US Inflation Protection Portfolio vs Ray Dalio All Weather Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2025 (~40 years)
Consolidated Returns as of 31 May 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1985/01 - 2025/05)
Inflation Adjusted:
US Inflation Protection Portfolio
1.00$
Invested 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$
Invested Capital
June 1995
2.03$
Final Capital
May 2025
2.39%
Yearly Return
5.86%
Std Deviation
-23.54%
Max Drawdown
46months*
Recovery Period
* in progress
1.00$
Invested 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$
Invested 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
Ray Dalio All Weather Portfolio
1.00$
Invested Capital
June 1995
8.31$
Final Capital
May 2025
7.31%
Yearly Return
7.44%
Std Deviation
-20.58%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Invested Capital
June 1995
3.94$
Final Capital
May 2025
4.68%
Yearly Return
7.44%
Std Deviation
-27.85%
Max Drawdown
45months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
28.48$
Final Capital
May 2025
8.64%
Yearly Return
7.50%
Std Deviation
-20.58%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
9.37$
Final Capital
May 2025
5.69%
Yearly Return
7.50%
Std Deviation
-27.85%
Max Drawdown
45months*
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 Ray Dalio All Weather Portfolio obtained a 7.31% compound annual return, with a 7.44% standard deviation. It suffered a maximum drawdown of -20.58% which has been ongoing for 41 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.

US Inflation Protection Portfolio
Weight
(%)		 Ticker Name
100.00
TIP
iShares TIPS Bond
Ray Dalio All Weather Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
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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
Capital Growth
30 Years
(1995/06 - 2025/05)
All Data
(1985/01 - 2025/05)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Inflation Protection
 1 $ 4.29 $ 328.77% 4.97%
Ray Dalio All Weather Portfolio
Ray Dalio 		1 $ 8.31 $ 730.98% 7.31%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Inflation Protection
 1 $ 2.03 $ 103.38% 2.39%
Ray Dalio All Weather Portfolio
Ray Dalio 		1 $ 3.94 $ 294.16% 4.68%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Inflation Protection
 1 $ 13.40 $ 1 240.36% 6.63%
Ray Dalio All Weather Portfolio
Ray Dalio 		1 $ 28.48 $ 2 748.22% 8.64%
Jan 1985 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Inflation Protection
 1 $ 4.41 $ 340.99% 3.74%
Ray Dalio All Weather Portfolio
Ray Dalio 		1 $ 9.37 $ 837.08% 5.69%
Jan 1985 May 2025

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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_ray_dalio.webp All Weather Portfolio
Ray Dalio 		2.43 0.42 -1.10 7.51 2.77 4.86 7.31 8.64
Returns over 1 year are 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)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/05)
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US Inflation Protection All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 5.47 7.51
Infl. Adjusted (%) 3.02 5.02
DRAWDOWN
Deepest Drawdown Depth (%) -3.05 -3.45
Start to Recovery (months) 5 3
Longest Drawdown Depth (%) -3.05 -1.94
Start to Recovery (months) 5 3*
Longest Negative Period (months) 5 8*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.24 6.70
Sharpe Ratio 0.18 0.42
Sortino Ratio 0.23 0.52
Ulcer Index 1.17 1.43
Ratio: Return / Standard Deviation 1.29 1.12
Ratio: Return / Deepest Drawdown 1.79 2.18
Metrics calculated over the period 1 June 2024 - 31 May 2025
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US Inflation Protection All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 1.08 2.77
Infl. Adjusted (%) -3.38 -1.77
DRAWDOWN
Deepest Drawdown Depth (%) -14.76 -20.58
Start to Recovery (months) 41* 41*
Longest Drawdown Depth (%) -14.76 -20.58
Start to Recovery (months) 41* 41*
Longest Negative Period (months) 54 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.30 10.34
Sharpe Ratio -0.24 0.02
Sortino Ratio -0.32 0.02
Ulcer Index 7.97 9.55
Ratio: Return / Standard Deviation 0.17 0.27
Ratio: Return / Deepest Drawdown 0.07 0.13
Metrics calculated over the period 1 June 2020 - 31 May 2025
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US Inflation Protection All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 2.17 4.86
Infl. Adjusted (%) -0.87 1.73
DRAWDOWN
Deepest Drawdown Depth (%) -14.76 -20.58
Start to Recovery (months) 41* 41*
Longest Drawdown Depth (%) -14.76 -20.58
Start to Recovery (months) 41* 41*
Longest Negative Period (months) 54 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.13 8.45
Sharpe Ratio 0.07 0.36
Sortino Ratio 0.10 0.50
Ulcer Index 5.72 6.95
Ratio: Return / Standard Deviation 0.42 0.57
Ratio: Return / Deepest Drawdown 0.15 0.24
Metrics calculated over the period 1 June 2015 - 31 May 2025
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US Inflation Protection All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 4.97 7.31
Infl. Adjusted (%) 2.39 4.68
DRAWDOWN
Deepest Drawdown Depth (%) -14.76 -20.58
Start to Recovery (months) 41* 41*
Longest Drawdown Depth (%) -9.24 -20.58
Start to Recovery (months) 76 41*
Longest Negative Period (months) 77 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.86 7.44
Sharpe Ratio 0.46 0.68
Sortino Ratio 0.62 0.91
Ulcer Index 4.22 4.46
Ratio: Return / Standard Deviation 0.85 0.98
Ratio: Return / Deepest Drawdown 0.34 0.36
Metrics calculated over the period 1 June 1995 - 31 May 2025
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US Inflation Protection All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 6.63 8.64
Infl. Adjusted (%) 3.74 5.69
DRAWDOWN
Deepest Drawdown Depth (%) -14.76 -20.58
Start to Recovery (months) 41* 41*
Longest Drawdown Depth (%) -9.24 -20.58
Start to Recovery (months) 76 41*
Longest Negative Period (months) 77 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.57 7.50
Sharpe Ratio 0.53 0.73
Sortino Ratio 0.74 1.00
Ulcer Index 4.02 4.03
Ratio: Return / Standard Deviation 1.01 1.15
Ratio: Return / Deepest Drawdown 0.45 0.42
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)
30 Years
(1995/06 - 2025/05)

