US Stocks Portfolio vs Stocks/Bonds 60/40 Portfolio Portfolio Comparison

Simulation Settings
Period: January 1871 - May 2025 (~154 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
(1871/01 - 2025/05)
Inflation Adjusted:
US Stocks Portfolio
1.00$
Invested Capital
June 1995
18.85$
Final Capital
May 2025
10.28%
Yearly Return
15.64%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Invested Capital
June 1995
8.94$
Final Capital
May 2025
7.57%
Yearly Return
15.64%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1871
772.44 K$
Final Capital
May 2025
9.18%
Yearly Return
16.56%
Std Deviation
-84.60%
Max Drawdown
184months
Recovery Period
1.00$
Invested Capital
January 1871
30.06 K$
Final Capital
May 2025
6.91%
Yearly Return
16.56%
Std Deviation
-80.55%
Max Drawdown
90months
Recovery Period
Stocks/Bonds 60/40 Portfolio
1.00$
Invested Capital
June 1995
10.74$
Final Capital
May 2025
8.23%
Yearly Return
9.67%
Std Deviation
-30.55%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
June 1995
5.09$
Final Capital
May 2025
5.58%
Yearly Return
9.67%
Std Deviation
-31.69%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1871
93.92 K$
Final Capital
May 2025
7.70%
Yearly Return
10.20%
Std Deviation
-62.03%
Max Drawdown
83months
Recovery Period
1.00$
Invested Capital
January 1871
3.65 K$
Final Capital
May 2025
5.46%
Yearly Return
10.20%
Std Deviation
-52.05%
Max Drawdown
71months
Recovery Period

As of May 2025, in the previous 30 Years, the US Stocks Portfolio obtained a 10.28% compound annual return, with a 15.64% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 months to be recovered.

As of May 2025, in the previous 30 Years, the Stocks/Bonds 60/40 Portfolio obtained a 8.23% compound annual return, with a 9.67% standard deviation. It suffered a maximum drawdown of -30.55% that required 36 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 Portfolio
Weight
(%)		 Ticker Name
100.00
VTI
Vanguard Total Stock Market
Stocks/Bonds 60/40 Portfolio
Weight
(%)		 Ticker Name
60.00
VTI
Vanguard Total Stock Market
40.00
BND
Vanguard Total Bond Market
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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 1871 - 31 May 2025 (~154 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~154Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark 		0.38 6.25 -2.68 12.80 15.23 12.15 10.28 9.18
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 60/40
-- Market Benchmark 		1.22 3.33 -1.37 10.16 8.81 8.04 8.23 7.70
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

US Stocks Portfolio: an investment of 1$, since June 1995, now would be worth 18.85$, with a total return of 1784.61% (10.28% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since June 1995, now would be worth 10.74$, with a total return of 973.95% (8.23% annualized).


