US Stocks Minimum Volatility 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
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 Stocks Minimum Volatility Portfolio
1.00$
Invested Capital
June 1995
16.35$
Final Capital
May 2025
9.76%
Yearly Return
13.73%
Std Deviation
-43.27%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
June 1995
7.75$
Final Capital
May 2025
7.07%
Yearly Return
13.73%
Std Deviation
-44.21%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
73.44$
Final Capital
May 2025
11.22%
Yearly Return
14.11%
Std Deviation
-43.27%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
January 1985
24.16$
Final Capital
May 2025
8.20%
Yearly Return
14.11%
Std Deviation
-44.21%
Max Drawdown
42months
Recovery Period
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 Stocks Minimum Volatility Portfolio obtained a 9.76% compound annual return, with a 13.73% standard deviation. It suffered a maximum drawdown of -43.27% that required 40 months to be recovered.

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 Stocks Minimum Volatility Portfolio
Weight
(%)		 Ticker Name
100.00
USMV
iShares Edge MSCI Min Vol USA
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
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 Stocks Minimum Volatility
-- Market Benchmark 		5.68 1.05 -0.30 14.78 10.55 10.54 9.76 11.22
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
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

US Stocks Minimum Volatility Portfolio: an investment of 1$, since June 1995, now would be worth 16.35$, with a total return of 1534.51% (9.76% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since June 1995, now would be worth 8.31$, with a total return of 730.98% (7.31% annualized).


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US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 73.44$, with a total return of 7244.11% (11.22% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 28.48$, with a total return of 2748.22% (8.64% 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 Stocks Minimum Volatility All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 14.78 7.51
Infl. Adjusted Return (%) 12.11 5.02
DRAWDOWN
Deepest Drawdown Depth (%) -5.66 -3.45
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -1.80 -1.94
Start to Recovery (months) 3* 3*
Longest Negative Period (months) 6* 8*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.35 6.70
Sharpe Ratio 0.97 0.42
Sortino Ratio 1.26 0.52
Ulcer Index 1.83 1.43
Ratio: Return / Standard Deviation 1.43 1.12
Ratio: Return / Deepest Drawdown 2.61 2.18
Metrics calculated over the period 1 June 2024 - 31 May 2025
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US Stocks Minimum Volatility All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 10.55 2.77
Infl. Adjusted Return (%) 5.67 -1.77
DRAWDOWN
Deepest Drawdown Depth (%) -17.35 -20.58
Start to Recovery (months) 25 41*
Longest Drawdown Depth (%) -17.35 -20.58
Start to Recovery (months) 25 41*
Longest Negative Period (months) 27 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.99 10.34
Sharpe Ratio 0.61 0.02
Sortino Ratio 0.84 0.02
Ulcer Index 5.64 9.55
Ratio: Return / Standard Deviation 0.81 0.27
Ratio: Return / Deepest Drawdown 0.61 0.13
Metrics calculated over the period 1 June 2020 - 31 May 2025
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US Stocks Minimum Volatility All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 10.54 4.86
Infl. Adjusted Return (%) 7.25 1.73
DRAWDOWN
Deepest Drawdown Depth (%) -19.06 -20.58
Start to Recovery (months) 10 41*
Longest Drawdown Depth (%) -17.35 -20.58
Start to Recovery (months) 25 41*
Longest Negative Period (months) 27 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.42 8.45
Sharpe Ratio 0.70 0.36
Sortino Ratio 0.93 0.50
Ulcer Index 4.96 6.95
Ratio: Return / Standard Deviation 0.85 0.57
Ratio: Return / Deepest Drawdown 0.55 0.24
Metrics calculated over the period 1 June 2015 - 31 May 2025
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US Stocks Minimum Volatility All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 9.76 7.31
Infl. Adjusted Return (%) 7.07 4.68
DRAWDOWN
Deepest Drawdown Depth (%) -43.27 -20.58
Start to Recovery (months) 40 41*
Longest Drawdown Depth (%) -35.36 -20.58
Start to Recovery (months) 59 41*
Longest Negative Period (months) 131 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.73 7.44
Sharpe Ratio 0.55 0.68
Sortino Ratio 0.72 0.91
Ulcer Index 10.61 4.46
Ratio: Return / Standard Deviation 0.71 0.98
Ratio: Return / Deepest Drawdown 0.23 0.36
Metrics calculated over the period 1 June 1995 - 31 May 2025
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US Stocks Minimum Volatility All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 100% 30%
Fixed Income 0% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 11.22 8.64
Infl. Adjusted Return (%) 8.20 5.69
DRAWDOWN
Deepest Drawdown Depth (%) -43.27 -20.58
Start to Recovery (months) 40 41*
Longest Drawdown Depth (%) -35.36 -20.58
Start to Recovery (months) 59 41*
Longest Negative Period (months) 131 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 14.11 7.50
Sharpe Ratio 0.57 0.73
Sortino Ratio 0.75 1.00
Ulcer Index 9.90 4.03
Ratio: Return / Standard Deviation 0.79 1.15
Ratio: Return / Deepest Drawdown 0.26 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)

