US Inflation Protection Portfolio vs The Lazy Team High Yield Bonds Income Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2025 (~40 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
US Inflation Protection Portfolio
1.00$
Initial Capital
June 1995
4.29$
Final Capital
May 2025
4.97%
Yearly Return
5.86%
Std Deviation
-14.76%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Initial Capital
June 1995
2.04$
Final Capital
May 2025
2.40%
Yearly Return
5.86%
Std Deviation
-23.54%
Max Drawdown
46months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
13.40$
Final Capital
May 2025
6.63%
Yearly Return
6.57%
Std Deviation
-14.76%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
4.41$
Final Capital
May 2025
3.74%
Yearly Return
6.57%
Std Deviation
-23.54%
Max Drawdown
46months*
Recovery Period
* in progress
The Lazy Team High Yield Bonds Income Portfolio
1.00$
Initial Capital
June 1995
6.72$
Final Capital
May 2025
6.56%
Yearly Return
8.80%
Std Deviation
-23.97%
Max Drawdown
21months
Recovery Period
1.00$
Initial Capital
June 1995
3.19$
Final Capital
May 2025
3.94%
Yearly Return
8.80%
Std Deviation
-29.88%
Max Drawdown
53months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
19.98$
Final Capital
May 2025
7.69%
Yearly Return
8.15%
Std Deviation
-23.97%
Max Drawdown
21months
Recovery Period
1.00$
Initial Capital
January 1985
6.58$
Final Capital
May 2025
4.77%
Yearly Return
8.15%
Std Deviation
-29.88%
Max Drawdown
53months*
Recovery Period
* in progress

As of May 2025, in the previous 30 Years, the US Inflation Protection Portfolio obtained a 4.97% compound annual return, with a 5.86% standard deviation. It suffered a maximum drawdown of -14.76% which has been ongoing for 41 months and is still in progress.

As of May 2025, in the previous 30 Years, the The Lazy Team High Yield Bonds Income Portfolio obtained a 6.56% compound annual return, with a 8.80% standard deviation. It suffered a maximum drawdown of -23.97% that required 21 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.

US Inflation Protection Portfolio
Weight
(%)		 Ticker Name
100.00
TIP
iShares TIPS Bond
The Lazy Team High Yield Bonds Income Portfolio
Weight
(%)		 Ticker Name
25.00
EMB
iShares JP Morgan USD Em Mkts Bd
25.00
JNK
SPDR Barclays High Yield Bond ETF
25.00
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
25.00
HYG
iShares iBoxx $ High Yield Corporate Bond
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Portfolio Returns as of May 31, 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 - 31 May 2025 (~40 years)
Swipe left to see all data
Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Inflation Protection
-- Market Benchmark 		3.73 -0.63 1.95 5.47 1.08 2.17 4.97 6.63
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp High Yield Bonds Income
The Lazy Team 		2.54 1.18 0.40 6.92 2.01 3.21 6.56 7.69
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

US Inflation Protection Portfolio: an investment of 1$, since June 1995, now would be worth 4.29$, with a total return of 328.77% (4.97% annualized).

The Lazy Team High Yield Bonds Income Portfolio: an investment of 1$, since June 1995, now would be worth 6.72$, with a total return of 571.88% (6.56% annualized).


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US Inflation Protection Portfolio: an investment of 1$, since January 1985, now would be worth 13.40$, with a total return of 1240.36% (6.63% annualized).

The Lazy Team High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 19.98$, with a total return of 1897.52% (7.69% annualized).


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Portfolio Metrics as of May 31, 2025

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

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)
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US Inflation Protection High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.47
6.92
Infl. Adjusted Return (%) 3.10 4.53
DRAWDOWN
Deepest Drawdown Depth (%) -3.05
-2.38
Start to Recovery (months)
5
5
Longest Drawdown Depth (%) -3.05
-2.38
Start to Recovery (months)
5
5
Longest Negative Period (months)
5
7
RISK INDICATORS
Standard Deviation (%)
4.24
5.58
Sharpe Ratio 0.18
0.40
Sortino Ratio 0.23
0.51
Ulcer Index 1.17
1.14
Ratio: Return / Standard Deviation
1.29
1.24
Ratio: Return / Deepest Drawdown 1.79
2.90
Metrics calculated over the period 1 June 2024 - 31 May 2025
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US Inflation Protection High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.08
2.01
Infl. Adjusted Return (%) -3.36 -2.48
DRAWDOWN
Deepest Drawdown Depth (%)
-14.76
-21.84
Start to Recovery (months)
41*
45*
Longest Drawdown Depth (%)
-14.76
-21.84
Start to Recovery (months)
41*
45*
Longest Negative Period (months) 54
52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)
6.30
9.67
Sharpe Ratio -0.24
-0.06
Sortino Ratio -0.32
-0.09
Ulcer Index
7.97
9.64
Ratio: Return / Standard Deviation 0.17
0.21
Ratio: Return / Deepest Drawdown 0.07
0.09
Metrics calculated over the period 1 June 2020 - 31 May 2025
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US Inflation Protection High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.17
3.21
Infl. Adjusted Return (%) -0.86 0.15
DRAWDOWN
Deepest Drawdown Depth (%)
-14.76
-21.84
Start to Recovery (months)
41*
45*
Longest Drawdown Depth (%)
-14.76
-21.84
Start to Recovery (months)
41*
45*
Longest Negative Period (months)
54
65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)
5.13
8.85
Sharpe Ratio 0.07
0.16
Sortino Ratio 0.10
0.21
Ulcer Index
5.72
7.17
Ratio: Return / Standard Deviation
0.42
0.36
Ratio: Return / Deepest Drawdown
0.15
0.15
Metrics calculated over the period 1 June 2015 - 31 May 2025
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US Inflation Protection High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.97
6.56
Infl. Adjusted Return (%) 2.40 3.94
DRAWDOWN
Deepest Drawdown Depth (%)
-14.76
-23.97
Start to Recovery (months) 41*
21
Longest Drawdown Depth (%)
-9.24
-21.84
Start to Recovery (months) 76
45*
Longest Negative Period (months) 77
65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)
5.86
8.80
Sharpe Ratio 0.46
0.49
Sortino Ratio 0.62
0.65
Ulcer Index
4.22
5.14
Ratio: Return / Standard Deviation
0.85
0.74
Ratio: Return / Deepest Drawdown
0.34
0.27
Metrics calculated over the period 1 June 1995 - 31 May 2025
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US Inflation Protection High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.63
7.69
Infl. Adjusted Return (%) 3.74 4.77
DRAWDOWN
Deepest Drawdown Depth (%)
-14.76
-23.97
Start to Recovery (months) 41*
21
Longest Drawdown Depth (%)
-9.24
-21.84
Start to Recovery (months) 76
45*
Longest Negative Period (months) 77
65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)
6.57
8.15
Sharpe Ratio 0.53
0.56
Sortino Ratio
0.74
0.74
Ulcer Index
4.02
4.65
Ratio: Return / Standard Deviation
1.01
0.94
Ratio: Return / Deepest Drawdown
0.45
0.32
Metrics calculated over the period 1 January 1985 - 31 May 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 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)