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US Stocks Portfolio: an investment of 1$, since January 1871, now would be worth 772444.42$, with a total return of 77244342.45% (9.18% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1871, now would be worth 93915.10$, with a total return of 9391409.53% (7.70% 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 1871 - 31 May 2025 (~154 years)
Swipe left to see all data
US Stocks Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.80 10.16
Infl. Adjusted Return (%) 10.18 7.60
DRAWDOWN
Deepest Drawdown Depth (%) -8.40 -4.56
Start to Recovery (months) 6* 6*
Longest Drawdown Depth (%) -8.40 -4.56
Start to Recovery (months) 6* 6*
Longest Negative Period (months) 8 7
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.22 8.09
Sharpe Ratio 0.66 0.67
Sortino Ratio 0.90 0.89
Ulcer Index 3.41 1.97
Ratio: Return / Standard Deviation 1.05 1.26
Ratio: Return / Deepest Drawdown 1.52 2.23
Metrics calculated over the period 1 June 2024 - 31 May 2025
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US Stocks Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 15.23 8.81
Infl. Adjusted Return (%) 10.14 4.00
DRAWDOWN
Deepest Drawdown Depth (%) -24.81 -20.69
Start to Recovery (months) 24 26
Longest Drawdown Depth (%) -24.81 -20.69
Start to Recovery (months) 24 26
Longest Negative Period (months) 30 34
RISK INDICATORS
Standard Deviation (%) 16.41 11.58
Sharpe Ratio 0.77 0.54
Sortino Ratio 1.04 0.72
Ulcer Index 8.64 7.71
Ratio: Return / Standard Deviation 0.93 0.76
Ratio: Return / Deepest Drawdown 0.61 0.43
Metrics calculated over the period 1 June 2020 - 31 May 2025
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US Stocks Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.15 8.04
Infl. Adjusted Return (%) 8.81 4.82
DRAWDOWN
Deepest Drawdown Depth (%) -24.81 -20.69
Start to Recovery (months) 24 26
Longest Drawdown Depth (%) -24.81 -20.69
Start to Recovery (months) 24 26
Longest Negative Period (months) 30 34
RISK INDICATORS
Standard Deviation (%) 15.86 10.48
Sharpe Ratio 0.65 0.60
Sortino Ratio 0.87 0.79
Ulcer Index 7.03 5.81
Ratio: Return / Standard Deviation 0.77 0.77
Ratio: Return / Deepest Drawdown 0.49 0.39
Metrics calculated over the period 1 June 2015 - 31 May 2025
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US Stocks Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.28 8.23
Infl. Adjusted Return (%) 7.57 5.58
DRAWDOWN
Deepest Drawdown Depth (%) -50.84 -30.55
Start to Recovery (months) 53 36
Longest Drawdown Depth (%) -43.94 -21.56
Start to Recovery (months) 67 41
Longest Negative Period (months) 139 110
RISK INDICATORS
Standard Deviation (%) 15.64 9.67
Sharpe Ratio 0.51 0.62
Sortino Ratio 0.67 0.81
Ulcer Index 14.32 6.91
Ratio: Return / Standard Deviation 0.66 0.85
Ratio: Return / Deepest Drawdown 0.20 0.27
Metrics calculated over the period 1 June 1995 - 31 May 2025
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US Stocks Stocks/Bonds 60/40
Author
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.18 7.70
Infl. Adjusted Return (%) 6.91 5.46
DRAWDOWN
Deepest Drawdown Depth (%) -84.60 -62.03
Start to Recovery (months) 184 83
Longest Drawdown Depth (%) -84.60 -62.03
Start to Recovery (months) 184 83
Longest Negative Period (months) 188 154
RISK INDICATORS
Standard Deviation (%) 16.56 10.20
Sharpe Ratio 0.31 0.36
Sortino Ratio 0.44 0.50
Ulcer Index 17.80 9.20
Ratio: Return / Standard Deviation 0.55 0.75
Ratio: Return / Deepest Drawdown 0.11 0.12
Metrics calculated over the period 1 January 1871 - 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 1871 - 31 May 2025 (~154 years)

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US Stocks Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-50.84 53 Nov 2007
Mar 2012
-43.94 67 Sep 2000
Mar 2006
-30.55 36 Nov 2007
Oct 2010
-24.81 24 Jan 2022
Dec 2023
-21.56 41 Sep 2000
Jan 2004
-20.84 7 Jan 2020
Jul 2020
-20.69 26 Jan 2022
Feb 2024
-17.57 5 Jul 1998
Nov 1998
-14.20 7 Oct 2018
Apr 2019
-12.29 6 Feb 2020
Jul 2020
-10.18 5 Jul 1998
Nov 1998
-9.00 9 May 2011
Jan 2012
-8.84 12 Jun 2015
May 2016
-8.44 5 Apr 2000
Aug 2000
-8.40 6* Dec 2024
In progress

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US Stocks Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-84.60 184 Sep 1929
Dec 1944
-62.03 83 Sep 1929
Jul 1936
-50.84 53 Nov 2007
Mar 2012
-45.86 48 Jan 1973
Dec 1976
-43.94 67 Sep 2000
Mar 2006
-34.11 35 Apr 1876
Feb 1879
-31.73 71 Mar 1937
Jan 1943
-30.55 36 Nov 2007
Oct 2010
-30.27 26 Oct 1906
Nov 1908
-30.06 28 Dec 1968
Mar 1971
-29.34 21 Sep 1987
May 1989
-27.28 37 Jan 1973
Jan 1976
-27.16 26 Oct 1902
Nov 1904
-26.86 55 Feb 1893
Aug 1897
-24.81 24 Jan 2022
Dec 2023

