Developed World ex-US 80/20 Portfolio vs Emerging Markets Stocks Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2026 (~41 years)
Consolidated Returns as of 31 May 2026
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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The minimum date range must be at least 12 months. 'Date To' cannot be beyond May 2026.
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Results
30 Years
(1996/06 - 2026/05)
All Data
(1985/01 - 2026/05)
Inflation Adjusted:
Developed World ex-US 80/20 Portfolio
1.00$
Invested Capital
June 1996
6.10$
Final Capital
May 2026
6.21%
Yearly Return
13.37%
Std Deviation
-47.74%
Max Drawdown
71months
Recovery Period
1.00$
Invested Capital
June 1996
2.85$
Final Capital
May 2026
3.56%
Yearly Return
13.37%
Std Deviation
-48.61%
Max Drawdown
80months
Recovery Period
1.00$
Invested Capital
January 1985
30.27$
Final Capital
May 2026
8.58%
Yearly Return
14.02%
Std Deviation
-47.74%
Max Drawdown
71months
Recovery Period
1.00$
Invested Capital
January 1985
9.56$
Final Capital
May 2026
5.60%
Yearly Return
14.02%
Std Deviation
-48.61%
Max Drawdown
80months
Recovery Period
Emerging Markets Stocks Portfolio
1.00$
Invested Capital
June 1996
6.62$
Final Capital
May 2026
6.50%
Yearly Return
22.24%
Std Deviation
-60.44%
Max Drawdown
120months
Recovery Period
1.00$
Invested Capital
June 1996
3.10$
Final Capital
May 2026
3.84%
Yearly Return
22.24%
Std Deviation
-61.09%
Max Drawdown
159months
Recovery Period
1.00$
Invested Capital
January 1985
46.51$
Final Capital
May 2026
9.71%
Yearly Return
25.06%
Std Deviation
-60.44%
Max Drawdown
120months
Recovery Period
1.00$
Invested Capital
January 1985
14.69$
Final Capital
May 2026
6.70%
Yearly Return
25.06%
Std Deviation
-61.09%
Max Drawdown
159months
Recovery Period

As of May 2026, in the previous 30 Years, the Developed World ex-US 80/20 Portfolio obtained a 6.21% compound annual return, with a 13.37% standard deviation. It suffered a maximum drawdown of -47.74% that required 71 months to be recovered.

As of May 2026, in the previous 30 Years, the Emerging Markets Stocks Portfolio obtained a 6.50% compound annual return, with a 22.24% standard deviation. It suffered a maximum drawdown of -60.44% that required 120 months to be recovered.

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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.

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Developed World ex-US 80/20 Portfolio
Weight
(%)		 Ticker Name
80.00
VEA
Vanguard FTSE Developed Markets
20.00
BNDX
Vanguard Total International Bond
Emerging Markets Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
EEM
iShares MSCI Emerging Markets
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Portfolio Returns as of May 31, 2026

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1996/06 - 2026/05)
All Data
(1985/01 - 2026/05)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US 80/20
 1 $ 6.10 $ 509.63% 6.21%
Emerging Markets Stocks
 1 $ 6.62 $ 561.51% 6.50%
Jun 1996 May 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US 80/20
 1 $ 2.85 $ 185.41% 3.56%
Emerging Markets Stocks
 1 $ 3.10 $ 209.70% 3.84%
Jun 1996 May 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US 80/20
 1 $ 30.27 $ 2 926.76% 8.58%
Emerging Markets Stocks
 1 $ 46.51 $ 4 551.08% 9.71%
Jan 1985 May 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US 80/20
 1 $ 9.56 $ 855.87% 5.60%
Emerging Markets Stocks
 1 $ 14.69 $ 1 368.85% 6.70%
Jan 1985 May 2026

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Return (%) as of May 31, 2026
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
https://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_world.webp Developed World ex-US 80/20
-- Market Benchmark 		12.25 3.67 15.14 27.02 8.11 8.71 6.21 8.58
https://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_world.webp Emerging Markets Stocks
-- Market Benchmark 		25.39 7.20 28.10 54.34 7.04 9.97 6.50 9.71
Returns over 1 year are annualized.
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Portfolio Metrics as of May 31, 2026

