US Stocks Portfolio vs US Stocks Quality Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - July 2025 (~50 years)
Consolidated Returns as of 31 July 2025
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
30 Years
(1995/08 - 2025/07)
All Data
(1976/01 - 2025/07)
Inflation Adjusted:
US Stocks Portfolio
1.00$
Invested Capital
August 1995
18.93$
Final Capital
July 2025
10.30%
Yearly Return
15.65%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Invested Capital
August 1995
8.96$
Final Capital
July 2025
7.58%
Yearly Return
15.65%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1976
259.00$
Final Capital
July 2025
11.86%
Yearly Return
15.36%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Invested Capital
January 1976
44.69$
Final Capital
July 2025
7.96%
Yearly Return
15.36%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period
US Stocks Quality Portfolio
1.00$
Invested Capital
August 1995
25.02$
Final Capital
July 2025
11.33%
Yearly Return
15.15%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
August 1995
11.85$
Final Capital
July 2025
8.59%
Yearly Return
15.15%
Std Deviation
-50.85%
Max Drawdown
149months
Recovery Period
1.00$
Invested Capital
January 1976
329.66$
Final Capital
July 2025
12.40%
Yearly Return
14.97%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
January 1976
56.89$
Final Capital
July 2025
8.49%
Yearly Return
14.97%
Std Deviation
-50.85%
Max Drawdown
149months
Recovery Period

As of July 2025, in the previous 30 Years, the US Stocks Portfolio obtained a 10.30% compound annual return, with a 15.65% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 months to be recovered.

As of July 2025, in the previous 30 Years, the US Stocks Quality Portfolio obtained a 11.33% compound annual return, with a 15.15% standard deviation. It suffered a maximum drawdown of -46.25% that required 40 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
US Stocks Quality Portfolio
Weight
(%)		 Ticker Name
100.00
QUAL
iShares Edge MSCI USA Quality Factor ETF
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Portfolio Returns as of Jul 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/08 - 2025/07)
All Data
(1976/01 - 2025/07)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks
 1 $ 18.93 $ 1 792.57% 10.30%
US Stocks Quality
 1 $ 25.02 $ 2 401.57% 11.33%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks
 1 $ 8.96 $ 796.32% 7.58%
US Stocks Quality
 1 $ 11.85 $ 1 084.73% 8.59%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks
 1 $ 259.00 $ 25 799.59% 11.86%
US Stocks Quality
 1 $ 329.66 $ 32 866.39% 12.40%
Jan 1976 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks
 1 $ 44.69 $ 4 369.12% 7.96%
US Stocks Quality
 1 $ 56.89 $ 5 588.53% 8.49%
Jan 1976 Jul 2025

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Return (%) as of Jul 31, 2025
YTD
(7M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~50Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark 		7.98 2.29 4.80 15.53 15.11 12.97 10.30 11.86
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Quality
-- Market Benchmark 		3.85 0.71 0.86 8.31 14.31 12.73 11.33 12.40
Returns over 1 year are annualized.
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Portfolio Metrics as of Jul 31, 2025

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

METRIC COMPARISON
Period: 1 August 2024 - 31 July 2025 (1 year)
Period: 1 August 2020 - 31 July 2025 (5 years)
Period: 1 August 2015 - 31 July 2025 (10 years)
Period: 1 August 1995 - 31 July 2025 (30 years)
Period: 1 January 1976 - 31 July 2025 (~50 years)
1 Year
5 Years
10 Years
30 Years
All (1976/01 - 2025/07)
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US Stocks US Stocks Quality
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 15.53 8.31
Infl. Adjusted (%) 12.42 5.39
DRAWDOWN
Deepest Drawdown Depth (%) -8.40 -8.11
Start to Recovery (months) 7 8
Longest Drawdown Depth (%) -8.40 -8.11
Start to Recovery (months) 7 8
Longest Negative Period (months) 8 9
RISK INDICATORS
Standard Deviation (%) 12.74 11.14
Sharpe Ratio 0.86 0.34
Sortino Ratio 1.17 0.45
Ulcer Index 3.41 3.44
Ratio: Return / Standard Deviation 1.22 0.75
Ratio: Return / Deepest Drawdown 1.85 1.02
Metrics calculated over the period 1 August 2024 - 31 July 2025
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US Stocks US Stocks Quality
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 15.11 14.31
Infl. Adjusted (%) 10.14 9.38
DRAWDOWN
Deepest Drawdown Depth (%) -24.81 -27.78
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -24.81 -27.78
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 27
RISK INDICATORS
Standard Deviation (%) 16.38 16.94
Sharpe Ratio 0.75 0.68
Sortino Ratio 1.02 0.91
Ulcer Index 8.64 9.16
Ratio: Return / Standard Deviation 0.92 0.84
Ratio: Return / Deepest Drawdown 0.61 0.52
Metrics calculated over the period 1 August 2020 - 31 July 2025
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US Stocks US Stocks Quality
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.97 12.73
Infl. Adjusted (%) 9.60 9.37
DRAWDOWN
Deepest Drawdown Depth (%) -24.81 -27.78
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -24.81 -27.78
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 27
RISK INDICATORS
Standard Deviation (%) 15.89 15.77
Sharpe Ratio 0.70 0.69
Sortino Ratio 0.93 0.92
Ulcer Index 7.03 7.25
Ratio: Return / Standard Deviation 0.82 0.81
Ratio: Return / Deepest Drawdown 0.52 0.46
Metrics calculated over the period 1 August 2015 - 31 July 2025
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US Stocks US Stocks Quality
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.30 11.33
Infl. Adjusted (%) 7.58 8.59
DRAWDOWN
Deepest Drawdown Depth (%) -50.84 -46.25
Start to Recovery (months) 53 40
Longest Drawdown Depth (%) -43.94 -43.01
Start to Recovery (months) 67 77
Longest Negative Period (months) 139 130
RISK INDICATORS
Standard Deviation (%) 15.65 15.15
Sharpe Ratio 0.51 0.60
Sortino Ratio 0.67 0.80
Ulcer Index 14.32 13.79
Ratio: Return / Standard Deviation 0.66 0.75
Ratio: Return / Deepest Drawdown 0.20 0.24
Metrics calculated over the period 1 August 1995 - 31 July 2025
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US Stocks US Stocks Quality
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.86 12.40
Infl. Adjusted (%) 7.96 8.49
DRAWDOWN
Deepest Drawdown Depth (%) -50.84 -46.25
Start to Recovery (months) 53 40
Longest Drawdown Depth (%) -43.94 -43.01
Start to Recovery (months) 67 77
Longest Negative Period (months) 139 130
RISK INDICATORS
Standard Deviation (%) 15.36 14.97
Sharpe Ratio 0.50 0.55
Sortino Ratio 0.66 0.74
Ulcer Index 11.87 11.62
Ratio: Return / Standard Deviation 0.77 0.83
Ratio: Return / Deepest Drawdown 0.23 0.27
Metrics calculated over the period 1 January 1976 - 31 July 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 August 1995 - 31 July 2025 (30 years)
Period: 1 January 1976 - 31 July 2025 (~50 years)
30 Years
(1995/08 - 2025/07)

