US Inflation Protection Portfolio vs US Stocks Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - August 2025 (~41 years)
Consolidated Returns as of 31 August 2025
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
30 Years
(1995/09 - 2025/08)
All Data
(1985/01 - 2025/08)
Inflation Adjusted:
US Inflation Protection Portfolio
1.00$
Invested Capital
September 1995
4.30$
Final Capital
August 2025
4.98%
Yearly Return
5.86%
Std Deviation
-14.76%
Max Drawdown
44months*
Recovery Period
* in progress
1.00$
Invested Capital
September 1995
2.03$
Final Capital
August 2025
2.39%
Yearly Return
5.86%
Std Deviation
-23.54%
Max Drawdown
49months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
13.75$
Final Capital
August 2025
6.66%
Yearly Return
6.56%
Std Deviation
-14.76%
Max Drawdown
44months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
4.48$
Final Capital
August 2025
3.76%
Yearly Return
6.56%
Std Deviation
-23.54%
Max Drawdown
49months*
Recovery Period
* in progress
US Stocks Portfolio
1.00$
Invested Capital
September 1995
19.16$
Final Capital
August 2025
10.34%
Yearly Return
15.65%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Invested Capital
September 1995
9.06$
Final Capital
August 2025
7.62%
Yearly Return
15.65%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1985
83.50$
Final Capital
August 2025
11.49%
Yearly Return
15.39%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Invested Capital
January 1985
27.24$
Final Capital
August 2025
8.47%
Yearly Return
15.39%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period

As of August 2025, in the previous 30 Years, the US Inflation Protection Portfolio obtained a 4.98% compound annual return, with a 5.86% standard deviation. It suffered a maximum drawdown of -14.76% which has been ongoing for 44 months and is still in progress.

As of August 2025, in the previous 30 Years, the US Stocks Portfolio obtained a 10.34% compound annual return, with a 15.65% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 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
US Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
VTI
Vanguard Total Stock Market
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Portfolio Returns as of Aug 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/09 - 2025/08)
All Data
(1985/01 - 2025/08)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Inflation Protection
 1 $ 4.30 $ 329.74% 4.98%
US Stocks
 1 $ 19.16 $ 1 816.50% 10.34%
Sep 1995 Aug 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Inflation Protection
 1 $ 2.03 $ 103.15% 2.39%
US Stocks
 1 $ 9.06 $ 805.97% 7.62%
Sep 1995 Aug 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Inflation Protection
 1 $ 13.75 $ 1 274.88% 6.66%
US Stocks
 1 $ 83.50 $ 8 250.17% 11.49%
Jan 1985 Aug 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Inflation Protection
 1 $ 4.48 $ 348.45% 3.76%
US Stocks
 1 $ 27.24 $ 2 623.60% 8.47%
Jan 1985 Aug 2025

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Return (%) as of Aug 31, 2025
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Inflation Protection
-- Market Benchmark 		6.40 1.61 2.75 4.70 0.76 2.58 4.98 6.66
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark 		10.51 2.35 9.33 15.78 14.07 13.94 10.34 11.49
Returns over 1 year are annualized.
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Portfolio Metrics as of Aug 31, 2025

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

METRIC COMPARISON
Period: 1 September 2024 - 31 August 2025 (1 year)
Period: 1 September 2020 - 31 August 2025 (5 years)
Period: 1 September 2015 - 31 August 2025 (10 years)
Period: 1 September 1995 - 31 August 2025 (30 years)
Period: 1 January 1985 - 31 August 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/08)
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US Inflation Protection US Stocks
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 100% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.70 15.78
Infl. Adjusted (%) 1.69 12.44
DRAWDOWN
Deepest Drawdown Depth (%) -3.05 -8.40
Start to Recovery (months) 5 7
Longest Drawdown Depth (%) -3.05 -8.40
Start to Recovery (months) 5 7
Longest Negative Period (months) 5 8
RISK INDICATORS
Standard Deviation (%) 4.23 12.76
Sharpe Ratio 0.06 0.89
Sortino Ratio 0.08 1.21
Ulcer Index 1.17 3.41
Ratio: Return / Standard Deviation 1.11 1.24
Ratio: Return / Deepest Drawdown 1.54 1.88
Metrics calculated over the period 1 September 2024 - 31 August 2025
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US Inflation Protection US Stocks
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 100% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 0.76 14.07
Infl. Adjusted (%) -3.60 9.14
DRAWDOWN
Deepest Drawdown Depth (%) -14.76 -24.81
Start to Recovery (months) 44* 24
Longest Drawdown Depth (%) -14.76 -24.81
Start to Recovery (months) 44* 24
Longest Negative Period (months) 53 30
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.24 16.18
Sharpe Ratio -0.33 0.69
Sortino Ratio -0.43 0.94
Ulcer Index 8.02 8.64
Ratio: Return / Standard Deviation 0.12 0.87
Ratio: Return / Deepest Drawdown 0.05 0.57
Metrics calculated over the period 1 September 2020 - 31 August 2025
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US Inflation Protection US Stocks
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 100% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.58 13.94
Infl. Adjusted (%) -0.52 10.50
DRAWDOWN
Deepest Drawdown Depth (%) -14.76 -24.81
Start to Recovery (months) 44* 24
Longest Drawdown Depth (%) -14.76 -24.81
Start to Recovery (months) 44* 24
Longest Negative Period (months) 54 30
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.13 15.73
Sharpe Ratio 0.13 0.77
Sortino Ratio 0.17 1.02
Ulcer Index 5.74 6.94
Ratio: Return / Standard Deviation 0.50 0.89
Ratio: Return / Deepest Drawdown 0.17 0.56
Metrics calculated over the period 1 September 2015 - 31 August 2025
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US Inflation Protection US Stocks
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 100% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.98 10.34
Infl. Adjusted (%) 2.39 7.62
DRAWDOWN
Deepest Drawdown Depth (%) -14.76 -50.84
Start to Recovery (months) 44* 53
Longest Drawdown Depth (%) -9.24 -43.94
Start to Recovery (months) 76 67
Longest Negative Period (months) 77 139
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.86 15.65
Sharpe Ratio 0.46 0.52
Sortino Ratio 0.63 0.67
Ulcer Index 4.23 14.32
Ratio: Return / Standard Deviation 0.85 0.66
Ratio: Return / Deepest Drawdown 0.34 0.20
Metrics calculated over the period 1 September 1995 - 31 August 2025
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US Inflation Protection US Stocks
Author
ASSET ALLOCATION
Stocks 0% 100%
Fixed Income 100% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.66 11.49
Infl. Adjusted (%) 3.76 8.47
DRAWDOWN
Deepest Drawdown Depth (%) -14.76 -50.84
Start to Recovery (months) 44* 53
Longest Drawdown Depth (%) -9.24 -43.94
Start to Recovery (months) 76 67
Longest Negative Period (months) 77 139
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.56 15.39
Sharpe Ratio 0.53 0.54
Sortino Ratio 0.75 0.70
Ulcer Index 4.02 12.81
Ratio: Return / Standard Deviation 1.02 0.75
Ratio: Return / Deepest Drawdown 0.45 0.23
Metrics calculated over the period 1 January 1985 - 31 August 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 September 1995 - 31 August 2025 (30 years)
Period: 1 January 1985 - 31 August 2025 (~41 years)
30 Years
(1995/09 - 2025/08)