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 1871 - 31 May 2025 (~154 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 Stocks/Bonds 60/40
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 0.38 -8.31 1.22 -4.02
2024
 23.81 -4.34 14.84 -3.62
2023
 26.05 -9.11 17.79 -7.48
2022
 -19.51 -24.81 -16.95 -20.69
2021
 25.67 -4.46 14.66 -3.24
2020
 21.03 -20.84 15.70 -12.29
2019
 30.67 -6.45 21.94 -3.41
2018
 -5.21 -14.20 -3.17 -8.38
2017
 21.21 0.00 14.15 0.00
2016
 12.83 -5.73 8.71 -2.95
2015
 0.36 -8.84 0.44 -5.24
2014
 12.54 -3.17 9.85 -1.50
2013
 33.45 -3.03 19.23 -2.27
2012
 16.45 -6.82 11.13 -3.54
2011
 0.97 -17.58 3.75 -9.00
2010
 17.42 -13.26 12.93 -7.13
2009
 28.89 -17.72 18.79 -11.70
2008
 -36.98 -38.08 -19.44 -22.19
2007
 5.37 -5.23 5.99 -3.07
2006
 15.69 -3.22 11.12 -2.03
2005
 6.31 -4.48 4.74 -2.34
2004
 12.79 -3.56 9.37 -2.68
2003
 30.75 -4.27 20.04 -1.99
2002
 -20.47 -27.18 -8.98 -13.74
2001
 -10.97 -23.65 -3.21 -11.68
2000
 -10.57 -15.87 -1.79 -8.27
1999
 23.81 -6.42 13.98 -3.76
1998
 23.26 -17.57 17.39 -10.18
1997
 30.99 -4.56 22.37 -3.12
1996
 20.96 -6.17 14.01 -3.33
1995
 35.79 -1.17 28.74 -0.20
1994
 -0.17 -7.43 -1.16 -6.47
1993
 10.62 -2.77 10.25 -1.36
1992
 9.11 -2.40 8.32 -1.65
1991
 32.39 -4.47 25.53 -2.86
1990
 -6.08 -16.20 -0.19 -8.52
1989
 28.12 -3.05 22.33 -1.36
1988
 17.32 -3.42 13.33 -2.24
1987
 2.61 -29.34 2.18 -19.17
1986
 14.57 -7.92 14.79 -5.58
1985
 31.27 -4.77 27.66 -2.15
1984
 2.19 -9.02 7.32 -6.58
1983
 22.66 -4.00 15.69 -2.85
1982
 20.50 -11.21 24.75 -4.29
1981
 -4.15 -12.79 1.27 -8.82
1980
 33.15 -11.98 21.05 -9.57
1979
 24.25 -7.22 16.69 -6.65
1978
 8.45 -11.64 5.53 -7.92
1977
 -3.36 -8.29 -1.60 -4.89
1976
 26.47 -2.10 21.38 -1.34
1975
 37.82 -11.74 25.64 -8.13
1974
 -27.81 -34.15 -14.41 -20.38
1973
 -18.18 -19.22 -9.12 -9.87
1972
 17.62 -2.45 11.66 -1.45
1971
 17.63 -6.54 14.37 -5.73
1970
 4.79 -19.06 9.77 -11.52
1969
 -10.28 -11.24 -7.02 -8.24
1968
 13.39 -6.48 9.19 -3.30
1967
 27.39 -4.70 16.22 -2.87
1966
 -8.73 -14.78 -3.25 -9.79
1965
 14.20 -4.80 8.81 -2.63
1964
 16.40 -1.37 11.40 -0.78
1963
 21.15 -2.74 13.34 -1.77
1962
 -9.62 -22.67 -3.49 -12.63
1961
 26.94 -2.62 16.69 -2.07
1960
 0.92 -8.00 5.77 -4.00
1959
 12.78 -5.35 6.99 -3.96
1958
 44.81 -1.59 25.76 -0.76
1957
 -9.93 -14.61 -2.53 -7.55
1956
 8.51 -7.23 4.48 -5.10
1955
 25.72 -3.23 15.12 -1.72
1954
 50.59 -3.14 31.48 -2.16
1953
 0.66 -7.66 1.85 -4.96
1952
 13.62 -4.23 9.07 -2.48
1951
 20.75 -6.04 12.47 -3.94
1950