The following metrics, updated as of 31 May 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2025 - 31 May 2026 (1 year)
Period: 1 June 2021 - 31 May 2026 (5 years)
Period: 1 June 2016 - 31 May 2026 (10 years)
Period: 1 June 1996 - 31 May 2026 (30 years)
Period: 1 January 1985 - 31 May 2026 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2026/05)
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Developed World ex-US 80/20 Emerging Markets Stocks
Author
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 27.02 54.34
Infl. Adjusted (%) 21.92 48.15
DRAWDOWN
Deepest Drawdown Depth (%) -7.42 -9.25
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -7.42 -1.77
Start to Recovery (months) 3 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 11.89 18.68
Sharpe Ratio 1.94 2.70
Sortino Ratio 2.29 3.43
Ulcer Index 2.15 2.61
Ratio: Return / Standard Deviation 2.27 2.91
Ratio: Return / Deepest Drawdown 3.64 5.87
Metrics calculated over the period 1 June 2025 - 31 May 2026
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Developed World ex-US 80/20 Emerging Markets Stocks
Author
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.11 7.04
Infl. Adjusted (%) 3.48 2.46
DRAWDOWN
Deepest Drawdown Depth (%) -25.24 -36.52
Start to Recovery (months) 31 51
Longest Drawdown Depth (%) -25.24 -36.52
Start to Recovery (months) 31 51
Longest Negative Period (months) 32 50
RISK INDICATORS
Standard Deviation (%) 13.62 17.57
Sharpe Ratio 0.35 0.21
Sortino Ratio 0.47 0.30
Ulcer Index 8.00 18.56
Ratio: Return / Standard Deviation 0.60 0.40
Ratio: Return / Deepest Drawdown 0.32 0.19
Metrics calculated over the period 1 June 2021 - 31 May 2026
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Developed World ex-US 80/20 Emerging Markets Stocks
Author
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.71 9.97
Infl. Adjusted (%) 5.15 6.37
DRAWDOWN
Deepest Drawdown Depth (%) -25.24 -36.52
Start to Recovery (months) 31 51
Longest Drawdown Depth (%) -25.24 -36.52
Start to Recovery (months) 31 51
Longest Negative Period (months) 60 85
RISK INDICATORS
Standard Deviation (%) 12.75 17.06
Sharpe Ratio 0.51 0.46
Sortino Ratio 0.68 0.63
Ulcer Index 6.94 15.51
Ratio: Return / Standard Deviation 0.68 0.58
Ratio: Return / Deepest Drawdown 0.34 0.27
Metrics calculated over the period 1 June 2016 - 31 May 2026
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Developed World ex-US 80/20 Emerging Markets Stocks
Author
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.21 6.50
Infl. Adjusted (%) 3.56 3.84
DRAWDOWN
Deepest Drawdown Depth (%) -47.74 -60.44
Start to Recovery (months) 71 120
Longest Drawdown Depth (%) -47.74 -60.44
Start to Recovery (months) 71 120
Longest Negative Period (months) 113 195
RISK INDICATORS
Standard Deviation (%) 13.37 22.24
Sharpe Ratio 0.30 0.19
Sortino Ratio 0.40 0.26
Ulcer Index 13.10 21.50
Ratio: Return / Standard Deviation 0.46 0.29
Ratio: Return / Deepest Drawdown 0.13 0.11
Metrics calculated over the period 1 June 1996 - 31 May 2026
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Developed World ex-US 80/20 Emerging Markets Stocks
Author
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.58 9.71
Infl. Adjusted (%) 5.60 6.70
DRAWDOWN
Deepest Drawdown Depth (%) -47.74 -60.44
Start to Recovery (months) 71 120
Longest Drawdown Depth (%) -47.74 -54.22
Start to Recovery (months) 71 120
Longest Negative Period (months) 113 195
RISK INDICATORS
Standard Deviation (%) 14.02 25.06
Sharpe Ratio 0.39 0.26
Sortino Ratio 0.53 0.36
Ulcer Index 11.97 21.48
Ratio: Return / Standard Deviation 0.61 0.39
Ratio: Return / Deepest Drawdown 0.18 0.16
Metrics calculated over the period 1 January 1985 - 31 May 2026
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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 June 1996 - 31 May 2026 (30 years)
Period: 1 January 1985 - 31 May 2026 (~41 years)
30 Years
(1996/06 - 2026/05)

