Developed World ex-US 20/80 Portfolio vs The Lazy Team High Yield Bonds Income Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - January 2025 (~40 years)
Consolidated Returns as of 31 January 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Developed World ex-US 20/80 Portfolio
1.00$
Initial Capital
February 1995
4.85$
Final Capital
January 2025
5.40%
Yearly Return
5.27%
Std Deviation
-16.80%
Max Drawdown
42months*
Recovery Period
* in progress
1.00$
Initial Capital
February 1995
2.29$
Final Capital
January 2025
2.80%
Yearly Return
5.27%
Std Deviation
-25.20%
Max Drawdown
49months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
15.90$
Final Capital
January 2025
7.14%
Yearly Return
5.82%
Std Deviation
-16.80%
Max Drawdown
42months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
5.25$
Final Capital
January 2025
4.23%
Yearly Return
5.82%
Std Deviation
-25.20%
Max Drawdown
49months*
Recovery Period
* in progress
The Lazy Team High Yield Bonds Income Portfolio
1.00$
Initial Capital
February 1995
7.27$
Final Capital
January 2025
6.84%
Yearly Return
8.84%
Std Deviation
-23.97%
Max Drawdown
21months
Recovery Period
1.00$
Initial Capital
February 1995
3.43$
Final Capital
January 2025
4.19%
Yearly Return
8.84%
Std Deviation
-29.88%
Max Drawdown
49months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
19.77$
Final Capital
January 2025
7.73%
Yearly Return
8.17%
Std Deviation
-23.97%
Max Drawdown
21months
Recovery Period
1.00$
Initial Capital
January 1985
6.53$
Final Capital
January 2025
4.79%
Yearly Return
8.17%
Std Deviation
-29.88%
Max Drawdown
49months*
Recovery Period
* in progress

As of January 2025, in the previous 30 Years, the Developed World ex-US 20/80 Portfolio obtained a 5.40% compound annual return, with a 5.27% standard deviation. It suffered a maximum drawdown of -16.80% which has been ongoing for 42 months and is still in progress.

As of January 2025, in the previous 30 Years, the The Lazy Team High Yield Bonds Income Portfolio obtained a 6.84% compound annual return, with a 8.84% standard deviation. It suffered a maximum drawdown of -23.97% that required 21 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.

Developed World ex-US 20/80 Portfolio
Weight
(%)
ETF
Ticker
Name
20.00
VEA
Vanguard FTSE Developed Markets
80.00
BNDX
Vanguard Total International Bond
The Lazy Team High Yield Bonds Income Portfolio
Weight
(%)
ETF
Ticker
Name
25.00
EMB
iShares JP Morgan USD Em Mkts Bd
25.00
JNK
SPDR Barclays High Yield Bond ETF
25.00
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
25.00
HYG
iShares iBoxx $ High Yield Corporate Bond
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Portfolio Returns as of Jan 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 1985 - 31 January 2025 (~40 years)
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Return (%) as of Jan 31, 2025
YTD
(1M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US 20/80
-- Market Benchmark
1.08 1.08 1.68 5.32 1.10 2.67 5.40 7.14
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp High Yield Bonds Income
The Lazy Team
1.21 1.21 2.84 6.72 0.98 3.08 6.84 7.73
Return over 1 year are annualized.
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Capital Growth as of Jan 31, 2025

Developed World ex-US 20/80 Portfolio: an investment of 1$, since February 1995, now would be worth 4.85$, with a total return of 384.89% (5.40% annualized).

The Lazy Team High Yield Bonds Income Portfolio: an investment of 1$, since February 1995, now would be worth 7.27$, with a total return of 627.39% (6.84% annualized).


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Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.90$, with a total return of 1489.78% (7.14% annualized).

The Lazy Team High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 19.77$, with a total return of 1876.56% (7.73% annualized).