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US Stocks Minimum Volatility All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.27 40 Nov 2007
Feb 2011
-35.36 59 Sep 2000
Jul 2005
-20.58 41* Jan 2022
In progress
-19.06 10 Feb 2020
Nov 2020
-17.35 25 Jan 2022
Jan 2024
-16.52 5 Jul 1998
Nov 1998
-11.70 8 May 2011
Dec 2011
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-9.14 6 Jul 1999
Dec 1999
-7.56 5 Oct 2018
Feb 2019
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-5.66 3 Dec 2024
Feb 2025
-5.47 5 Aug 1997
Dec 1997

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US Stocks Minimum Volatility All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.27 40 Nov 2007
Feb 2011
-35.36 59 Sep 2000
Jul 2005
-30.08 21 Sep 1987
May 1989
-20.58 41* Jan 2022
In progress
-19.06 10 Feb 2020
Nov 2020
-17.35 25 Jan 2022
Jan 2024
-16.52 5 Jul 1998
Nov 1998
-14.10 9 Jun 1990
Feb 1991
-11.70 8 May 2011
Dec 2011
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-9.14 6 Jul 1999
Dec 1999
-8.78 13 Sep 1987
Sep 1988
-8.39 5 Sep 1986
Jan 1987
-7.56 5 Oct 2018
Feb 2019

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 Stocks Minimum Volatility All Weather Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 5.68 -1.80 2.43 -1.94
2024
 15.74 -5.66 6.36 -3.73
2023
 10.33 -4.29 9.95 -9.25
2022
 -9.42 -17.35 -18.39 -20.58
2021
 20.84 -4.99 8.27 -3.74
2020
 5.64 -19.06 15.88 -3.68
2019
 27.69 -1.61 17.93 -0.83
2018
 1.36 -7.56 -3.02 -4.71
2017
 18.91 -0.35 11.55 -0.49
2016
 10.57 -5.27 6.50 -6.42
2015
 5.45 -5.12 -3.23 -6.66
2014
 16.33 -3.04 12.89 -2.52
2013
 25.09 -3.26 1.71 -5.29
2012
 10.82 -2.17 7.02 -1.33
2011
 12.70 -11.70 15.64 -2.00
2010
 14.52 -12.81 12.88 -0.69
2009
 18.18 -19.43 2.71 -11.57
2008
 -25.77 -28.06 2.38 -11.38
2007
 4.15 -5.15 11.88 -1.20
2006
 14.77 -3.11 6.93 -1.71
2005
 6.45 -3.39 8.55 -2.99
2004
 14.34 -2.88 9.41 -4.76
2003
 19.79 -5.68 13.96 -4.74
2002
 -15.44 -24.56 7.77 -1.56
2001
 -7.96 -20.58 -2.77 -4.61
2000
 2.67 -9.24 10.15 -2.26
1999
 7.63 -9.14 6.28 -3.79
1998
 22.82 -16.52 11.05 -4.83
1997
 30.20 -5.47 13.54 -2.89
1996
 14.96 -5.24 8.27 -2.11
1995
 36.61 -0.39 27.44 0.00
1994
 0.13 -7.03 -3.28 -6.83
1993
 11.82 -2.26 12.02 -1.98
1992
 6.42 -2.83 6.76 -2.23
1991
 28.86 -4.68 17.98 -1.86
1990
 -2.01 -14.10 3.85 -5.51
1989
 35.71 -2.13 20.45 -1.14
1988
 15.74 -3.84 10.59 -1.93
1987
 3.77 -30.08 3.47 -8.78
1986
 17.36 -8.39 20.56 -3.75
1985
 32.55 -3.71 28.68 -2.13
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