Developed World ex-US 20/80 vs Larry Swedroe Larry Portfolio Comparison

Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Developed World ex-US 20/80 Portfolio
1.00$
Initial Capital
December 1994
4.84$
Final Capital
November 2024
5.39%
Yearly Return
5.26
Std Deviation
-16.80%
Max Drawdown
40months
Recovery Period
Larry Swedroe Larry Portfolio
1.00$
Initial Capital
December 1994
6.09$
Final Capital
November 2024
6.21%
Yearly Return
5.55
Std Deviation
-15.96%
Max Drawdown
42months
Recovery Period
Developed World ex-US 20/80 Portfolio
1.00$
Initial Capital
January 1985
15.94$
Final Capital
November 2024
7.18%
Yearly Return
5.82
Std Deviation
-16.80%
Max Drawdown
40months
Recovery Period
Larry Swedroe Larry Portfolio
1.00$
Initial Capital
January 1985
20.19$
Final Capital
November 2024
7.82%
Yearly Return
6.18
Std Deviation
-15.96%
Max Drawdown
42months
Recovery Period

The Developed World ex-US 20/80 Portfolio obtained a 5.39% compound annual return, with a 5.26% standard deviation, in the last 30 Years.

The Larry Swedroe Larry Portfolio obtained a 6.21% compound annual return, with a 5.55% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Developed World ex-US 20/80 4.87 1.40 4.46 8.76 1.44 2.87 5.39 7.18
Larry Portfolio
Larry Swedroe 		5.15 1.87 5.59 9.86 2.18 2.96 6.21 7.82
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Developed World ex-US 20/80 Portfolio: an investment of 1$, since December 1994, now would be worth 4.84$, with a total return of 383.54% (5.39% annualized).

Larry Swedroe Larry Portfolio: an investment of 1$, since December 1994, now would be worth 6.09$, with a total return of 509.41% (6.21% annualized).


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Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.94$, with a total return of 1493.89% (7.18% annualized).

Larry Swedroe Larry Portfolio: an investment of 1$, since January 1985, now would be worth 20.19$, with a total return of 1919.30% (7.82% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Developed World ex-US 20/80 Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.76 9.86
Infl. Adjusted Return (%) 6.20 7.27
DRAWDOWN
Deepest Drawdown Depth (%) -1.82 -2.48
Start to Recovery (months) 4 2*
Longest Drawdown Depth (%) -1.82 -2.44
Start to Recovery (months) 4 7
Longest Negative Period (months) 4 6
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.31 7.14
Sharpe Ratio 0.67 0.65
Sortino Ratio 0.92 0.91
Ulcer Index 0.77 1.10
Ratio: Return / Standard Deviation 1.65 1.38
Ratio: Return / Deepest Drawdown 4.81 3.98
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Developed World ex-US 20/80 Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.44 2.18
Infl. Adjusted Return (%) -2.57 -1.85
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Negative Period (months) 48 47
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.06 7.42
Sharpe Ratio -0.12 -0.01
Sortino Ratio -0.16 -0.02
Ulcer Index 7.10 7.14
Ratio: Return / Standard Deviation 0.20 0.29
Ratio: Return / Deepest Drawdown 0.09 0.14
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Developed World ex-US 20/80 Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.87 2.96
Infl. Adjusted Return (%) -0.04 0.06
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Negative Period (months) 59 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.48 5.86
Sharpe Ratio 0.24 0.24
Sortino Ratio 0.32 0.33
Ulcer Index 5.10 5.16
Ratio: Return / Standard Deviation 0.52 0.51
Ratio: Return / Deepest Drawdown 0.17 0.19
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Developed World ex-US 20/80 Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.39 6.21
Infl. Adjusted Return (%) 2.81 3.61
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Negative Period (months) 59 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.26 5.55
Sharpe Ratio 0.59 0.71
Sortino Ratio 0.80 0.96
Ulcer Index 3.73 3.29
Ratio: Return / Standard Deviation 1.03 1.12
Ratio: Return / Deepest Drawdown 0.32 0.39
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Developed World ex-US 20/80 Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.18 7.82
Infl. Adjusted Return (%) 4.28 4.90
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Negative Period (months) 59 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.82 6.18
Sharpe Ratio 0.69 0.76
Sortino Ratio 0.98 1.05
Ulcer Index 3.45 3.16
Ratio: Return / Standard Deviation 1.23 1.27
Ratio: Return / Deepest Drawdown 0.43 0.49
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)

