US Stocks Portfolio vs US Stocks Value Portfolio Portfolio Comparison

Simulation Settings
Period: January 1975 - April 2025 (~50 years)
Consolidated Returns as of 30 April 2025
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1975)
Inflation Adjusted:
US Stocks Portfolio
1.00$
Initial Capital
May 1995
18.35$
Final Capital
April 2025
10.19%
Yearly Return
15.62%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Initial Capital
May 1995
8.71$
Final Capital
April 2025
7.48%
Yearly Return
15.62%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1975
312.29$
Final Capital
April 2025
12.09%
Yearly Return
15.46%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Initial Capital
January 1975
50.70$
Final Capital
April 2025
8.11%
Yearly Return
15.46%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period
US Stocks Value Portfolio
1.00$
Initial Capital
May 1995
15.85$
Final Capital
April 2025
9.65%
Yearly Return
15.46%
Std Deviation
-55.41%
Max Drawdown
68months
Recovery Period
1.00$
Initial Capital
May 1995
7.52$
Final Capital
April 2025
6.96%
Yearly Return
15.46%
Std Deviation
-56.66%
Max Drawdown
74months
Recovery Period
1.00$
Initial Capital
January 1975
296.05$
Final Capital
April 2025
11.97%
Yearly Return
15.26%
Std Deviation
-55.41%
Max Drawdown
68months
Recovery Period
1.00$
Initial Capital
January 1975
48.06$
Final Capital
April 2025
8.00%
Yearly Return
15.26%
Std Deviation
-56.66%
Max Drawdown
74months
Recovery Period

As of April 2025, in the previous 30 Years, the US Stocks Portfolio obtained a 10.19% compound annual return, with a 15.62% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 months to be recovered.

As of April 2025, in the previous 30 Years, the US Stocks Value Portfolio obtained a 9.65% compound annual return, with a 15.46% standard deviation. It suffered a maximum drawdown of -55.41% that required 68 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 Value Portfolio
Weight
(%)		 Ticker Name
100.00
IUSV
iShares Core S&P U.S. Value ETF
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1975 - 30 April 2025 (~50 years)
Swipe left to see all data
Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~50Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark 		-5.53 -0.73 -2.27 11.21 15.05 11.61 10.19 12.09
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Value
-- Market Benchmark 		-3.71 -3.78 -4.91 4.78 14.02 9.44 9.65 11.97
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

US Stocks Portfolio: an investment of 1$, since May 1995, now would be worth 18.35$, with a total return of 1735.34% (10.19% annualized).

US Stocks Value Portfolio: an investment of 1$, since May 1995, now would be worth 15.85$, with a total return of 1484.63% (9.65% annualized).


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US Stocks Portfolio: an investment of 1$, since January 1975, now would be worth 312.29$, with a total return of 31129.45% (12.09% annualized).

US Stocks Value Portfolio: an investment of 1$, since January 1975, now would be worth 296.05$, with a total return of 29505.42% (11.97% 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 January 1975 - 30 April 2025 (~50 years)
Swipe left to see all data
US Stocks US Stocks Value
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.21 4.78
Infl. Adjusted Return (%) 8.95 2.65
DRAWDOWN
Deepest Drawdown Depth (%) -8.40 -10.35
Start to Recovery (months) 5* 5*
Longest Drawdown Depth (%) -8.40 -10.35
Start to Recovery (months) 5* 5*
Longest Negative Period (months) 8* 9*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.66 12.58
Sharpe Ratio 0.55 0.00
Sortino Ratio 0.74 0.00
Ulcer Index 3.33 4.26
Ratio: Return / Standard Deviation 0.96 0.38
Ratio: Return / Deepest Drawdown 1.33 0.46
Metrics calculated over the period 1 May 2024 - 30 April 2025
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US Stocks US Stocks Value
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 15.05 14.02
Infl. Adjusted Return (%) 10.06 9.08
DRAWDOWN
Deepest Drawdown Depth (%) -24.81 -16.63
Start to Recovery (months) 24 13
Longest Drawdown Depth (%) -24.81 -16.63
Start to Recovery (months) 24 13
Longest Negative Period (months) 30 22
RISK INDICATORS
Standard Deviation (%) 16.36 15.82
Sharpe Ratio 0.76 0.73
Sortino Ratio 1.04 1.05
Ulcer Index 8.63 4.32
Ratio: Return / Standard Deviation 0.92 0.89
Ratio: Return / Deepest Drawdown 0.61 0.84
Metrics calculated over the period 1 May 2020 - 30 April 2025
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US Stocks US Stocks Value
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.61 9.44
Infl. Adjusted Return (%) 8.28 6.18
DRAWDOWN
Deepest Drawdown Depth (%) -24.81 -26.06
Start to Recovery (months) 24 12
Longest Drawdown Depth (%) -24.81 -12.56
Start to Recovery (months) 24 15
Longest Negative Period (months) 30 37
RISK INDICATORS
Standard Deviation (%) 15.78 15.88
Sharpe Ratio 0.62 0.48
Sortino Ratio 0.83 0.66
Ulcer Index 7.03 5.98
Ratio: Return / Standard Deviation 0.74 0.59
Ratio: Return / Deepest Drawdown 0.47 0.36
Metrics calculated over the period 1 May 2015 - 30 April 2025
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US Stocks US Stocks Value
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.19 9.65
Infl. Adjusted Return (%) 7.48 6.96
DRAWDOWN
Deepest Drawdown Depth (%) -50.84 -55.41
Start to Recovery (months) 53 68
Longest Drawdown Depth (%) -43.94 -55.41
Start to Recovery (months) 67 68
Longest Negative Period (months) 139 132
RISK INDICATORS
Standard Deviation (%) 15.62 15.46
Sharpe Ratio 0.51 0.48
Sortino Ratio 0.66 0.63
Ulcer Index 14.32 13.17
Ratio: Return / Standard Deviation 0.65 0.62
Ratio: Return / Deepest Drawdown 0.20 0.17
Metrics calculated over the period 1 May 1995 - 30 April 2025
Swipe left to see all data
US Stocks US Stocks Value
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.09 11.97
Infl. Adjusted Return (%) 8.11 8.00
DRAWDOWN
Deepest Drawdown Depth (%) -50.84 -55.41
Start to Recovery (months) 53 68
Longest Drawdown Depth (%) -43.94 -55.41
Start to Recovery (months) 67 68
Longest Negative Period (months) 139 132
RISK INDICATORS
Standard Deviation (%) 15.46 15.26
Sharpe Ratio 0.51 0.51
Sortino Ratio 0.67 0.67
Ulcer Index 11.81 10.89
Ratio: Return / Standard Deviation 0.78 0.78
Ratio: Return / Deepest Drawdown 0.24 0.22
Metrics calculated over the period 1 January 1975 - 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 January 1975 - 30 April 2025 (~50 years)