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US Inflation Protection High Yield Bonds Income
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.97 21 Nov 2007
Jul 2009
-21.84 45* Sep 2021
In progress
-14.76 41* Jan 2022
In progress
-11.99 6 Feb 2020
Jul 2020
-11.79 13 Sep 2008
Sep 2009
-9.24 76 Dec 2012
Mar 2019
-8.48 9 Aug 1998
Apr 1999
-7.79 16 Mar 2015
Jun 2016
-6.71 10 May 2013
Feb 2014
-6.70 7 May 2002
Nov 2002
-6.47 9 Feb 1996
Oct 1996
-5.32 14 Feb 1999
Mar 2000
-5.32 7 Jun 2003
Dec 2003
-4.82 5 Apr 2004
Aug 2004
-4.56 5 Apr 2004
Aug 2004

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US Inflation Protection High Yield Bonds Income
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.97 21 Nov 2007
Jul 2009
-21.84 45* Sep 2021
In progress
-14.76 41* Jan 2022
In progress
-11.99 6 Feb 2020
Jul 2020
-11.79 13 Sep 2008
Sep 2009
-10.68 16 Feb 1994
May 1995
-9.45 11 Mar 1987
Jan 1988
-9.24 76 Dec 2012
Mar 2019
-8.48 9 Aug 1998
Apr 1999
-7.89 7 Aug 1990
Feb 1991
-7.79 16 Mar 2015
Jun 2016
-7.63 12 Mar 1987
Feb 1988
-7.41 16 Feb 1994
May 1995
-6.71 10 May 2013
Feb 2014
-6.70 7 May 2002
Nov 2002

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 - 31 May 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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US Inflation Protection High Yield Bonds Income
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
3.73
-0.63 2.54 -1.72
2024
 1.65 -3.05
4.74
-2.49
2023
 3.27 -5.35
11.21
-5.59
2022
-13.10
-14.74 -16.88 -21.38
2021
5.67
-1.95 0.88 -3.16
2020
10.84
-1.76 7.08 -11.99
2019
 8.35 -1.14
16.98
-0.39
2018
-1.42
-2.47 -4.53 -4.53
2017
 2.92 -0.91
8.78
-0.17
2016
 4.68 -2.64
12.01
-3.93
2015
-1.75
-4.83 -3.94 -6.90
2014
 3.59 -2.59
6.28
-2.37
2013
 -8.49 -9.10
-0.40
-6.71
2012
 6.39 -1.43
12.61
-1.87
2011
13.28
-0.01 9.07 -4.40
2010
 6.14 -3.05
11.52
-3.24
2009
 8.94 -2.24
23.52
-10.62
2008
0.04
-11.79 -10.54 -23.59
2007
11.92
-1.52 3.36 -3.84
2006
 0.28 -2.37
7.28
-2.69
2005
 2.49 -2.47
5.61
-2.30
2004
 8.28 -4.82
9.55
-4.56
2003
 8.00 -5.32
18.30
-3.91
2002
16.61
-2.75 7.38 -6.70
2001
 7.61 -3.37
10.89
-3.49
2000
17.65
-0.84 6.15 -3.14
1999
 -4.47 -5.32
6.34
-3.60
1998
9.27
-0.76 2.17 -8.48
1997
 12.71 -2.48
13.61
-2.54
1996
 1.33 -6.47
14.28
-2.87
1995
23.02
-0.42 22.64 -0.20
1994
 -6.25 -10.68
-4.27
-7.41
1993
 15.75 -1.45
18.58
-0.44
1992
 8.74 -3.82
12.00
-2.11
1991
 18.60 -0.30
25.88
0.00
1990
8.20
-4.32 -0.59 -7.89
1989
15.77
-2.48 8.29 -0.68
1988
 6.51 -4.70
11.12
-1.52
1987
 -0.24 -9.45
0.07
-7.63
1986
18.39
-4.18 15.01 -0.64
1985
26.04
-3.65 21.64 -1.39
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