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Developed World ex-US 20/80 Larry Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-16.80 40* Aug 2021
In progress
-15.96 42* Jun 2021
In progress
-15.55 18 Mar 2008
Aug 2009
-11.47 16 Apr 2008
Jul 2009
-7.46 22 Dec 1996
Sep 1998
-5.99 6 Feb 2020
Jul 2020
-5.38 7 Jan 2020
Jul 2020
-5.14 7 May 1998
Nov 1998
-4.48 8 May 2013
Dec 2013
-4.08 7 Sep 2018
Mar 2019
-3.98 6 Apr 2004
Sep 2004
-3.97 6 Aug 2011
Jan 2012
-3.38 4 Jan 1999
Apr 1999
-3.31 11 May 2015
Mar 2016
-3.06 12 Apr 2015
Mar 2016

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Developed World ex-US 20/80 Larry Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-16.80 40* Aug 2021
In progress
-15.96 42* Jun 2021
In progress
-15.55 18 Mar 2008
Aug 2009
-11.47 16 Apr 2008
Jul 2009
-9.16 10 Sep 1987
Jun 1988
-7.46 22 Dec 1996
Sep 1998
-7.44 16 Feb 1994
May 1995
-7.02 7 Jan 1990
Jul 1990
-6.63 6 Aug 1990
Jan 1991
-6.51 18 Feb 1994
Jul 1995
-6.31 5 Aug 1990
Dec 1990
-5.99 6 Feb 2020
Jul 2020
-5.38 7 Jan 2020
Jul 2020
-5.14 7 May 1998
Nov 1998
-4.70 6 Mar 1987
Aug 1987

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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 November 2024 (~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 Larry Portfolio
Year Return Drawdown Return Drawdown
2024
 4.87% -1.82% 5.15% -2.48%
2023
 10.62% -3.65% 6.94% -6.22%
2022
 -13.28% -15.82% -11.20% -14.55%
2021
 0.51% -1.64% 3.41% -2.64%
2020
 5.67% -5.99% 6.44% -5.38%
2019
 10.82% -0.13% 10.64% -1.45%
2018
 -0.71% -1.97% -3.54% -4.08%
2017
 7.20% -0.28% 7.74% 0.00%
2016
 4.23% -2.76% 6.87% -1.26%
2015
 0.88% -3.06% -0.54% -3.22%
2014
 5.80% -0.91% 2.38% -2.37%
2013
 3.72% -4.48% 6.31% -2.41%
2012
 11.34% -1.93% 7.27% -2.25%
2011
 4.42% -2.68% 3.23% -3.97%
2010
 8.49% -1.80% 10.82% -2.16%
2009
 17.74% -4.20% 10.12% -7.76%
2008
 -10.01% -15.55% -2.44% -7.60%
2007
 6.22% -0.75% 8.99% -0.45%
2006
 7.61% -0.62% 9.57% -2.17%
2005
 6.71% -1.16% 6.71% -1.81%
2004
 8.93% -1.18% 10.23% -3.98%
2003
 10.88% -0.98% 16.93% -0.92%
2002
 4.31% -1.24% 7.68% -1.92%
2001
 4.28% -1.41% 6.47% -2.38%
2000
 4.50% -1.64% 10.81% -1.59%
1999
 7.82% -2.07% 4.08% -3.38%
1998
 16.99% -0.92% 6.06% -5.14%
1997
 -4.15% -6.74% 8.62% -1.80%
1996
 4.66% -1.36% 5.81% -1.78%
1995
 17.78% -0.82% 18.99% 0.00%
1994
 -3.88% -6.31% -4.77% -7.44%
1993
 19.11% -1.94% 20.95% -1.55%
1992
 6.56% -4.18% 9.36% -1.05%
1991
 19.03% -1.69% 26.47% -2.04%
1990
 0.80% -7.02% 1.93% -6.63%
1989
 11.45% -2.33% 22.14% 0.00%
1988
 12.16% -0.98% 12.93% -1.48%
1987
 8.87% -2.58% -0.86% -9.16%
1986
 25.77% -3.32% 17.85% -3.07%
1985
 31.17% -2.24% 27.10% -0.72%