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US Inflation Protection US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-50.84 53 Nov 2007
Mar 2012
-43.94 67 Sep 2000
Mar 2006
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-17.57 5 Jul 1998
Nov 1998
-14.76 44* Jan 2022
In progress
-14.20 7 Oct 2018
Apr 2019
-11.79 13 Sep 2008
Sep 2009
-9.24 76 Dec 2012
Mar 2019
-8.84 12 Jun 2015
May 2016
-8.44 5 Apr 2000
Aug 2000
-8.40 7 Dec 2024
Jun 2025
-6.82 5 Apr 2012
Aug 2012
-6.47 9 Feb 1996
Oct 1996
-6.45 2 May 2019
Jun 2019

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US Inflation Protection US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-50.84 53 Nov 2007
Mar 2012
-43.94 67 Sep 2000
Mar 2006
-29.34 21 Sep 1987
May 1989
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-17.57 5 Jul 1998
Nov 1998
-16.20 9 Jun 1990
Feb 1991
-14.76 44* Jan 2022
In progress
-14.20 7 Oct 2018
Apr 2019
-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
-8.84 12 Jun 2015
May 2016
-8.44 5 Apr 2000
Aug 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 August 2025 (~41 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 US Stocks
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 6.40 -0.63 10.51 -8.31
2024
 1.65 -3.05 23.81 -4.34
2023
 3.27 -5.35 26.05 -9.11
2022
 -13.10 -14.74 -19.51 -24.81
2021
 5.67 -1.95 25.67 -4.46
2020
 10.84 -1.76 21.03 -20.84
2019
 8.35 -1.14 30.67 -6.45
2018
 -1.42 -2.47 -5.21 -14.20
2017
 2.92 -0.91 21.21 0.00
2016
 4.68 -2.64 12.83 -5.73
2015
 -1.75 -4.83 0.36 -8.84
2014
 3.59 -2.59 12.54 -3.17
2013
 -8.49 -9.10 33.45 -3.03
2012
 6.39 -1.43 16.45 -6.82
2011
 13.28 -0.01 0.97 -17.58
2010
 6.14 -3.05 17.42 -13.26
2009
 8.94 -2.24 28.89 -17.72
2008
 0.04 -11.79 -36.98 -38.08
2007
 11.92 -1.52 5.37 -5.23
2006
 0.28 -2.37 15.69 -3.22
2005
 2.49 -2.47 6.31 -4.48
2004
 8.28 -4.82 12.79 -3.56
2003
 8.00 -5.32 30.75 -4.27
2002
 16.61 -2.75 -20.47 -27.18
2001
 7.61 -3.37 -10.97 -23.65
2000
 17.65 -0.84 -10.57 -15.87
1999
 -4.47 -5.32 23.81 -6.42
1998
 9.27 -0.76 23.26 -17.57
1997
 12.71 -2.48 30.99 -4.56
1996
 1.33 -6.47 20.96 -6.17
1995
 23.02 -0.42 35.79 -1.17
1994
 -6.25 -10.68 -0.17 -7.43
1993
 15.75 -1.45 10.62 -2.77
1992
 8.74 -3.82 9.11 -2.40
1991
 18.60 -0.30 32.39 -4.47
1990
 8.20 -4.32 -6.08 -16.20
1989
 15.77 -2.48 28.12 -3.05
1988
 6.51 -4.70 17.32 -3.42
1987
 -0.24 -9.45 2.61 -29.34
1986
 18.39 -4.18 14.57 -7.92
1985
 26.04 -3.65 31.27 -4.77
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