Developed World ex-US Stocks Portfolio vs Frank Armstrong Ideal Index Portfolio Portfolio Comparison

Simulation Settings
Period: January 1970 - April 2025 (~55 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1970)
Inflation Adjusted:
Developed World ex-US Stocks Portfolio
1.00$
Initial Capital
May 1995
4.77$
Final Capital
April 2025
5.35%
Yearly Return
16.47%
Std Deviation
-57.00%
Max Drawdown
79months
Recovery Period
1.00$
Initial Capital
May 1995
2.27$
Final Capital
April 2025
2.76%
Yearly Return
16.47%
Std Deviation
-57.71%
Max Drawdown
123months
Recovery Period
1.00$
Initial Capital
January 1970
81.12$
Final Capital
April 2025
8.27%
Yearly Return
17.02%
Std Deviation
-57.00%
Max Drawdown
79months
Recovery Period
1.00$
Initial Capital
January 1970
9.57$
Final Capital
April 2025
4.17%
Yearly Return
17.02%
Std Deviation
-57.71%
Max Drawdown
123months
Recovery Period
Frank Armstrong Ideal Index Portfolio
1.00$
Initial Capital
May 1995
7.32$
Final Capital
April 2025
6.86%
Yearly Return
10.73%
Std Deviation
-40.11%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
May 1995
3.48$
Final Capital
April 2025
4.24%
Yearly Return
10.73%
Std Deviation
-41.10%
Max Drawdown
65months
Recovery Period
1.00$
Initial Capital
January 1970
125.43$
Final Capital
April 2025
9.12%
Yearly Return
10.83%
Std Deviation
-40.11%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1970
14.79$
Final Capital
April 2025
4.99%
Yearly Return
10.83%
Std Deviation
-41.10%
Max Drawdown
65months
Recovery Period

As of April 2025, in the previous 30 Years, the Developed World ex-US Stocks Portfolio obtained a 5.35% compound annual return, with a 16.47% standard deviation. It suffered a maximum drawdown of -57.00% that required 79 months to be recovered.

As of April 2025, in the previous 30 Years, the Frank Armstrong Ideal Index Portfolio obtained a 6.86% compound annual return, with a 10.73% standard deviation. It suffered a maximum drawdown of -40.11% that required 40 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 Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
VEA
Vanguard FTSE Developed Markets
Frank Armstrong Ideal Index Portfolio
Weight
(%)		 Ticker Name
31.00
VEU
Vanguard FTSE All-World ex-US
9.25
IJS
iShares S&P Small-Cap 600 Value
9.25
VTV
Vanguard Value
8.00
VNQ
Vanguard Real Estate
6.25
IJT
iShares S&P Small-Cap 600 Growth
6.25
VV
Vanguard Large-Cap
30.00
SHY
iShares 1-3 Year Treasury Bond
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Portfolio Returns as of Apr 30, 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 1970 - 30 April 2025 (~55 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US Stocks
-- Market Benchmark 		11.07 4.01 7.61 12.59 11.50 5.62 5.35 8.27
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_frank_armstrong.webp Ideal Index
Frank Armstrong 		1.03 -0.07 0.37 8.53 8.29 5.46 6.86 9.12
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Developed World ex-US Stocks Portfolio: an investment of 1$, since May 1995, now would be worth 4.77$, with a total return of 377.13% (5.35% annualized).

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since May 1995, now would be worth 7.32$, with a total return of 632.39% (6.86% annualized).


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Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 81.12$, with a total return of 8012.37% (8.27% annualized).

