Developed World ex-US 60/40 vs Stocks/Bonds 20/80 Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 60/40 Portfolio obtained a 5.29% compound annual return, with a 10.17% standard deviation, in the last 30 Years.

The Stocks/Bonds 20/80 Portfolio obtained a 5.66% compound annual return, with a 4.92% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 60/40 Portfolio Stocks/Bonds 20/80 Portfolio
Portfolio Risk High Low
Asset Allocation Stocks 60% 20%
Fixed Income 40% 80%
Commodities 0% 0%
30 Years Stats Return +5.29% +5.66%
Std Dev 10.17% 4.92%
Max Drawdown -37.49% -16.57%
All time Stats
(Since Jan 1985)
Return +7.90% +7.02%
Std Dev 10.99% 5.21%
Max Drawdown -37.49% -16.57%
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
Developed World ex-US 60/40 Portfolio +1.43 +6.56 +11.02 +4.28 +3.79 +5.29 +7.90
Stocks/Bonds 20/80 Portfolio -0.02 +4.68 +8.40 +3.30 +3.58 +5.66 +7.02
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 4.70$, with a total return of 370.02% (5.29% annualized).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 5.21$, with a total return of 421.19% (5.66% annualized).

Developed World ex-US 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 19.67$, with a total return of 1867.49% (7.90% annualized).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 14.26$, with a total return of 1326.23% (7.02% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 60/40 Portfolio
Stocks/Bonds 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) In progress (30) 10.46
-16.57% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-7.33% Nov 1994 Feb 1995 (4) Jul 1995 (9) 3.33
-7.06% Jul 1997 Dec 1997 (6) Mar 1998 (9) 3.90
-6.93% Jun 1998 Aug 1998 (3) Oct 1998 (5) 3.66
-5.78% Dec 1996 Apr 1997 (5) Jun 1997 (7) 3.79
-5.09% May 2013 Jun 2013 (2) Sep 2013 (5) 2.77
-4.31% Jul 2014 Dec 2014 (6) Feb 2015 (8) 2.48
-4.08% Jan 2000 Jan 2000 (1) Mar 2000 (3) 2.27
-3.92% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.69% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.23
-3.20% May 1999 May 1999 (1) Jul 1999 (3) 1.64
-2.67% Sep 2018 Oct 2018 (2) Jan 2019 (5) 1.60

Drawdown comparison chart since January 1985.

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Developed World ex-US 60/40 Portfolio
Stocks/Bonds 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) In progress (30) 10.46
-18.51% Jan 1990 Sep 1990 (9) Dec 1991 (24) 8.68
-16.57% Jan 2022 Sep 2022 (9) In progress (26) 10.75
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-8.82% Sep 1987 Oct 1987 (2) Feb 1988 (6) 5.47
-8.78% Jan 1992 Apr 1992 (4) Mar 1993 (15) 5.11
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-7.55% Feb 1994 Feb 1995 (13) Jul 1995 (18) 2.81
-7.06% Jul 1997 Dec 1997 (6) Mar 1998 (9) 3.90
-6.93% Jun 1998 Aug 1998 (3) Oct 1998 (5) 3.66
-6.35% Sep 1993 Nov 1993 (3) Jan 1994 (5) 2.82
-6.14% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.45
-5.90% Sep 1986 Oct 1986 (2) Dec 1986 (4) 3.02
-5.78% Dec 1996 Apr 1997 (5) Jun 1997 (7) 3.79
-5.50% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.71

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
+0.53%
-0.89%
+0.07%
-0.02%
2023
+14.28%
-7.32%
+9.54%
-5.62%
2022
-14.32%
-21.67%
-14.39%
-16.57%
2021
+6.09%
-3.26%
+3.64%
-1.82%
2020
+7.71%
-14.56%
+10.38%
-3.92%
2019
+16.72%
-2.77%
+13.20%
-0.07%
2018
-7.73%
-10.09%
-1.13%
-2.67%
2017
+16.81%
0.00%
+7.10%
-0.02%
2016
+3.45%
-4.03%
+4.58%
-2.40%
2015
+0.25%
-7.87%
+0.52%
-1.90%
2014
-0.09%
-4.31%
+7.16%
-0.89%
2013
+12.77%
-5.09%
+5.01%
-2.56%
2012
+14.95%
-7.61%
+5.82%
-0.62%
2011
-3.94%
-13.28%
+6.53%
-0.88%
2010
+8.42%
-7.69%
+8.44%
-0.76%
2009
+22.61%
-13.44%
+8.69%
-5.67%
2008
-25.33%
-29.87%
-1.91%
-8.42%
2007
+8.69%
-3.28%
+6.61%
-0.76%
2006
+16.94%
-2.26%
+6.55%
-1.09%
2005
+10.15%
-2.01%
+3.18%
-1.84%
2004
+14.59%
-2.01%
+5.95%
-2.58%
2003
+24.77%
-4.07%
+9.33%
-2.13%
2002
-5.65%
-12.16%
+2.51%
-2.13%
2001
-8.83%
-13.08%
+4.55%
-1.99%
2000
-4.89%
-7.85%
+7.00%
-2.23%
1999
+22.89%
-3.20%
+4.16%
-2.17%
1998
+16.75%
-6.93%
+11.52%
-2.15%
1997
-2.77%
-7.06%
+13.75%
-1.70%
1996
+4.67%
-1.39%
+7.06%
-1.44%
1995
+10.88%
-4.80%
+21.70%
0.00%
1994
+2.94%
-3.27%
-2.16%
-5.50%
1993
+24.52%
-6.35%
+9.87%
-1.10%
1992
-4.11%
-8.78%
+7.53%
-1.25%
1991
+14.26%
-5.21%
+18.68%
-1.05%
1990
-11.99%
-18.51%
+5.70%
-3.09%
1989
+12.15%
-3.14%
+16.54%
-0.87%
1988
+18.91%
-5.35%
+9.35%
-2.17%
1987
+19.68%
-8.82%
+1.75%
-6.14%
1986
+44.57%
-5.90%
+15.00%
-3.14%
1985
+43.60%
-0.36%
+24.05%
-1.20%