Total Bond US Portfolio vs Developed World ex-US 20/80 Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - April 2025 (~40 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 1985)
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 1985
9.30$
Final Capital
April 2025
5.68%
Yearly Return
4.54%
Std Deviation
-17.28%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
3.07$
Final Capital
April 2025
2.82%
Yearly Return
4.54%
Std Deviation
-30.41%
Max Drawdown
57months*
Recovery Period
* in progress
Developed World ex-US 20/80 Portfolio
1.00$
Initial Capital
May 1995
4.80$
Final Capital
April 2025
5.37%
Yearly Return
5.26%
Std Deviation
-16.80%
Max Drawdown
43months
Recovery Period
1.00$
Initial Capital
May 1995
2.28$
Final Capital
April 2025
2.78%
Yearly Return
5.26%
Std Deviation
-25.20%
Max Drawdown
52months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
16.28$
Final Capital
April 2025
7.16%
Yearly Return
5.81%
Std Deviation
-16.80%
Max Drawdown
43months
Recovery Period
1.00$
Initial Capital
January 1985
5.37$
Final Capital
April 2025
4.26%
Yearly Return
5.81%
Std Deviation
-25.20%
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 Developed World ex-US 20/80 Portfolio obtained a 5.37% compound annual return, with a 5.26% standard deviation. It suffered a maximum drawdown of -16.80% that required 43 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
Developed World ex-US 20/80 Portfolio
Weight
(%)		 Ticker Name
20.00
VEA
Vanguard FTSE Developed Markets
80.00
BNDX
Vanguard Total International Bond
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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 1985 - 30 April 2025 (~40 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//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 5.68
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US 20/80
-- Market Benchmark 		3.54 2.20 3.60 7.98 2.29 2.79 5.37 7.16
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).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since May 1995, now would be worth 4.80$, with a total return of 380.09% (5.37% annualized).


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Total Bond US Portfolio: an investment of 1$, since January 1985, now would be worth 9.30$, with a total return of 829.75% (5.68% annualized).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 16.28$, with a total return of 1528.35% (7.16% 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 1985 - 30 April 2025 (~40 years)
Swipe left to see all data
Total Bond US Developed World ex-US 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.94 7.98
Infl. Adjusted Return (%) 5.75 5.79
DRAWDOWN
Deepest Drawdown Depth (%) -3.07 -1.66
Start to Recovery (months) 7 5
Longest Drawdown Depth (%) -3.07 -1.66
Start to Recovery (months) 7 5
Longest Negative Period (months) 6 6
RISK INDICATORS
Standard Deviation (%) 4.81 4.36
Sharpe Ratio 0.65 0.73
Sortino Ratio 0.80 0.92
Ulcer Index 1.36 0.71
Ratio: Return / Standard Deviation 1.65 1.83
Ratio: Return / Deepest Drawdown 2.58 4.80
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Total Bond US Developed World ex-US 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -0.72 2.29
Infl. Adjusted Return (%) -5.03 -2.14
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -16.80
Start to Recovery (months) 57* 43
Longest Drawdown Depth (%) -17.28 -16.80
Start to Recovery (months) 57* 43
Longest Negative Period (months) 60* 48
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.33 6.67
Sharpe Ratio -0.51 -0.04
Sortino Ratio -0.74 -0.05
Ulcer Index 9.40 7.05
Ratio: Return / Standard Deviation -0.11 0.34
Ratio: Return / Deepest Drawdown -0.04 0.14
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Total Bond US Developed World ex-US 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.50 2.79
Infl. Adjusted Return (%) -1.52 -0.27
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -16.80
Start to Recovery (months) 57* 43
Longest Drawdown Depth (%) -17.28 -16.80
Start to Recovery (months) 57* 43
Longest Negative Period (months) 90 59
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.13 5.54
Sharpe Ratio -0.05 0.19
Sortino Ratio -0.07 0.25
Ulcer Index 6.74 5.10
Ratio: Return / Standard Deviation 0.29 0.50
Ratio: Return / Deepest Drawdown 0.09 0.17
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Total Bond US Developed World ex-US 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.27 5.37
Infl. Adjusted Return (%) 1.71 2.78
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -16.80
Start to Recovery (months) 57* 43
Longest Drawdown Depth (%) -17.28 -16.80
Start to Recovery (months) 57* 43
Longest Negative Period (months) 90 59
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.28 5.26
Sharpe Ratio 0.47 0.59
Sortino Ratio 0.64 0.79
Ulcer Index 4.01 3.74
Ratio: Return / Standard Deviation 1.00 1.02
Ratio: Return / Deepest Drawdown 0.25 0.32
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Total Bond US Developed World ex-US 20/80
Author
ASSET ALLOCATION
Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.68 7.16
Infl. Adjusted Return (%) 2.82 4.26
DRAWDOWN
Deepest Drawdown Depth (%) -17.28 -16.80
Start to Recovery (months) 57* 43
Longest Drawdown Depth (%) -17.28 -16.80
Start to Recovery (months) 57* 43
Longest Negative Period (months) 90 59
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.54 5.81
Sharpe Ratio 0.56 0.69
Sortino Ratio 0.78 0.97
Ulcer Index 3.57 3.44
Ratio: Return / Standard Deviation 1.25 1.23
Ratio: Return / Deepest Drawdown 0.33 0.43
Metrics calculated over the period 1 January 1985 - 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 1985 - 30 April 2025 (~40 years)

