Vanguard LifeStrategy Conservative Growth vs Ray Dalio All Weather Portfolio Comparison

Last Update: 29 February 2024

The Vanguard LifeStrategy Conservative Growth Portfolio obtained a 6.29% compound annual return, with a 6.89% standard deviation, in the last 30 Years.

The Ray Dalio All Weather Portfolio obtained a 7.34% compound annual return, with a 7.40% standard deviation, in the last 30 Years.

Summary

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Vanguard LifeStrategy Conservative Growth Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 30%
Fixed Income 60% 55%
Commodities 0% 15%
30 Years Stats Return +6.29% +7.34%
Std Dev 6.89% 7.40%
Max Drawdown -21.90% -20.58%
All time Stats
(Since Jan 1985)
Return +7.97% +8.69%
Std Dev 7.13% 7.50%
Max Drawdown -21.90% -20.58%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Vanguard LifeStrategy Conservative Growth Portfolio +1.12 +6.20 +11.52 +4.69 +4.66 +6.29 +7.97
Ray Dalio All Weather Portfolio +0.44 +4.16 +7.84 +4.93 +4.82 +7.34 +8.69
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Vanguard LifeStrategy Conservative Growth Portfolio: an investment of 1$, since March 1994, now would be worth 6.24$, with a total return of 523.82% (6.29% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since March 1994, now would be worth 8.37$, with a total return of 737.14% (7.34% annualized).

Vanguard LifeStrategy Conservative Growth Portfolio: an investment of 1$, since January 1985, now would be worth 20.16$, with a total return of 1915.81% (7.97% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 26.12$, with a total return of 2511.99% (8.69% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Vanguard LifeStrategy Conservative Growth Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-21.90% Nov 2007 Feb 2009 (16) Dec 2009 (26) 10.27
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-18.57% Jan 2022 Sep 2022 (9) In progress (26) 10.69
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-8.46% Feb 2020 Mar 2020 (2) Jul 2020 (6) 3.62
-8.06% Feb 2001 Sep 2002 (20) May 2003 (28) 4.17
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.00% May 2011 Sep 2011 (5) Jan 2012 (9) 2.46
-5.30% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.58
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27
-4.76% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09
-4.74% Jun 2003 Jul 2003 (2) Sep 2003 (4) 2.46
-4.71% Sep 2018 Oct 2018 (2) Mar 2019 (7) 2.74
-4.63% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.47
-4.61% Feb 2001 Mar 2001 (2) Aug 2002 (19) 2.73
-4.56% May 2015 Sep 2015 (5) May 2016 (13) 2.56
-4.21% Mar 1994 Nov 1994 (9) Feb 1995 (12) 2.78

Drawdown comparison chart since January 1985.

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Vanguard LifeStrategy Conservative Growth Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-21.90% Nov 2007 Feb 2009 (16) Dec 2009 (26) 10.27
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-18.57% Jan 2022 Sep 2022 (9) In progress (26) 10.69
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-9.95% Sep 1987 Nov 1987 (3) Jun 1988 (10) 4.85
-8.78% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.96
-8.46% Feb 2020 Mar 2020 (2) Jul 2020 (6) 3.62
-8.06% Feb 2001 Sep 2002 (20) May 2003 (28) 4.17
-7.29% Aug 1990 Sep 1990 (2) Jan 1991 (6) 3.92
-6.83% Feb 1994 Nov 1994 (10) Mar 1995 (14) 4.86
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-6.31% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.33
-6.00% May 2011 Sep 2011 (5) Jan 2012 (9) 2.46
-5.51% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.88
-5.30% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.58
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-4.90% Feb 1994 Jun 1994 (5) Mar 1995 (14) 3.29
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27

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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Year Return Drawdown Return Drawdown
2024
+0.94%
-0.17%
-0.09%
-0.52%
2023
+12.64%
-6.30%
+9.94%
-9.24%
2022
-14.98%
-18.57%
-18.39%
-20.58%
2021
+6.29%
-2.35%
+8.27%
-3.74%
2020
+10.90%
-8.46%
+15.88%
-3.68%
2019
+15.98%
-1.67%
+17.93%
-0.83%
2018
-3.06%
-4.63%
-3.02%
-4.71%
2017
+11.40%
0.00%
+11.55%
-0.49%
2016
+5.76%
-1.97%
+6.50%
-6.42%
2015
-0.23%
-4.56%
-3.23%
-6.66%
2014
+6.30%
-1.55%
+12.89%
-2.52%
2013
+9.27%
-3.00%
+1.71%
-5.29%
2012
+10.01%
-3.02%
+7.02%
-1.33%
2011
+2.86%
-6.00%
+15.64%
-2.00%
2010
+10.21%
-3.68%
+12.88%
-0.69%
2009
+17.23%
-8.65%
+2.71%
-11.57%
2008
-13.37%
-17.25%
+2.38%
-11.38%
2007
+7.58%
-1.31%
+11.88%
-1.20%
2006
+10.35%
-1.58%
+6.93%
-1.71%
2005
+5.91%
-1.60%
+8.55%
-2.99%
2004
+9.28%
-2.28%
+9.41%
-4.76%
2003
+16.21%
-1.18%
+13.96%
-4.74%
2002
-2.19%
-6.39%
+7.77%
-1.56%
2001
-0.37%
-6.05%
-2.77%
-4.61%
2000
+1.40%
-3.80%
+10.15%
-2.26%
1999
+10.23%
-2.26%
+6.28%
-3.79%
1998
+14.76%
-5.30%
+11.05%
-4.83%
1997
+10.41%
-2.78%
+13.54%
-2.89%
1996
+8.12%
-1.36%
+8.27%
-2.11%
1995
+20.68%
0.00%
+27.44%
0.00%
1994
-0.91%
-4.90%
-3.28%
-6.83%
1993
+14.36%
-2.48%
+12.02%
-1.98%
1992
+4.96%
-3.22%
+6.76%
-2.23%
1991
+19.55%
-2.33%
+17.98%
-1.86%
1990
-0.50%
-7.29%
+3.85%
-5.51%
1989
+16.53%
-1.00%
+20.45%
-1.14%
1988
+12.93%
-1.67%
+10.59%
-1.93%
1987
+6.77%
-9.95%
+3.47%
-8.78%
1986
+22.93%
-3.26%
+20.56%
-3.75%
1985
+29.44%
-0.72%
+28.68%
-2.13%