Total Bond Developed World ex-US vs US Inflation Protection Portfolio Comparison

Last Update: 29 February 2024

The Total Bond Developed World ex-US Portfolio obtained a 4.76% compound annual return, with a 4.56% standard deviation, in the last 30 Years.

The US Inflation Protection Portfolio obtained a 4.98% compound annual return, with a 6.01% standard deviation, in the last 30 Years.

Summary

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Total Bond Developed World ex-US Portfolio US Inflation Protection Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
30 Years Stats Return +4.76% +4.98%
Std Dev 4.56% 6.01%
Max Drawdown -14.88% -14.76%
All time Stats
(Since Jan 1985)
Return +6.58% +6.69%
Std Dev 5.09% 6.63%
Max Drawdown -14.88% -14.76%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Total Bond Developed World ex-US Portfolio -0.54 +3.57 +6.68 +0.45 +2.10 +4.76 +6.58
US Inflation Protection Portfolio -1.05 +1.78 +1.82 +2.23 +1.77 +4.98 +6.69
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Total Bond Developed World ex-US Portfolio: an investment of 1$, since March 1994, now would be worth 4.04$, with a total return of 303.65% (4.76% annualized).

US Inflation Protection Portfolio: an investment of 1$, since March 1994, now would be worth 4.30$, with a total return of 330.19% (4.98% annualized).

Total Bond Developed World ex-US Portfolio: an investment of 1$, since January 1985, now would be worth 12.13$, with a total return of 1113.10% (6.58% annualized).

US Inflation Protection Portfolio: an investment of 1$, since January 1985, now would be worth 12.62$, with a total return of 1162.01% (6.69% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Total Bond Developed World ex-US Portfolio
US Inflation Protection Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-14.88% Jan 2021 Sep 2022 (21) In progress (38) 9.21
-14.76% Jan 2022 Oct 2023 (22) In progress (26) 10.39
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-10.03% Mar 2008 Nov 2008 (9) Jul 2009 (17) 4.88
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-8.31% Dec 1996 Apr 1997 (5) Sep 1998 (22) 4.42
-7.43% Mar 1994 Oct 1994 (8) Mar 1995 (13) 5.08
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-6.19% Mar 1994 Aug 1994 (6) May 1995 (15) 4.21
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17
-4.24% May 2013 Aug 2013 (4) May 2014 (13) 2.62
-3.37% Nov 2001 Dec 2001 (2) Apr 2002 (6) 2.07
-3.17% May 1999 Aug 1999 (4) Mar 2000 (11) 2.19
-3.05% Nov 2010 Dec 2010 (2) Apr 2011 (6) 2.01
-3.03% Oct 2016 Jan 2017 (4) Nov 2017 (14) 1.63
-2.91% Mar 2020 Mar 2020 (1) Jul 2020 (5) 1.29
-2.88% Apr 2015 Jun 2015 (3) Jan 2016 (10) 1.48

Drawdown comparison chart since January 1985.

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Total Bond Developed World ex-US Portfolio
US Inflation Protection Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-14.88% Jan 2021 Sep 2022 (21) In progress (38) 9.21
-14.76% Jan 2022 Oct 2023 (22) In progress (26) 10.39
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-10.68% Feb 1994 Oct 1994 (9) May 1995 (16) 7.40
-10.03% Mar 2008 Nov 2008 (9) Jul 2009 (17) 4.88
-9.45% Mar 1987 Sep 1987 (7) Jan 1988 (11) 4.91
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-8.68% Feb 1994 Aug 1994 (7) Jul 1995 (18) 5.98
-8.31% Dec 1996 Apr 1997 (5) Sep 1998 (22) 4.42
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-4.82% Apr 1987 Sep 1987 (6) Dec 1987 (9) 2.61
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77
-4.70% Mar 1988 May 1988 (3) Sep 1988 (7) 2.66
-4.42% Dec 1989 Apr 1990 (5) Jun 1990 (7) 2.28
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17
-4.24% May 2013 Aug 2013 (4) May 2014 (13) 2.62
-4.18% May 1986 May 1986 (1) Jun 1986 (2) 2.41
-3.82% Jan 1992 Apr 1992 (4) Jun 1992 (6) 2.47

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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Year Return Drawdown Return Drawdown
2024
-1.12%
-1.12%
-0.72%
-1.05%
2023
+8.79%
-1.89%
+3.27%
-5.35%
2022
-12.76%
-12.90%
-13.10%
-14.74%
2021
-2.28%
-2.58%
+5.67%
-1.95%
2020
+4.65%
-2.91%
+10.84%
-1.76%
2019
+7.87%
-1.68%
+8.35%
-1.14%
2018
+2.81%
-0.57%
-1.42%
-2.47%
2017
+2.40%
-0.98%
+2.92%
-0.91%
2016
+4.61%
-2.49%
+4.68%
-2.64%
2015
+1.19%
-2.88%
-1.75%
-4.83%
2014
+8.74%
-0.13%
+3.59%
-2.59%
2013
-0.81%
-4.24%
-8.49%
-9.10%
2012
+9.54%
0.00%
+6.39%
-1.43%
2011
+8.60%
-0.56%
+13.28%
-0.01%
2010
+8.53%
-1.97%
+6.14%
-3.05%
2009
+15.30%
-0.78%
+8.94%
-2.24%
2008
-2.35%
-10.03%
+0.04%
-11.79%
2007
+4.99%
-1.62%
+11.92%
-1.52%
2006
+2.94%
-0.81%
+0.28%
-2.37%
2005
+4.98%
-1.02%
+2.49%
-2.47%
2004
+6.11%
-0.89%
+8.28%
-4.82%
2003
+3.93%
-2.34%
+8.00%
-5.32%
2002
+9.29%
-1.02%
+16.61%
-2.75%
2001
+10.83%
-1.10%
+7.61%
-3.37%
2000
+9.20%
-0.42%
+17.65%
-0.84%
1999
+0.29%
-3.17%
-4.47%
-5.32%
1998
+17.11%
-2.26%
+9.27%
-0.76%
1997
-4.84%
-7.85%
+12.71%
-2.48%
1996
+4.66%
-1.82%
+1.33%
-6.47%
1995
+21.23%
-0.60%
+23.02%
-0.42%
1994
-7.29%
-8.68%
-6.25%
-10.68%
1993
+16.41%
0.00%
+15.75%
-1.45%
1992
+11.90%
-2.20%
+8.74%
-3.82%
1991
+21.42%
-0.43%
+18.60%
-0.30%
1990
+7.20%
-3.40%
+8.20%
-4.32%
1989
+11.10%
-2.18%
+15.77%
-2.48%
1988
+8.79%
-1.14%
+6.51%
-4.70%
1987
+3.47%
-4.82%
-0.24%
-9.45%
1986
+16.37%
-3.35%
+18.39%
-4.18%
1985
+24.95%
-3.70%
+26.04%
-3.65%