US Stocks/Bonds 80/20 To CAD Portfolio vs Harry Browne US Permanent Portfolio To CAD Portfolio Comparison

Simulation Settings
Period: August 1953 - April 2025 (~72 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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Results
30 Years
All (since August 1953)
Inflation Adjusted:
US Stocks/Bonds 80/20 To CAD Portfolio
1.00$
Initial Capital
May 1995
14.13$
Final Capital
April 2025
9.23%
Yearly Return
10.60%
Std Deviation
-33.84%
Max Drawdown
148months
Recovery Period
1.00$
Initial Capital
May 1995
7.56$
Final Capital
April 2025
6.98%
Yearly Return
10.60%
Std Deviation
-44.36%
Max Drawdown
159months
Recovery Period
1.00$
Initial Capital
August 1953
1.4K$
Final Capital
April 2025
10.64%
Yearly Return
11.38%
Std Deviation
-37.54%
Max Drawdown
39months
Recovery Period
1.00$
Initial Capital
August 1953
120.61$
Final Capital
April 2025
6.91%
Yearly Return
11.38%
Std Deviation
-47.79%
Max Drawdown
95months
Recovery Period
Harry Browne US Permanent Portfolio To CAD
1.00$
Initial Capital
May 1995
7.41$
Final Capital
April 2025
6.90%
Yearly Return
7.62%
Std Deviation
-12.07%
Max Drawdown
20months
Recovery Period
1.00$
Initial Capital
May 1995
3.97$
Final Capital
April 2025
4.70%
Yearly Return
7.62%
Std Deviation
-19.81%
Max Drawdown
51months
Recovery Period
1.00$
Initial Capital
August 1953
267.38$
Final Capital
April 2025
8.10%
Yearly Return
7.30%
Std Deviation
-13.09%
Max Drawdown
28months
Recovery Period
1.00$
Initial Capital
August 1953
22.73$
Final Capital
April 2025
4.45%
Yearly Return
7.30%
Std Deviation
-22.02%
Max Drawdown
39months
Recovery Period

As of April 2025, in the previous 30 Years, the US Stocks/Bonds 80/20 To CAD Portfolio obtained a 9.23% compound annual return, with a 10.60% standard deviation. It suffered a maximum drawdown of -33.84% that required 148 months to be recovered.

As of April 2025, in the previous 30 Years, the Harry Browne US Permanent Portfolio To CAD obtained a 6.90% compound annual return, with a 7.62% standard deviation. It suffered a maximum drawdown of -12.07% that required 20 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 Stocks/Bonds 80/20 To CAD Portfolio
Weight
(%)		 Ticker Name
80.00
VUN.TO
Vanguard US Total Market Index
20.00
ZUAG.TO
BMO US Aggregate Bond Index
Harry Browne US Permanent Portfolio To CAD
Weight
(%)		 Ticker Name
25.00
VUN.TO
Vanguard US Total Market Index
25.00
XTLT.TO
iShares 20+ Year US Treasury Bond Index
25.00
ZUCM.TO
BMO USD Cash Management ETF
25.00
ZGLD.TO
BMO Gold Bullion ETF CAD Units
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in CAD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 August 1953 - 30 April 2025 (~72 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~72Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks/Bonds 80/20
-- Market Benchmark 		-7.78 -4.55 -2.29 10.82 11.39 10.69 9.23 10.64
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_harry_browne.webp US Permanent Portfolio
Harry Browne 		1.75 -3.10 3.57 16.39 5.37 7.33 6.90 8.10
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

US Stocks/Bonds 80/20 To CAD Portfolio: an investment of 1$, since May 1995, now would be worth 14.13$, with a total return of 1312.58% (9.23% annualized).

Harry Browne US Permanent Portfolio To CAD: an investment of 1$, since May 1995, now would be worth 7.41$, with a total return of 641.05% (6.90% annualized).


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US Stocks/Bonds 80/20 To CAD Portfolio: an investment of 1$, since August 1953, now would be worth 1418.70$, with a total return of 141769.85% (10.64% annualized).

