Last Update: 30 November 2023
The Vanguard LifeStrategy Conservative Growth Portfolio obtained a 6.23% compound annual return, with a 6.89% standard deviation, in the last 30 Years.
The Ray Dalio All Weather Portfolio obtained a 7.19% compound annual return, with a 7.39% standard deviation, in the last 30 Years.
Summary
| Vanguard LifeStrategy Conservative Growth Portfolio | Ray Dalio All Weather Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 30% |
| Fixed Income | 60% | 55% | |
| Commodities | 0% | 15% | |
| 30 Years Stats | Return | +6.23% | +7.19% |
| Std Dev | 6.89% | 7.39% | |
| Max Drawdown | -21.90% | -20.58% | |
Last Update: 30 November 2023
Historical Returns as of Nov 30, 2023
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Vanguard LifeStrategy Conservative Growth Portfolio | +6.19 | +3.34 | +5.35 | +4.25 | +4.37 | +6.23 | +7.88 |
| Ray Dalio All Weather Portfolio | +7.09 | +0.11 | +1.62 | +4.70 | +4.74 | +7.19 | +8.61 |
Capital Growth as of Nov 30, 2023
Vanguard LifeStrategy Conservative Growth Portfolio: an investment of 1$, since December 1993, now would be worth 6.13$, with a total return of 513.36% (6.23% annualized).
Ray Dalio All Weather Portfolio: an investment of 1$, since December 1993, now would be worth 8.02$, with a total return of 702.42% (7.19% annualized).
Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 19.17$, with a total return of 1816.88% (7.88% annualized).
: an investment of 1$, since January 1985, now would be worth 24.86$, with a total return of 2386.16% (8.61% annualized).
Drawdowns
Drawdown comparison chart since December 1993.
Vanguard LifeStrategy Conservative Growth Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -21.90% | Nov 2007 | Feb 2009 | |||
| -20.58% | Jan 2022 | Sep 2022 | |||
| -18.57% | Jan 2022 | Sep 2022 | |||
| -11.57% | Jan 2009 | Feb 2009 | |||
| -11.38% | Jul 2008 | Oct 2008 | |||
| -8.46% | Feb 2020 | Mar 2020 | |||
| -8.06% | Feb 2001 | Sep 2002 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.66% | Feb 2015 | Dec 2015 | |||
| -6.42% | Aug 2016 | Nov 2016 | |||
| -6.00% | May 2011 | Sep 2011 | |||
| -5.30% | Jul 1998 | Aug 1998 | |||
| -5.29% | May 2013 | Jun 2013 | |||
| -4.90% | Feb 1994 | Jun 1994 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
| -4.76% | Apr 2004 | Apr 2004 | |||
| -4.74% | Jun 2003 | Jul 2003 | |||
| -4.71% | Sep 2018 | Oct 2018 | |||
| -4.63% | Sep 2018 | Dec 2018 | |||
| -4.61% | Feb 2001 | Mar 2001 | |||
Drawdown comparison chart since January 1985.
Vanguard LifeStrategy Conservative Growth Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -21.90% | Nov 2007 | Feb 2009 | |||
| -20.58% | Jan 2022 | Sep 2022 | |||
| -18.57% | Jan 2022 | Sep 2022 | |||
| -11.57% | Jan 2009 | Feb 2009 | |||
| -11.38% | Jul 2008 | Oct 2008 | |||
| -9.95% | Sep 1987 | Nov 1987 | |||
| -8.78% | Sep 1987 | Nov 1987 | |||
| -8.46% | Feb 2020 | Mar 2020 | |||
| -8.06% | Feb 2001 | Sep 2002 | |||
| -7.29% | Aug 1990 | Sep 1990 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.66% | Feb 2015 | Dec 2015 | |||
| -6.42% | Aug 2016 | Nov 2016 | |||
| -6.31% | Jan 1990 | Apr 1990 | |||
| -6.00% | May 2011 | Sep 2011 | |||
| -5.51% | Jan 1990 | Apr 1990 | |||
| -5.30% | Jul 1998 | Aug 1998 | |||
| -5.29% | May 2013 | Jun 2013 | |||
| -4.90% | Feb 1994 | Jun 1994 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
Yearly Returns
Yearly return comparison.
| Year | Vanguard LifeStrategy Conservative Growth Portfolio | Ray Dalio All Weather Portfolio |
|---|---|---|
| 2023 |
+8.13% | +4.55% |
| 2022 |
-14.98% | -18.39% |
| 2021 |
+6.29% | +8.27% |
| 2020 |
+10.90% | +15.88% |
| 2019 |
+15.98% | +17.93% |
| 2018 |
-3.06% | -3.02% |
| 2017 |
+11.40% | +11.55% |
| 2016 |
+5.76% | +6.50% |
| 2015 |
-0.23% | -3.23% |
| 2014 |
+6.30% | +12.89% |
| 2013 |
+9.27% | +1.71% |
| 2012 |
+10.01% | +7.02% |
| 2011 |
+2.86% | +15.64% |
| 2010 |
+10.21% | +12.88% |
| 2009 |
+17.23% | +2.71% |
| 2008 |
-13.37% | +2.38% |
| 2007 |
+7.58% | +11.88% |
| 2006 |
+10.35% | +6.93% |
| 2005 |
+5.91% | +8.55% |
| 2004 |
+9.28% | +9.41% |
| 2003 |
+16.21% | +13.96% |
| 2002 |
-2.19% | +7.77% |
| 2001 |
-0.37% | -2.77% |
| 2000 |
+1.40% | +10.15% |
| 1999 |
+10.23% | +6.28% |
| 1998 |
+14.76% | +11.05% |
| 1997 |
+10.41% | +13.54% |
| 1996 |
+8.12% | +8.27% |
| 1995 |
+20.68% | +27.44% |
| 1994 |
-0.91% | -3.28% |
| 1993 |
+14.36% | +12.02% |
| 1992 |
+4.96% | +6.76% |
| 1991 |
+19.55% | +17.98% |
| 1990 |
-0.50% | +3.85% |
| 1989 |
+16.53% | +20.45% |
| 1988 |
+12.93% | +10.59% |
| 1987 |
+6.77% | +3.47% |
| 1986 |
+22.93% | +20.56% |
| 1985 |
+29.44% | +28.68% |
