Ratio: Return / Deepest Drawdown 0.25 0.35
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Total Bond US Stocks/Bonds 20/80 Momentum
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.41 8.13
Infl. Adjusted Return (%) 3.45 5.12
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -17.91
Start to Recovery (months) 57* 40
Longest Drawdown Depth (%) -17.28 -17.91
Start to Recovery (months) 57* 40
Longest Negative Period (months) 90 53
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.84 5.52
Sharpe Ratio 0.58 0.82
Sortino Ratio 0.83 1.13
Ulcer Index 3.46 3.34
Ratio: Return / Standard Deviation 1.33 1.47
Ratio: Return / Deepest Drawdown 0.37 0.45
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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Total Bond US Stocks/Bonds 20/80 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.91 40 Nov 2021
Feb 2025
-17.28 57* Aug 2020
In progress
-9.00 20 Jan 2008
Aug 2009
-4.01 13 May 2013
May 2014
-3.88 9 Apr 2008
Dec 2008
-3.68 13 Aug 2016
Aug 2017
-3.64 9 Aug 2016
Apr 2017
-3.47 8 Jun 2003
Jan 2004
-3.46 3 Feb 2020
Apr 2020
-3.16 9 Feb 1996
Oct 1996
-3.12 6 Sep 2018
Feb 2019
-3.03 5 Apr 2004
Aug 2004
-2.95 6 Jan 2021
Jun 2021
-2.67 13 Feb 2015
Feb 2016
-2.65 6 Jan 2009
Jun 2009

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Total Bond US Stocks/Bonds 20/80 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.91 40 Nov 2021
Feb 2025
-17.28 57* Aug 2020
In progress
-9.00 20 Jan 2008
Aug 2009
-6.53 6 Sep 1987
Feb 1988
-5.86 11 Mar 1987
Jan 1988
-5.47 7 Feb 1984
Aug 1984
-5.46 13 Feb 1994
Feb 1995
-5.01 14 Feb 1994
Mar 1995
-4.66 6 Feb 1984
Jul 1984
-4.01 13 May 2013
May 2014
-3.88 9 Apr 2008
Dec 2008
-3.80 7 May 1983
Nov 1983
-3.68 13 Aug 2016
Aug 2017
-3.64 9 Aug 2016
Apr 2017
-3.47 8 Jun 2003
Jan 2004

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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Total Bond US Stocks/Bonds 20/80 Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.19 0.00 2.81 -1.52
2024
 1.38 -3.08 7.68 -3.12
2023
 5.41 -6.03 6.16 -5.43
2022
 -13.11 -15.50 -14.14 -17.00
2021
 -1.86 -3.64 1.18 -2.95
2020
 7.71 -1.59 12.14 -3.46
2019
 8.83 -0.57 12.52 -0.69
2018
 -0.12 -2.57 -0.42 -3.12
2017
 3.57 -0.60 10.35 0.00
2016
 2.52 -3.68 3.02 -3.64
2015
 0.56 -2.67 2.23 -1.48
2014
 5.82 -0.57 7.58 -0.83
2013
 -2.10 -4.01 5.23 -2.48
2012
 3.16 -0.88 5.51 -0.69
2011
 7.92 -0.38 7.52 -0.70
2010
 6.20 -1.70 8.56 -0.70
2009
 3.64 -2.65 6.40 -6.03
2008
 6.86 -3.88 -2.70 -9.00
2007
 6.92 -1.16 9.07 -0.41
2006
 4.27 -1.30 5.53 -1.33
2005
 2.40 -1.90 5.74 -1.35
2004
 4.24 -3.03 6.73 -2.37
2003
 3.97 -3.47 8.38 -2.29
2002
 8.26 -1.46 4.15 -1.79
2001
 8.43 -1.91 3.27 -2.01
2000
 11.39 -0.65 7.19 -1.52
1999
 -0.76 -2.64 7.48 -1.73
1998
 8.58 -0.55 16.62 -1.24
1997
 9.44 -0.97 14.93 -1.81
1996
 3.58 -3.16 8.83 -1.37
1995
 18.18 -0.25 23.01 0.00
1994
 -2.66 -5.01 -2.34 -5.46
1993
 9.68 -0.97 10.39 -0.92
1992
 7.14 -1.39 6.58 -1.69
1991
 15.25 -0.06 19.58 -0.95
1990
 8.65 -1.97 7.22 -2.90
1989
 13.64 -1.60 19.47 -0.82
1988
 7.35 -2.64 7.30 -2.80
1987
 1.54 -5.86 1.70 -6.53
1986
 15.10 -2.05 16.62 -3.15
1985
 22.24 -2.00 24.27 -1.28
1984
 15.01 -4.66 11.85 -5.47
1983
 5.22 -3.80 7.57 -3.28
1982
 31.13 -1.93 31.00 -1.71
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