Harry Browne US Permanent Portfolio To CAD: an investment of 1$, since August 1953, now would be worth 267.38$, with a total return of 26637.83% (8.10% 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 August 1953 - 30 April 2025 (~72 years)
Swipe left to see all data
US Stocks/Bonds 80/20 To CAD US Permanent Portfolio To CAD
Author Harry Browne
ASSET ALLOCATION
Stocks 80% 25%
Fixed Income 20% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 10.82 16.39
Infl. Adjusted Return (%) 8.86 14.32
DRAWDOWN
Deepest Drawdown Depth (%) -10.98 -3.10
Start to Recovery (months) 3* 1*
Longest Drawdown Depth (%) -10.98 -0.61
Start to Recovery (months) 3* 2
Longest Negative Period (months) 7* 3*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.49 6.62
Sharpe Ratio 0.52 1.75
Sortino Ratio 0.68 2.24
Ulcer Index 3.60 0.88
Ratio: Return / Standard Deviation 0.94 2.47
Ratio: Return / Deepest Drawdown 0.99 5.29
Metrics calculated over the period 1 May 2024 - 30 April 2025
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US Stocks/Bonds 80/20 To CAD US Permanent Portfolio To CAD
Author Harry Browne
ASSET ALLOCATION
Stocks 80% 25%
Fixed Income 20% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 11.39 5.37
Infl. Adjusted Return (%) 7.32 1.52
DRAWDOWN
Deepest Drawdown Depth (%) -18.00 -10.43
Start to Recovery (months) 20 40
Longest Drawdown Depth (%) -18.00 -10.43
Start to Recovery (months) 20 40
Longest Negative Period (months) 26 41
RISK INDICATORS
Standard Deviation (%) 11.18 6.81
Sharpe Ratio 0.79 0.42
Sortino Ratio 1.06 0.59
Ulcer Index 5.98 4.73
Ratio: Return / Standard Deviation 1.02 0.79
Ratio: Return / Deepest Drawdown 0.63 0.52
Metrics calculated over the period 1 May 2020 - 30 April 2025
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US Stocks/Bonds 80/20 To CAD US Permanent Portfolio To CAD
Author Harry Browne
ASSET ALLOCATION
Stocks 80% 25%
Fixed Income 20% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 10.69 7.33
Infl. Adjusted Return (%) 7.86 4.59
DRAWDOWN
Deepest Drawdown Depth (%) -18.00 -10.43
Start to Recovery (months) 20 40
Longest Drawdown Depth (%) -18.00 -10.43
Start to Recovery (months) 20 40
Longest Negative Period (months) 26 41
RISK INDICATORS
Standard Deviation (%) 11.19 7.09
Sharpe Ratio 0.80 0.79
Sortino Ratio 1.09 1.12
Ulcer Index 4.80 3.71
Ratio: Return / Standard Deviation 0.96 1.03
Ratio: Return / Deepest Drawdown 0.59 0.70
Metrics calculated over the period 1 May 2015 - 30 April 2025
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US Stocks/Bonds 80/20 To CAD US Permanent Portfolio To CAD
Author Harry Browne
ASSET ALLOCATION
Stocks 80% 25%
Fixed Income 20% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 9.23 6.90
Infl. Adjusted Return (%) 6.98 4.70
DRAWDOWN
Deepest Drawdown Depth (%) -33.84 -12.07
Start to Recovery (months) 148 20
Longest Drawdown Depth (%) -33.84 -10.43
Start to Recovery (months) 148 40
Longest Negative Period (months) 151 68
RISK INDICATORS
Standard Deviation (%) 10.60 7.62
Sharpe Ratio 0.66 0.61
Sortino Ratio 0.89 0.91
Ulcer Index 11.96 3.71
Ratio: Return / Standard Deviation 0.87 0.91
Ratio: Return / Deepest Drawdown 0.27 0.57
Metrics calculated over the period 1 May 1995 - 30 April 2025
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US Stocks/Bonds 80/20 To CAD US Permanent Portfolio To CAD
Author Harry Browne
ASSET ALLOCATION
Stocks 80% 25%
Fixed Income 20% 50%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 10.64 8.10
Infl. Adjusted Return (%) 6.91 4.45
DRAWDOWN
Deepest Drawdown Depth (%) -37.54 -13.09
Start to Recovery (months) 39 28
Longest Drawdown Depth (%) -33.84 -10.43
Start to Recovery (months) 148 40
Longest Negative Period (months) 151 68
RISK INDICATORS
Standard Deviation (%) 11.38 7.30
Sharpe Ratio 0.57 0.54
Sortino Ratio 0.78 0.81
Ulcer Index 9.54 3.48
Ratio: Return / Standard Deviation 0.94 1.11
Ratio: Return / Deepest Drawdown 0.28 0.62
Metrics calculated over the period 1 August 1953 - 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 August 1953 - 30 April 2025 (~72 years)

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US Stocks/Bonds 80/20 To CAD US Permanent Portfolio To CAD
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-33.84 148 Sep 2000
Dec 2012
-18.00 20 Jan 2022
Aug 2023
-12.07 20 Mar 2007
Oct 2008
-11.67 4 Feb 2020
May 2020
-11.36 20 Jan 2009
Aug 2010
-10.98 3* Feb 2025
In progress
-10.43 40 Aug 2020
Nov 2023
-10.17 39 Jan 2003
Mar 2006
-9.26 4 Aug 1998
Nov 1998
-7.77 7 Sep 2018
Mar 2019
-7.77 7 Jan 2016
Jul 2016
-7.64 11 Feb 2015
Dec 2015
-7.25 14 May 2017
Jun 2018
-6.30 4 Aug 2015
Nov 2015
-5.65 6 May 2017
Oct 2017