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US Stocks US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-50.84 53 Nov 2007
Mar 2012
-46.25 40 Nov 2007
Feb 2011
-43.94 67 Sep 2000
Mar 2006
-43.01 77 Sep 2000
Jan 2007
-27.78 24 Jan 2022
Dec 2023
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-19.34 7 Jan 2020
Jul 2020
-17.57 5 Jul 1998
Nov 1998
-14.61 7 Oct 2018
Apr 2019
-14.20 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-12.07 4 Jul 1998
Oct 1998
-8.84 12 Jun 2015
May 2016
-8.44 5 Apr 2000
Aug 2000

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US Stocks US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-50.84 53 Nov 2007
Mar 2012
-46.25 40 Nov 2007
Feb 2011
-43.94 67 Sep 2000
Mar 2006
-43.01 77 Sep 2000
Jan 2007
-29.94 21 Sep 1987
May 1989
-29.34 21 Sep 1987
May 1989
-27.78 24 Jan 2022
Dec 2023
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-19.34 7 Jan 2020
Jul 2020
-18.54 23 Dec 1980
Oct 1982
-17.85 23 Dec 1980
Oct 1982
-17.76 27 Jan 1977
Mar 1979
-17.57 5 Jul 1998
Nov 1998
-16.20 9 Jun 1990
Feb 1991

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 1976 - 31 July 2025 (~50 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 US Stocks Quality
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 7.98 -8.31 3.85 -7.42
2024
 23.81 -4.34 22.29 -4.50
2023
 26.05 -9.11 30.88 -6.88
2022
 -19.51 -24.81 -20.49 -27.78
2021
 25.67 -4.46 26.93 -6.45
2020
 21.03 -20.84 17.03 -19.34
2019
 30.67 -6.45 33.89 -6.58
2018
 -5.21 -14.20 -5.68 -14.61
2017
 21.21 0.00 22.27 -0.04
2016
 12.83 -5.73 9.21 -4.62
2015
 0.36 -8.84 5.46 -6.64
2014
 12.54 -3.17 11.62 -4.19
2013
 33.45 -3.03 34.11 -2.85
2012
 16.45 -6.82 12.59 -7.19
2011
 0.97 -17.58 7.32 -13.90
2010
 17.42 -13.26 14.04 -12.90
2009
 28.89 -17.72 24.74 -18.35
2008
 -36.98 -38.08 -31.36 -32.42
2007
 5.37 -5.23 9.91 -4.10
2006
 15.69 -3.22 12.62 -3.30
2005
 6.31 -4.48 5.28 -3.71
2004
 12.79 -3.56 8.51 -3.83
2003
 30.75 -4.27 23.58 -4.72
2002
 -20.47 -27.18 -21.34 -27.87
2001
 -10.97 -23.65 -10.47 -22.22
2000
 -10.57 -15.87 -6.78 -12.22
1999
 23.81 -6.42 26.24 -4.34
1998
 23.26 -17.57 45.30 -12.07
1997
 30.99 -4.56 32.95 -5.23
1996
 20.96 -6.17 30.34 -3.76
1995
 35.79 -1.17 39.91 -0.17
1994
 -0.17 -7.43 5.81 -6.09
1993
 10.62 -2.77 -1.84 -3.85
1992
 9.11 -2.40 2.36 -3.83
1991
 32.39 -4.47 42.31 -3.57
1990
 -6.08 -16.20 3.83 -11.84
1989
 28.12 -3.05 36.63 -2.05
1988
 17.32 -3.42 15.66 -3.85
1987
 2.61 -29.34 4.18 -29.94
1986
 14.57 -7.92 24.86 -7.56
1985
 31.27 -4.77 33.09 -3.58
1984
 2.19 -9.02 8.49 -5.91
1983
 22.66 -4.00 16.46 -3.65
1982
 20.50 -11.21 19.76 -10.30
1981
 -4.15 -12.79 -6.60 -13.09
1980
 33.15 -11.98 36.68 -9.37
1979
 24.25 -7.22 14.27 -7.04
1978
 8.45 -11.64 6.16 -9.35
1977
 -3.36 -8.29 -11.04 -14.07
1976
 26.47 -2.10 16.99 -3.07
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