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Developed World ex-US 80/20 Emerging Markets Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-60.44 120 Nov 2007
Oct 2017
-53.99 78 Aug 1997
Jan 2004
-47.74 71 Nov 2007
Sep 2013
-36.52 51 Jul 2021
Sep 2025
-36.04 56 Apr 2000
Nov 2004
-29.69 34 Feb 2018
Nov 2020
-25.24 31 Sep 2021
Mar 2024
-19.27 11 Jan 2020
Nov 2020
-14.39 23 Feb 2018
Dec 2019
-13.21 23 May 2015
Mar 2017
-11.25 7 Apr 2004
Oct 2004
-11.14 7 May 2006
Nov 2006
-10.17 6 Jun 1998
Nov 1998
-9.25 2 Mar 2026
Apr 2026
-9.06 5 Mar 2005
Jul 2005

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Developed World ex-US 80/20 Emerging Markets Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-60.44 120 Nov 2007
Oct 2017
-55.33 31 Mar 1987
Sep 1989
-54.22 120 Feb 1994
Jan 2004
-47.74 71 Nov 2007
Sep 2013
-36.52 51 Jul 2021
Sep 2025
-36.04 56 Apr 2000
Nov 2004
-34.47 7 Aug 1990
Feb 1991
-29.69 34 Feb 2018
Nov 2020
-25.24 31 Sep 2021
Mar 2024
-24.86 40 Jan 1990
Apr 1993
-23.01 11 Jun 1992
Apr 1993
-19.27 11 Jan 2020
Nov 2020
-14.39 23 Feb 2018
Dec 2019
-13.21 23 May 2015
Mar 2017
-11.30 7 Sep 1987
Mar 1988

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 May 2026 (~41 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 80/20 Emerging Markets Stocks
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 12.25 -7.42 25.39 -9.25
2025
 28.71 -1.16 33.98 -1.77
2024
 3.23 -6.55 6.49 -7.27
2023
 16.11 -9.05 8.95 -12.51
2022
 -14.84 -24.60 -20.56 -29.40
2021
 8.88 -4.09 -3.61 -11.44
2020
 8.72 -19.27 17.03 -23.94
2019
 19.67 -4.01 18.20 -7.82
2018
 -11.24 -14.39 -15.31 -22.75
2017
 21.61 0.00 37.28 -0.39
2016
 3.06 -6.24 10.87 -5.81
2015
 -0.06 -10.16 -16.18 -23.20
2014
 -3.03 -7.17 -3.93 -11.58
2013
 17.30 -5.38 -3.69 -13.17
2012
 16.75 -10.50 19.10 -14.96
2011
 -8.12 -18.69 -18.82 -29.09
2010
 8.38 -11.60 16.51 -10.81
2009
 25.05 -18.06 68.93 -14.98
2008
 -32.99 -37.70 -48.88 -53.98
2007
 9.92 -4.83 33.31 -8.97
2006
 21.60 -3.01 31.19 -11.14
2005
 11.88 -3.26 32.62 -9.06
2004
 17.42 -2.80 24.63 -11.25
2003
 31.72 -6.16 57.65 -5.76
2002
 -10.63 -17.69 -7.43 -24.27
2001
 -15.38 -19.79 -2.88 -30.79
2000
 -9.59 -12.40 -27.56 -31.63
1999
 30.43 -3.75 61.57 -4.87
1998
 16.63 -10.17 -18.12 -40.98
1997
 -2.08 -9.05 -16.82 -27.85
1996
 4.67 -2.78 15.83 -6.73
1995
 7.43 -6.85 0.56 -11.22
1994
 6.35 -4.29 -20.17 -25.83
1993
 27.22 -8.74 100.42 -5.91
1992
 -9.45 -11.62 -10.90 -23.01
1991
 11.87 -7.63 111.70 -7.61
1990
 -18.39 -24.86 -1.92 -34.47
1989
 12.50 -5.01 98.20 -6.54
1988
 22.29 -7.44 36.81 -6.67
1987
 25.08 -11.30 -46.69 -55.33
1986
 53.97 -7.39 11.58 -9.07
1985
 49.82 -0.79 27.58 -4.87
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