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US Stocks/Bonds 80/20 To CAD US Permanent Portfolio To CAD
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.54 39 Jan 1973
Mar 1976
-33.84 148 Sep 2000
Dec 2012
-25.12 23 Sep 1987
Jul 1989
-24.68 29 Dec 1968
Apr 1971
-18.00 20 Jan 2022
Aug 2023
-13.95 13 Jan 1962
Jan 1963
-13.09 28 Jun 1969
Sep 1971
-12.89 9 Jun 1990
Feb 1991
-12.18 12 Feb 1966
Jan 1967
-12.07 20 Mar 2007
Oct 2008
-11.67 4 Feb 2020
May 2020
-11.36 20 Jan 2009
Aug 2010
-10.98 3* Feb 2025
In progress
-10.83 15 Jun 1981
Aug 1982
-10.75 31 Aug 1987
Feb 1990

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 August 1953 - 30 April 2025 (~72 years)


Head To Head (Ptf 1 vs Ptf 2):
Canada 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.

Swipe left to see all data
US Stocks/Bonds 80/20 To CAD US Permanent Portfolio To CAD
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -7.78 -10.98 1.75 -3.10
2024
 28.90 -2.58 21.05 -0.61
2023
 19.51 -4.45 9.25 -4.10
2022
 -12.80 -18.00 -6.35 -9.58
2021
 19.10 -3.66 3.37 -5.75
2020
 15.80 -11.67 13.74 -4.57
2019
 19.86 -4.15 10.50 -1.82
2018
 3.55 -7.77 6.42 -2.15
2017
 9.89 -5.65 3.83 -7.25
2016
 6.55 -7.77 2.12 -5.04
2015
 17.79 -6.30 14.91 -7.64
2014
 22.80 -0.56 20.04 -1.42
2013
 35.37 -0.21 4.85 -2.95
2012
 10.76 -1.86 3.57 -1.66
2011
 4.65 -6.50 13.60 -2.22
2010
 9.16 -6.07 7.97 -3.35
2009
 7.07 -10.76 -6.76 -11.36
2008
 -12.36 -13.38 23.14 -3.79
2007
 -9.62 -13.12 -3.62 -12.07
2006
 13.69 -7.54 11.22 -4.04
2005
 1.98 -5.50 5.26 -3.64
2004
 3.03 -8.42 -0.91 -6.58
2003
 3.41 -9.06 -6.55 -10.17
2002
 -15.76 -20.90 4.57 -4.82
2001
 -1.31 -13.24 5.66 -1.38
2000
 -2.76 -8.87 6.14 -1.24
1999
 12.33 -5.08 -0.63 -4.87
1998
 28.83 -9.26 17.86 -1.03
1997
 32.11 -2.67 11.78 -1.98
1996
 18.05 -4.34 5.58 -2.38
1995
 28.72 -0.94 14.95 -2.14
1994
 5.36 -3.52 4.62 -2.52
1993
 14.82 -1.13 16.45 -0.65
1992
 19.60 -1.58 13.94 -1.36
1991
 28.50 -3.94 11.31 -1.14
1990
 -3.02 -12.89 1.23 -5.23
1989
 21.75 -2.42 9.76 -0.59
1988
 5.82 -4.72 -4.21 -5.06
1987
 -3.73 -25.12 1.00 -6.69
1986
 13.24 -6.67 16.17 -1.57
1985
 36.99 -2.76 27.47 -1.09
1984
 11.25 -4.12 8.56 -1.60
1983
 19.70 -3.03 3.76 -2.85
1982
 27.15 -4.07 28.82 -2.69
1981
 -2.40 -10.83 -6.27 -9.58
1980
 30.01 -10.02 16.26 -10.68
1979
 19.47 -6.38 38.61 -3.68
1978
 15.04 -8.11 21.26 -6.09
1977
 5.08 -4.23 14.68 -2.77
1976
 24.46 -2.19 11.71 -3.13
1975
 35.15 -10.06 9.76 -7.01
1974
 -22.00 -27.85 11.17 -9.84
1973
 -13.43 -14.35 15.95 -6.79
1972
 14.36 -2.69 18.54 -1.66
1971
 13.82 -4.87 10.74 -1.30
1970
 1.53 -14.77 2.12 -5.98
1969
 -8.44 -10.35 -6.17 -8.99
1968
 10.54 -3.49 8.53 -1.40
1967
 21.52 -3.81 5.86 -1.41
1966
 -5.39 -12.18 0.59 -4.03
1965
 11.74 -3.96 4.81 -1.18
1964
 13.42 -1.21 5.56 -0.39
1963
 17.29 -2.13 6.09 -0.61
1962
 -3.47 -13.95 3.07 -1.50
1961
 28.91 -1.99 12.70 -1.01
1960
 6.72 -5.42 9.09 -1.48
1959
 8.79 -4.54 1.70 -2.38
1958
 33.20 -2.01 8.27 -1.15
1957
 -4.32 -8.69 2.62 -2.08
1956
 2.27 -7.50 -2.67 -4.91
1955
 24.33 -1.72 9.69 -0.27
1954
 40.03 -3.11 13.31 -1.39
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