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Total Bond US Developed World ex-US 20/80
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.28 57* Aug 2020
In progress
-16.80 43 Aug 2021
Feb 2025
-15.55 18 Mar 2008
Aug 2009
-7.46 22 Dec 1996
Sep 1998
-5.99 6 Feb 2020
Jul 2020
-4.48 8 May 2013
Dec 2013
-4.01 13 May 2013
May 2014
-3.88 9 Apr 2008
Dec 2008
-3.68 13 Aug 2016
Aug 2017
-3.47 8 Jun 2003
Jan 2004
-3.16 9 Feb 1996
Oct 1996
-3.06 12 Apr 2015
Mar 2016
-3.03 5 Apr 2004
Aug 2004
-2.76 7 Oct 2016
Apr 2017
-2.68 5 Aug 2011
Dec 2011

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Total Bond US Developed World ex-US 20/80
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.28 57* Aug 2020
In progress
-16.80 43 Aug 2021
Feb 2025
-15.55 18 Mar 2008
Aug 2009
-7.46 22 Dec 1996
Sep 1998
-7.02 7 Jan 1990
Jul 1990
-6.51 18 Feb 1994
Jul 1995
-6.31 5 Aug 1990
Dec 1990
-5.99 6 Feb 2020
Jul 2020
-5.86 11 Mar 1987
Jan 1988
-5.01 14 Feb 1994
Mar 1995
-4.48 8 May 2013
Dec 2013
-4.18 7 Jan 1992
Jul 1992
-4.01 13 May 2013
May 2014
-3.88 9 Apr 2008
Dec 2008
-3.68 13 Aug 2016
Aug 2017

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 April 2025 (~40 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 Developed World ex-US 20/80
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.19 0.00 3.54 -0.94
2024
 1.38 -3.08 3.48 -1.82
2023
 5.41 -6.03 10.62 -3.65
2022
 -13.11 -15.50 -13.28 -15.82
2021
 -1.86 -3.64 0.51 -1.64
2020
 7.71 -1.59 5.67 -5.99
2019
 8.83 -0.57 10.82 -0.13
2018
 -0.12 -2.57 -0.71 -1.97
2017
 3.57 -0.60 7.20 -0.28
2016
 2.52 -3.68 4.23 -2.76
2015
 0.56 -2.67 0.88 -3.06
2014
 5.82 -0.57 5.80 -0.91
2013
 -2.10 -4.01 3.72 -4.48
2012
 3.16 -0.88 11.34 -1.93
2011
 7.92 -0.38 4.42 -2.68
2010
 6.20 -1.70 8.49 -1.80
2009
 3.64 -2.65 17.74 -4.20
2008
 6.86 -3.88 -10.01 -15.55
2007
 6.92 -1.16 6.22 -0.75
2006
 4.27 -1.30 7.61 -0.62
2005
 2.40 -1.90 6.71 -1.16
2004
 4.24 -3.03 8.93 -1.18
2003
 3.97 -3.47 10.88 -0.98
2002
 8.26 -1.46 4.31 -1.24
2001
 8.43 -1.91 4.28 -1.41
2000
 11.39 -0.65 4.50 -1.64
1999
 -0.76 -2.64 7.82 -2.07
1998
 8.58 -0.55 16.99 -0.92
1997
 9.44 -0.97 -4.15 -6.74
1996
 3.58 -3.16 4.66 -1.36
1995
 18.18 -0.25 17.78 -0.82
1994
 -2.66 -5.01 -3.88 -6.31
1993
 9.68 -0.97 19.11 -1.94
1992
 7.14 -1.39 6.56 -4.18
1991
 15.25 -0.06 19.03 -1.69
1990
 8.65 -1.97 0.80 -7.02
1989
 13.64 -1.60 11.45 -2.33
1988
 7.35 -2.64 12.16 -0.98
1987
 1.54 -5.86 8.87 -2.58
1986
 15.10 -2.05 25.77 -3.32
1985
 22.24 -2.00 31.17 -2.24
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Mastering ETF Investing
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