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Portfolio Metrics as of Jan 31, 2025

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

METRIC COMPARISON
Period: 1 February 2024 - 31 January 2025 (1 year)
Period: 1 February 2020 - 31 January 2025 (5 years)
Period: 1 February 2015 - 31 January 2025 (10 years)
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)
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Developed World ex-US 20/80 High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 20% 0%
Fixed Income 80% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.32 6.72
Infl. Adjusted Return (%) 2.19 3.55
DRAWDOWN
Deepest Drawdown Depth (%) -1.82 -2.49
Start to Recovery (months) 4 4
Longest Drawdown Depth (%) -1.66 -2.38
Start to Recovery (months) 4* 4*
Longest Negative Period (months) 4 4
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.54 6.25
Sharpe Ratio 0.05 0.26
Sortino Ratio 0.06 0.32
Ulcer Index 0.87 1.19
Ratio: Return / Standard Deviation 1.17 1.07
Ratio: Return / Deepest Drawdown 2.92 2.70
Metrics calculated over the period 1 February 2024 - 31 January 2025
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Developed World ex-US 20/80 High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 20% 0%
Fixed Income 80% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.10 0.98
Infl. Adjusted Return (%) -3.05 -3.16
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -21.84
Start to Recovery (months) 42* 41*
Longest Drawdown Depth (%) -16.80 -21.84
Start to Recovery (months) 42* 41*
Longest Negative Period (months) 48 53
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.09 11.29
Sharpe Ratio -0.18 -0.12
Sortino Ratio -0.25 -0.17
Ulcer Index 7.11 9.81
Ratio: Return / Standard Deviation 0.15 0.09
Ratio: Return / Deepest Drawdown 0.07 0.04
Metrics calculated over the period 1 February 2020 - 31 January 2025
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Developed World ex-US 20/80 High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 20% 0%
Fixed Income 80% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.67 3.08
Infl. Adjusted Return (%) -0.44 -0.04
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -21.84
Start to Recovery (months) 42* 41*
Longest Drawdown Depth (%) -16.80 -21.84
Start to Recovery (months) 42* 41*
Longest Negative Period (months) 59 65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.49 8.83
Sharpe Ratio 0.19 0.16
Sortino Ratio 0.25 0.22
Ulcer Index 5.10 7.20
Ratio: Return / Standard Deviation 0.49 0.35
Ratio: Return / Deepest Drawdown 0.16 0.14
Metrics calculated over the period 1 February 2015 - 31 January 2025
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Developed World ex-US 20/80 High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 20% 0%
Fixed Income 80% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.40 6.84
Infl. Adjusted Return (%) 2.80 4.19
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -23.97
Start to Recovery (months) 42* 21
Longest Drawdown Depth (%) -16.80 -21.84
Start to Recovery (months) 42* 41*
Longest Negative Period (months) 59 65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.27 8.84
Sharpe Ratio 0.59 0.51
Sortino Ratio 0.80 0.69
Ulcer Index 3.74 5.14
Ratio: Return / Standard Deviation 1.03 0.77
Ratio: Return / Deepest Drawdown 0.32 0.29
Metrics calculated over the period 1 February 1995 - 31 January 2025
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Developed World ex-US 20/80 High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 20% 0%
Fixed Income 80% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.14 7.73
Infl. Adjusted Return (%) 4.23 4.79
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -23.97
Start to Recovery (months) 42* 21
Longest Drawdown Depth (%) -16.80 -21.84
Start to Recovery (months) 42* 41*
Longest Negative Period (months) 59 65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.82 8.17
Sharpe Ratio 0.69 0.56
Sortino Ratio 0.97 0.75
Ulcer Index 3.45 4.66
Ratio: Return / Standard Deviation 1.23 0.95
Ratio: Return / Deepest Drawdown 0.43 0.32
Metrics calculated over the period 1 January 1985 - 31 January 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 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)