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US Inflation Protection All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-20.58 41* Jan 2022
In progress
-14.76 41* Jan 2022
In progress
-11.79 13 Sep 2008
Sep 2009
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-9.24 76 Dec 2012
Mar 2019
-6.66 17 Feb 2015
Jun 2016
-6.47 9 Feb 1996
Oct 1996
-6.42 13 Aug 2016
Aug 2017
-5.32 14 Feb 1999
Mar 2000
-5.32 7 Jun 2003
Dec 2003
-5.29 9 May 2013
Jan 2014
-4.83 4 Jul 1998
Oct 1998
-4.82 5 Apr 2004
Aug 2004
-4.76 6 Apr 2004
Sep 2004

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US Inflation Protection All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-20.58 41* Jan 2022
In progress
-14.76 41* Jan 2022
In progress
-11.79 13 Sep 2008
Sep 2009
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-10.68 16 Feb 1994
May 1995
-9.45 11 Mar 1987
Jan 1988
-9.24 76 Dec 2012
Mar 2019
-8.78 13 Sep 1987
Sep 1988
-6.83 14 Feb 1994
Mar 1995
-6.66 17 Feb 2015
Jun 2016
-6.47 9 Feb 1996
Oct 1996
-6.42 13 Aug 2016
Aug 2017
-5.51 7 Jan 1990
Jul 1990
-5.32 14 Feb 1999
Mar 2000

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 All Weather Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.73 -0.63 2.43 -1.94
2024
 1.65 -3.05 6.36 -3.73
2023
 3.27 -5.35 9.95 -9.25
2022
 -13.10 -14.74 -18.39 -20.58
2021
 5.67 -1.95 8.27 -3.74
2020
 10.84 -1.76 15.88 -3.68
2019
 8.35 -1.14 17.93 -0.83
2018
 -1.42 -2.47 -3.02 -4.71
2017
 2.92 -0.91 11.55 -0.49
2016
 4.68 -2.64 6.50 -6.42
2015
 -1.75 -4.83 -3.23 -6.66
2014
 3.59 -2.59 12.89 -2.52
2013
 -8.49 -9.10 1.71 -5.29
2012
 6.39 -1.43 7.02 -1.33
2011
 13.28 -0.01 15.64 -2.00
2010
 6.14 -3.05 12.88 -0.69
2009
 8.94 -2.24 2.71 -11.57
2008
 0.04 -11.79 2.38 -11.38
2007
 11.92 -1.52 11.88 -1.20
2006
 0.28 -2.37 6.93 -1.71
2005
 2.49 -2.47 8.55 -2.99
2004
 8.28 -4.82 9.41 -4.76
2003
 8.00 -5.32 13.96 -4.74
2002
 16.61 -2.75 7.77 -1.56
2001
 7.61 -3.37 -2.77 -4.61
2000
 17.65 -0.84 10.15 -2.26
1999
 -4.47 -5.32 6.28 -3.79
1998
 9.27 -0.76 11.05 -4.83
1997
 12.71 -2.48 13.54 -2.89
1996
 1.33 -6.47 8.27 -2.11
1995
 23.02 -0.42 27.44 0.00
1994
 -6.25 -10.68 -3.28 -6.83
1993
 15.75 -1.45 12.02 -1.98
1992
 8.74 -3.82 6.76 -2.23
1991
 18.60 -0.30 17.98 -1.86
1990
 8.20 -4.32 3.85 -5.51
1989
 15.77 -2.48 20.45 -1.14
1988
 6.51 -4.70 10.59 -1.93
1987
 -0.24 -9.45 3.47 -8.78
1986
 18.39 -4.18 20.56 -3.75
1985
 26.04 -3.65 28.68 -2.13
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