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US Stocks US Stocks Value
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.41 68 Jun 2007
Jan 2013
-50.84 53 Nov 2007
Mar 2012
-43.94 67 Sep 2000
Mar 2006
-32.49 42 Sep 2000
Feb 2004
-26.06 12 Jan 2020
Dec 2020
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-17.60 6 Jul 1998
Dec 1998
-17.57 5 Jul 1998
Nov 1998
-16.63 13 Jan 2022
Jan 2023
-14.20 7 Oct 2018
Apr 2019
-12.56 15 Feb 2018
Apr 2019
-10.70 13 Jun 2015
Jun 2016
-10.35 5* Dec 2024
In progress
-9.28 5 Aug 2023
Dec 2023

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US Stocks US Stocks Value
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.41 68 Jun 2007
Jan 2013
-50.84 53 Nov 2007
Mar 2012
-43.94 67 Sep 2000
Mar 2006
-32.49 42 Sep 2000
Feb 2004
-30.17 20 Sep 1987
Apr 1989
-29.34 21 Sep 1987
May 1989
-26.06 12 Jan 2020
Dec 2020
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-17.85 23 Dec 1980
Oct 1982
-17.60 6 Jul 1998
Dec 1998
-17.57 5 Jul 1998
Nov 1998
-16.63 13 Jan 2022
Jan 2023
-16.20 9 Jun 1990
Feb 1991
-16.02 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 1975 - 30 April 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 Value
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -5.53 -8.31 -3.71 -6.64
2024
 23.81 -4.34 12.18 -6.90
2023
 26.05 -9.11 21.73 -9.28
2022
 -19.51 -24.81 -5.39 -16.63
2021
 25.67 -4.46 25.21 -3.32
2020
 21.03 -20.84 1.55 -26.06
2019
 30.67 -6.45 31.48 -7.76
2018
 -5.21 -14.20 -9.18 -12.56
2017
 21.21 0.00 15.08 -1.63
2016
 12.83 -5.73 18.48 -5.38
2015
 0.36 -8.84 -4.32 -10.50
2014
 12.54 -3.17 12.75 -3.59
2013
 33.45 -3.03 32.19 -3.90
2012
 16.45 -6.82 17.36 -6.74
2011
 0.97 -17.58 -0.29 -19.14
2010
 17.42 -13.26 15.81 -13.77
2009
 28.89 -17.72 19.61 -23.38
2008
 -36.98 -38.08 -36.01 -37.37
2007
 5.37 -5.23 -1.38 -9.05
2006
 15.69 -3.22 21.90 -2.74
2005
 6.31 -4.48 6.59 -3.67
2004
 12.79 -3.56 16.71 -3.14
2003
 30.75 -4.27 31.72 -5.06
2002
 -20.47 -27.18 -16.07 -25.33
2001
 -10.97 -23.65 -4.82 -13.49
2000
 -10.57 -15.87 3.67 -8.97
1999
 23.81 -6.42 8.54 -8.88
1998
 23.26 -17.57 17.96 -17.60
1997
 30.99 -4.56 32.64 -5.25
1996
 20.96 -6.17 23.15 -4.43
1995
 35.79 -1.17 39.35 -0.21
1994
 -0.17 -7.43 0.35 -6.99
1993
 10.62 -2.77 10.42 -2.38
1992
 9.11 -2.40 8.69 -2.26
1991
 32.39 -4.47 29.07 -4.66
1990
 -6.08 -16.20 -6.16 -16.02
1989
 28.12 -3.05 28.73 -3.12
1988
 17.32 -3.42 19.63 -3.20
1987
 2.61 -29.34 3.51 -30.17
1986
 14.57 -7.92 17.17 -8.41
1985
 31.27 -4.77 32.40 -3.74
1984
 2.19 -9.02 8.57 -5.86
1983
 22.66 -4.00 24.55 -2.99
1982
 20.50 -11.21 21.31 -9.40
1981
 -4.15 -12.79 3.13 -8.38
1980
 33.15 -11.98 28.37 -10.15
1979
 24.25 -7.22 16.21 -6.74
1978
 8.45 -11.64 5.15 -9.56
1977
 -3.36 -8.29 -6.25 -10.08
1976
 26.47 -2.10 31.05 -1.56
1975
 37.82 -11.74 39.03 -11.39
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Mastering ETF Investing
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