Developed World ex-US 60/40 Momentum vs Vanguard LifeStrategy Conservative Growth Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 60/40 Momentum Portfolio obtained a 4.05% compound annual return, with a 8.90% standard deviation, in the last 10 Years.

The Vanguard LifeStrategy Conservative Growth Portfolio obtained a 4.66% compound annual return, with a 7.43% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 60/40 Momentum Portfolio Vanguard LifeStrategy Conservative Growth Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 60% 40%
Fixed Income 40% 60%
Commodities 0% 0%
10 Years Stats Return +4.05% +4.66%
Std Dev 8.90% 7.43%
Max Drawdown -22.23% -18.57%
All time Stats
(Since Aug 2009)
Return +5.65% +6.00%
Std Dev 9.52% 7.01%
Max Drawdown -22.23% -18.57%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 60/40 Momentum Portfolio +3.08 +10.58 +14.98 +5.52 +4.05 +5.65
Vanguard LifeStrategy Conservative Growth Portfolio +1.12 +6.20 +11.52 +4.69 +4.66 +6.00
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 60/40 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.49$, with a total return of 48.68% (4.05% annualized).

Vanguard LifeStrategy Conservative Growth Portfolio: an investment of 1$, since March 2014, now would be worth 1.58$, with a total return of 57.74% (4.66% annualized).

Developed World ex-US 60/40 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.23$, with a total return of 122.75% (5.65% annualized).

Vanguard LifeStrategy Conservative Growth Portfolio: an investment of 1$, since August 2009, now would be worth 2.34$, with a total return of 133.98% (6.00% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 60/40 Momentum Portfolio
Vanguard LifeStrategy Conservative Growth Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-22.23% Nov 2021 Sep 2022 (11) In progress (28) 11.44
-18.57% Jan 2022 Sep 2022 (9) In progress (26) 10.69
-10.52% Feb 2018 Dec 2018 (11) Jun 2019 (17) 4.70
-10.46% Feb 2020 Mar 2020 (2) Jun 2020 (5) 5.30
-8.46% Feb 2020 Mar 2020 (2) Jul 2020 (6) 3.62
-7.73% May 2015 Sep 2015 (5) Jul 2016 (15) 4.34
-5.21% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.46
-4.63% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.47
-4.56% May 2015 Sep 2015 (5) May 2016 (13) 2.56
-4.02% Jul 2014 Dec 2014 (6) Apr 2015 (10) 2.20
-2.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.55
-2.43% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.72
-2.35% Sep 2021 Sep 2021 (1) Dec 2021 (4) 1.16
-2.13% Oct 2020 Oct 2020 (1) Nov 2020 (2) 1.23
-1.97% Oct 2016 Nov 2016 (2) Jan 2017 (4) 1.17
-1.97% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.11
-1.67% May 2019 May 2019 (1) Jun 2019 (2) 0.97
-1.55% Sep 2014 Sep 2014 (1) Nov 2014 (3) 0.81
-1.30% Jan 2021 Feb 2021 (2) Apr 2021 (4) 0.83
-0.97% Jun 2021 Jun 2021 (1) Jul 2021 (2) 0.56

Drawdown comparison chart since August 2009.

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Developed World ex-US 60/40 Momentum Portfolio
Vanguard LifeStrategy Conservative Growth Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-22.23% Nov 2021 Sep 2022 (11) In progress (28) 11.44
-18.57% Jan 2022 Sep 2022 (9) In progress (26) 10.69
-15.10% May 2011 Sep 2011 (5) Nov 2012 (19) 7.35
-10.52% Feb 2018 Dec 2018 (11) Jun 2019 (17) 4.70
-10.46% Feb 2020 Mar 2020 (2) Jun 2020 (5) 5.30
-8.46% Feb 2020 Mar 2020 (2) Jul 2020 (6) 3.62
-7.73% May 2015 Sep 2015 (5) Jul 2016 (15) 4.34
-6.85% Apr 2010 Jun 2010 (3) Sep 2010 (6) 3.74
-6.00% May 2011 Sep 2011 (5) Jan 2012 (9) 2.46
-5.64% May 2013 Jun 2013 (2) Sep 2013 (5) 3.77
-5.21% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.46
-4.63% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.47
-4.56% May 2015 Sep 2015 (5) May 2016 (13) 2.56
-4.02% Jul 2014 Dec 2014 (6) Apr 2015 (10) 2.20
-3.68% May 2010 Jun 2010 (2) Sep 2010 (5) 1.97
-3.50% Jan 2010 Jan 2010 (1) Mar 2010 (3) 2.25
-3.02% May 2012 May 2012 (1) Jul 2012 (3) 1.59
-3.00% May 2013 Jun 2013 (2) Sep 2013 (5) 1.59
-2.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.55
-2.52% Jan 2014 Jan 2014 (1) Feb 2014 (2) 1.45

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
+4.73%
0.00%
+0.94%
-0.17%
2023
+11.86%
-5.80%
+12.64%
-6.30%
2022
-15.18%
-22.15%
-14.98%
-18.57%
2021
+3.05%
-2.69%
+6.29%
-2.35%
2020
+15.15%
-10.46%
+10.90%
-8.46%
2019
+17.85%
-1.00%
+15.98%
-1.67%
2018
-7.45%
-10.52%
-3.06%
-4.63%
2017
+16.24%
-0.39%
+11.40%
0.00%
2016
+2.13%
-5.21%
+5.76%
-1.97%
2015
-0.48%
-7.73%
-0.23%
-4.56%
2014
-2.02%
-4.02%
+6.30%
-1.55%
2013
+12.99%
-5.64%
+9.27%
-3.00%
2012
+14.58%
-4.84%
+10.01%
-3.02%
2011
-5.18%
-15.10%
+2.86%
-6.00%
2010
+11.89%
-6.85%
+10.21%
-3.68%