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since January 1970, now would be worth 125.43$, with a total return of 12442.90% (9.12% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1970 - 30 April 2025 (~55 years)
Swipe left to see all data
Developed World ex-US Stocks Ideal Index
Author Frank Armstrong
ASSET ALLOCATION
Stocks 100% 70%
Fixed Income 0% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.59 8.53
Infl. Adjusted Return (%) 10.31 6.33
DRAWDOWN
Deepest Drawdown Depth (%) -8.09 -3.51
Start to Recovery (months) 7 5*
Longest Drawdown Depth (%) -8.09 -3.51
Start to Recovery (months) 7 5*
Longest Negative Period (months) 7 8*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.48 7.72
Sharpe Ratio 0.74 0.48
Sortino Ratio 0.95 0.64
Ulcer Index 3.28 1.61
Ratio: Return / Standard Deviation 1.20 1.10
Ratio: Return / Deepest Drawdown 1.56 2.43
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Developed World ex-US Stocks Ideal Index
Author Frank Armstrong
ASSET ALLOCATION
Stocks 100% 70%
Fixed Income 0% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.50 8.29
Infl. Adjusted Return (%) 6.66 3.59
DRAWDOWN
Deepest Drawdown Depth (%) -28.08 -18.25
Start to Recovery (months) 30 27
Longest Drawdown Depth (%) -28.08 -18.25
Start to Recovery (months) 30 27
Longest Negative Period (months) 34 33
RISK INDICATORS
Standard Deviation (%) 16.37 11.06
Sharpe Ratio 0.55 0.52
Sortino Ratio 0.78 0.73
Ulcer Index 8.45 6.00
Ratio: Return / Standard Deviation 0.70 0.75
Ratio: Return / Deepest Drawdown 0.41 0.45
Metrics calculated over the period 1 May 2020 - 30 April 2025
Swipe left to see all data
Developed World ex-US Stocks Ideal Index
Author Frank Armstrong
ASSET ALLOCATION
Stocks 100% 70%
Fixed Income 0% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.62 5.46
Infl. Adjusted Return (%) 2.47 2.31
DRAWDOWN
Deepest Drawdown Depth (%) -28.08 -18.25
Start to Recovery (months) 30 27
Longest Drawdown Depth (%) -24.14 -18.25
Start to Recovery (months) 34 27
Longest Negative Period (months) 62 35
RISK INDICATORS
Standard Deviation (%) 15.44 10.60
Sharpe Ratio 0.25 0.35
Sortino Ratio 0.34 0.47
Ulcer Index 8.86 5.36
Ratio: Return / Standard Deviation 0.36 0.52
Ratio: Return / Deepest Drawdown 0.20 0.30
Metrics calculated over the period 1 May 2015 - 30 April 2025
Swipe left to see all data
Developed World ex-US Stocks Ideal Index
Author Frank Armstrong
ASSET ALLOCATION
Stocks 100% 70%
Fixed Income 0% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.35 6.86
Infl. Adjusted Return (%) 2.76 4.24
DRAWDOWN
Deepest Drawdown Depth (%) -57.00 -40.11
Start to Recovery (months) 79 40
Longest Drawdown Depth (%) -57.00 -40.11
Start to Recovery (months) 79 40
Longest Negative Period (months) 150 62
RISK INDICATORS
Standard Deviation (%) 16.47 10.73
Sharpe Ratio 0.19 0.43
Sortino Ratio 0.25 0.56
Ulcer Index 18.39 7.57
Ratio: Return / Standard Deviation 0.32 0.64
Ratio: Return / Deepest Drawdown 0.09 0.17
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Developed World ex-US Stocks Ideal Index
Author Frank Armstrong
ASSET ALLOCATION
Stocks 100% 70%
Fixed Income 0% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.27 9.12
Infl. Adjusted Return (%) 4.17 4.99
DRAWDOWN
Deepest Drawdown Depth (%) -57.00 -40.11
Start to Recovery (months) 79 40
Longest Drawdown Depth (%) -57.00 -40.11
Start to Recovery (months) 79 40
Longest Negative Period (months) 170 62
RISK INDICATORS
Standard Deviation (%) 17.02 10.83
Sharpe Ratio 0.23 0.43
Sortino Ratio 0.31 0.58
Ulcer Index 15.89 6.65
Ratio: Return / Standard Deviation 0.49 0.84
Ratio: Return / Deepest Drawdown 0.15 0.23
Metrics calculated over the period 1 January 1970 - 30 April 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 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1970 - 30 April 2025 (~55 years)

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Developed World ex-US Stocks Ideal Index
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-57.00 79 Nov 2007
May 2014
-48.19 69 Jan 2000
Sep 2005
-40.11 40 Nov 2007
Feb 2011
-28.08 30 Sep 2021
Feb 2024
-24.14 34 Feb 2018
Nov 2020
-18.25 27 Jan 2022
Mar 2024
-17.94 34 Jul 2014
Apr 2017
-17.16 11 Jan 2020
Nov 2020
-16.33 33 Feb 2001
Oct 2003
-15.51 20 May 2011
Dec 2012
-14.47 7 Jun 1998
Dec 1998
-12.21 8 May 1998
Dec 1998
-11.23 8 Aug 1997
Mar 1998
-9.48 8 Sep 2018
Apr 2019
-8.72 14 Jun 2015
Jul 2016