 30.33 -5.29 18.15 -3.45
1949
 19.97 -4.32 13.74 -2.42
1948
 2.36 -10.99 2.46 -6.51
1947
 3.84 -6.63 2.12 -3.61
1946
 -6.27 -20.85 -3.48 -13.30
1945
 38.22 -4.09 24.98 -2.30
1944
 21.23 -1.55 13.65 -0.91
1943
 27.90 -8.06 17.73 -5.22
1942
 16.72 -12.33 10.55 -7.45
1941
 -10.09 -12.94 -5.16 -8.44
1940
 -7.16 -23.05 -2.58 -14.56
1939
 2.33 -15.16 2.64 -8.45
1938
 28.38 -25.06 18.78 -15.43
1937
 -34.85 -38.63 -20.16 -23.31
1936
 33.65 -7.38 22.00 -4.48
1935
 46.29 -10.15 29.34 -5.09
1934
 2.31 -18.75 4.30 -9.46
1933
 57.18 -18.12 35.51 -12.66
1932
 -8.65 -44.97 -0.28 -25.51
1931
 -44.12 -52.60 -27.30 -34.34
1930
 -28.35 -39.08 -13.91 -22.76
1929
 -11.30 -34.31 -5.08 -21.42
1928
 38.68 -4.13 22.84 -2.72
1927
 33.33 -4.30 22.12 -2.70
1926
 11.46 -9.26 8.76 -5.17
1925
 25.78 -6.56 16.74 -3.95
1924
 27.03 -3.78 19.37 -1.79
1923
 5.38 -13.08 4.71 -7.60
1922
 29.04 -4.35 19.63 -2.80
1921
 10.09 -9.26 11.31 -5.11
1920
 -14.01 -15.38 -8.32 -9.02
1919
 19.62 -7.49 12.66 -4.87
1918
 18.16 -3.76 12.74 -2.11
1917
 -18.65 -18.65 -11.87 -11.87
1916
 8.05 -3.65 6.29 -1.98
1915
 31.16 -2.26 21.19 -1.32
1914
 -5.46 -20.24 -0.68 -11.08
1913
 -4.77 -8.74 -1.31 -4.21
1912
 7.12 -4.07 4.90 -2.48
1911
 3.47 -9.84 3.72 -5.85
1910
 -3.44 -11.27 -0.39 -6.05
1909
 16.09 -2.75 10.23 -1.46
1908
 39.43 -3.59 28.22 -1.72
1907
 -24.23 -28.45 -14.66 -16.56
1906
 0.60 -9.63 0.65 -6.03
1905
 21.23 -5.27 13.00 -3.42
1904
 32.12 -2.23 21.60 -1.44
1903
 -17.14 -25.30 -9.42 -14.64
1902
 8.21 -7.32 5.32 -4.68
1901
 19.40 -8.08 12.37 -5.10
1900
 20.75 -5.37 14.00 -2.99
1899
 3.64 -8.88 2.03 -5.60
1898
 29.23 -4.56 19.40 -4.72
1897
 20.31 -5.49 14.52 -2.89
1896
 3.20 -12.04 3.55 -8.59
1895
 4.95 -9.39 2.99 -6.94
1894
 3.58 -5.55 4.58 -2.96
1893
 -18.85 -26.86 -9.41 -16.37
1892
 6.08 -2.16 4.50 -1.55
1891
 18.83 -3.88 13.47 -3.11
1890
 -6.20 -13.89 -3.23 -7.81
1889
 7.03 -2.45 5.21 -1.48
1888
 3.28 -3.34 4.16 -2.40
1887
 -0.70 -9.45 0.17 -6.26
1886
 11.92 -4.49 7.45 -2.95
1885
 29.98 -1.47 20.12 -1.12
1884
 -12.37 -13.99 -5.85 -9.42
1883
 -5.53 -7.10 -1.59 -3.70
1882
 3.58 -5.68 3.39 -3.65
1881
 0.18 -9.93 1.51 -6.38
1880
 26.50 -8.79 18.01 -5.21
1879
 49.29 -0.98 30.75 -0.79
1878
 16.25 -1.08 12.34 -0.38
1877
 -1.12 -19.66 0.79 -10.85
1876
 -14.18 -18.03 -5.64 -9.33
1875
 5.35 -4.33 5.80 -2.06
1874
 4.67 -6.59 8.29 -2.74
1873
 -2.53 -15.75 0.18 -11.04
1872
 11.12 -3.07 7.40 -2.81
1871
 15.59 -4.38 10.46 -3.08
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