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Developed World ex-US 20/80 High Yield Bonds Income
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-23.97 21 Nov 2007
Jul 2009
-21.84 41* Sep 2021
In progress
-16.80 42* Aug 2021
In progress
-15.55 18 Mar 2008
Aug 2009
-11.99 6 Feb 2020
Jul 2020
-8.48 9 Aug 1998
Apr 1999
-7.79 16 Mar 2015
Jun 2016
-7.46 22 Dec 1996
Sep 1998
-6.71 10 May 2013
Feb 2014
-6.70 7 May 2002
Nov 2002
-5.99 6 Feb 2020
Jul 2020
-4.56 5 Apr 2004
Aug 2004
-4.53 14 Jan 2018
Feb 2019
-4.48 8 May 2013
Dec 2013
-4.40 3 Aug 2011
Oct 2011

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Developed World ex-US 20/80 High Yield Bonds Income
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-23.97 21 Nov 2007
Jul 2009
-21.84 41* Sep 2021
In progress
-16.80 42* Aug 2021
In progress
-15.55 18 Mar 2008
Aug 2009
-11.99 6 Feb 2020
Jul 2020
-8.48 9 Aug 1998
Apr 1999
-7.89 7 Aug 1990
Feb 1991
-7.79 16 Mar 2015
Jun 2016
-7.63 12 Mar 1987
Feb 1988
-7.46 22 Dec 1996
Sep 1998
-7.41 16 Feb 1994
May 1995
-7.02 7 Jan 1990
Jul 1990
-6.71 10 May 2013
Feb 2014
-6.70 7 May 2002
Nov 2002
-6.51 18 Feb 1994
Jul 1995

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 1985 - 31 January 2025 (~40 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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Developed World ex-US 20/80 High Yield Bonds Income
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
1.08 0.00 1.21 0.00
2024
3.48 -1.82 5.00 -2.49
2023
10.62 -3.65 11.21 -5.59
2022
-13.28 -15.82 -16.88 -21.38
2021
0.51 -1.64 0.88 -3.16
2020
5.67 -5.99 7.08 -11.99
2019
10.82 -0.13 16.98 -0.39
2018
-0.71 -1.97 -4.53 -4.53
2017
7.20 -0.28 8.78 -0.17
2016
4.23 -2.76 12.01 -3.93
2015
0.88 -3.06 -3.94 -6.90
2014
5.80 -0.91 6.28 -2.37
2013
3.72 -4.48 -0.40 -6.71
2012
11.34 -1.93 12.61 -1.87
2011
4.42 -2.68 9.07 -4.40
2010
8.49 -1.80 11.52 -3.24
2009
17.74 -4.20 23.52 -10.62
2008
-10.01 -15.55 -10.54 -23.59
2007
6.22 -0.75 3.36 -3.84
2006
7.61 -0.62 7.28 -2.69
2005
6.71 -1.16 5.61 -2.30
2004
8.93 -1.18 9.55 -4.56
2003
10.88 -0.98 18.30 -3.91
2002
4.31 -1.24 7.38 -6.70
2001
4.28 -1.41 10.89 -3.49
2000
4.50 -1.64 6.15 -3.14
1999
7.82 -2.07 6.34 -3.60
1998
16.99 -0.92 2.17 -8.48
1997
-4.15 -6.74 13.61 -2.54
1996
4.66 -1.36 14.28 -2.87
1995
17.78 -0.82 22.64 -0.20
1994
-3.88 -6.31 -4.27 -7.41
1993
19.11 -1.94 18.58 -0.44
1992
6.56 -4.18 12.00 -2.11
1991
19.03 -1.69 25.88 0.00
1990
0.80 -7.02 -0.59 -7.89
1989
11.45 -2.33 8.29 -0.68
1988
12.16 -0.98 11.12 -1.52
1987
8.87 -2.58 0.07 -7.63
1986
25.77 -3.32 15.01 -0.64
1985
31.17 -2.24 21.64 -1.39
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