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Developed World ex-US Stocks Ideal Index
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-57.00 79 Nov 2007
May 2014
-48.19 69 Jan 2000
Sep 2005
-41.73 57 Jan 1973
Sep 1977
-40.11 40 Nov 2007
Feb 2011
-31.21 49 Jan 1990
Jan 1994
-28.08 30 Sep 2021
Feb 2024
-27.77 28 Dec 1980
Mar 1983
-27.37 30 Jan 1973
Jun 1975
-27.31 15 Jan 1970
Mar 1971
-24.14 34 Feb 2018
Nov 2020
-18.25 27 Jan 2022
Mar 2024
-17.94 34 Jul 2014
Apr 2017
-17.16 11 Jan 2020
Nov 2020
-16.33 33 Feb 2001
Oct 2003
-15.93 12 Jan 1970
Dec 1970

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 1970 - 30 April 2025 (~55 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 Stocks Ideal Index
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 11.07 -0.01 1.03 -1.52
2024
 3.15 -8.09 7.60 -3.51
2023
 17.94 -10.71 12.04 -8.07
2022
 -15.36 -27.52 -11.91 -18.25
2021
 11.67 -4.89 13.98 -2.66
2020
 9.74 -23.99 6.95 -17.16
2019
 22.62 -5.21 17.96 -4.04
2018
 -14.75 -18.62 -6.68 -9.48
2017
 26.42 0.00 13.88 -0.15
2016
 2.67 -8.44 9.05 -4.06
2015
 -0.38 -12.39 -1.66 -7.44
2014
 -5.98 -10.04 4.16 -3.12
2013
 21.83 -5.66 16.03 -2.21
2012
 18.56 -13.28 12.36 -6.57
2011
 -12.30 -23.95 -2.98 -15.51
2010
 8.35 -15.54 13.00 -8.67
2009
 27.49 -22.68 21.58 -16.28
2008
 -40.65 -45.54 -24.86 -27.96
2007
 11.15 -6.29 5.91 -4.80
2006
 26.27 -3.73 17.74 -2.78
2005
 13.60 -4.72 8.40 -2.89
2004
 20.25 -3.59 14.62 -3.40
2003
 38.67 -8.24 26.78 -3.93
2002
 -15.62 -23.19 -7.53 -13.72
2001
 -21.94 -26.63 -3.80 -11.76
2000
 -14.29 -17.14 2.04 -5.59
1999
 37.96 -4.28 13.53 -2.81
1998
 16.51 -14.47 8.85 -12.21
1997
 -1.39 -11.23 12.22 -4.02
1996
 4.68 -4.13 11.54 -3.03
1995
 3.98 -8.89 16.29 -1.64
1994
 9.76 -5.55 1.99 -4.20
1993
 29.92 -10.94 17.70 -4.41
1992
 -14.79 -15.85 3.75 -3.20
1991
 9.48 -9.97 20.38 -3.65
1990
 -24.79 -31.21 -9.45 -14.74
1989
 12.85 -7.94 15.59 -2.18
1988
 25.66 -9.43 17.45 -2.71
1987
 30.48 -13.46 10.19 -14.90
1986
 63.38 -8.70 28.89 -3.91
1985
 56.04 -1.19 31.78 -1.78
1984
 7.32 -6.40 7.88 -4.89
1983
 23.61 -3.06 21.11 -2.00
1982
 -1.94 -22.97 16.37 -6.90
1981
 -2.36 -10.87 4.16 -7.60
1980
 22.48 -11.03 22.04 -9.55
1979
 4.69 -8.91 17.78 -7.14
1978
 32.52 -5.86 15.30 -7.53
1977
 17.99 -2.80 9.26 -1.55
1976
 2.46 -11.28 18.88 -2.99
1975
 35.29 -12.20 28.38 -9.10
1974
 -23.23 -31.46 -13.41 -20.91
1973
 -14.99 -16.30 -10.09 -10.78
1972
 36.24 -0.55 17.91 -0.27
1971
 29.49 -3.82 17.25 -5.44
1970
 -11.71 -27.31 0.66 -15.93
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