Developed World ex-US Stocks Portfolio vs JP Morgan Balanced Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - May 2026 (~50 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
(1976/01 - 2026/05)
Inflation Adjusted:
Developed World ex-US Stocks Portfolio
1.00$
Invested Capital
June 1996
6.12$
Final Capital
May 2026
6.22%
Yearly Return
16.64%
Std Deviation
-57.00%
Max Drawdown
79months
Recovery Period
1.00$
Invested Capital
June 1996
2.86$
Final Capital
May 2026
3.57%
Yearly Return
16.64%
Std Deviation
-57.71%
Max Drawdown
123months
Recovery Period
1.00$
Invested Capital
January 1976
82.62$
Final Capital
May 2026
9.15%
Yearly Return
16.86%
Std Deviation
-57.00%
Max Drawdown
79months
Recovery Period
1.00$
Invested Capital
January 1976
13.75$
Final Capital
May 2026
5.34%
Yearly Return
16.86%
Std Deviation
-57.71%
Max Drawdown
123months
Recovery Period
JP Morgan JP Morgan Balanced Portfolio
1.00$
Invested Capital
June 1996
8.73$
Final Capital
May 2026
7.49%
Yearly Return
10.17%
Std Deviation
-36.69%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
June 1996
4.09$
Final Capital
May 2026
4.80%
Yearly Return
10.17%
Std Deviation
-37.73%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1976
113.76$
Final Capital
May 2026
9.84%
Yearly Return
9.94%
Std Deviation
-36.69%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1976
18.93$
Final Capital
May 2026
6.01%
Yearly Return
9.94%
Std Deviation
-37.73%
Max Drawdown
42months
Recovery Period

As of May 2026, in the previous 30 Years, the Developed World ex-US Stocks Portfolio obtained a 6.22% compound annual return, with a 16.64% standard deviation. It suffered a maximum drawdown of -57.00% that required 79 months to be recovered.

As of May 2026, in the previous 30 Years, the JP Morgan Balanced Portfolio obtained a 7.49% compound annual return, with a 10.17% standard deviation. It suffered a maximum drawdown of -36.69% that required 38 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 Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
VEA
Vanguard FTSE Developed Markets
JP Morgan
JP Morgan Balanced Portfolio
Weight
(%)		 Ticker Name
25.00
SPY
SPDR S&P 500
15.00
EFA
iShares MSCI EAFE
10.00
IJR
iShares Core S&P Small-Cap
5.00
EEM
iShares MSCI Emerging Markets
5.00
VNQ
Vanguard Real Estate
25.00
BND
Vanguard Total Bond Market
5.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
5.00
HYG
iShares iBoxx $ High Yield Corporate Bond
5.00
DBC
Invesco DB Commodity Tracking
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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
(1976/01 - 2026/05)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 6.12 $ 511.54% 6.22%
JP Morgan JP Morgan Balanced Portfolio
JP Morgan 		1 $ 8.73 $ 772.59% 7.49%
Jun 1996 May 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 2.86 $ 186.31% 3.57%
JP Morgan JP Morgan Balanced Portfolio
JP Morgan 		1 $ 4.09 $ 308.53% 4.80%
Jun 1996 May 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 82.62 $ 8 161.61% 9.15%
JP Morgan JP Morgan Balanced Portfolio
JP Morgan 		1 $ 113.76 $ 11 276.19% 9.84%
Jan 1976 May 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Developed World ex-US Stocks
 1 $ 13.75 $ 1 275.02% 5.34%
JP Morgan JP Morgan Balanced Portfolio
JP Morgan 		1 $ 18.93 $ 1 793.40% 6.01%
Jan 1976 May 2026

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Return (%) as of May 31, 2026
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~50Y)
https://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_world.webp Developed World ex-US Stocks
-- Market Benchmark 		15.08 4.32 18.74 33.22 9.90 10.28 6.22 9.15
https://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_jpmorgan.webp JP Morgan Balanced Portfolio
JP Morgan 		9.33 1.90 9.85 21.15 7.30 8.66 7.49 9.84
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 1976 - 31 May 2026 (~50 years)
1 Year
5 Years
10 Years
30 Years
All (1976/01 - 2026/05)
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Developed World ex-US Stocks JP Morgan Balanced Portfolio
Author JP Morgan
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 35%
Commodities 0% 5%
PERFORMANCES
Annualized Return (%) 33.22 21.15
Infl. Adjusted (%) 27.87 16.29
DRAWDOWN
Deepest Drawdown Depth (%) -8.61 -3.29
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -8.61 -3.29
Start to Recovery (months) 3 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 14.09 7.23
Sharpe Ratio 2.08 2.39
Sortino Ratio 2.46 3.24
Ulcer Index 2.48 0.91
Ratio: Return / Standard Deviation 2.36 2.93
Ratio: Return / Deepest Drawdown 3.86 6.42
Metrics calculated over the period 1 June 2025 - 31 May 2026
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Developed World ex-US Stocks JP Morgan Balanced Portfolio
Author JP Morgan
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 35%
Commodities 0% 5%
PERFORMANCES
Annualized Return (%) 9.90 7.30
Infl. Adjusted (%) 5.20 2.71
DRAWDOWN
Deepest Drawdown Depth (%) -28.08 -18.85
Start to Recovery (months) 30 27
Longest Drawdown Depth (%) -28.08 -18.85
Start to Recovery (months) 30 27
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 16.05 10.69
Sharpe Ratio 0.40 0.36
Sortino Ratio 0.55 0.49
Ulcer Index 8.50 6.28
Ratio: Return / Standard Deviation 0.62 0.68
Ratio: Return / Deepest Drawdown 0.35 0.39
Metrics calculated over the period 1 June 2021 - 31 May 2026
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Developed World ex-US Stocks JP Morgan Balanced Portfolio
Author JP Morgan
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 35%
Commodities 0% 5%
PERFORMANCES
Annualized Return (%) 10.28 8.66
Infl. Adjusted (%) 6.67 5.10
DRAWDOWN
Deepest Drawdown Depth (%) -28.08 -18.85
Start to Recovery (months) 30 27
Longest Drawdown Depth (%) -24.14 -18.85
Start to Recovery (months) 34 27
Longest Negative Period (months) 62 32
RISK INDICATORS
Standard Deviation (%) 15.46 10.22
Sharpe Ratio 0.52 0.63
Sortino Ratio 0.69 0.82
Ulcer Index 8.11 5.04
Ratio: Return / Standard Deviation 0.66 0.85
Ratio: Return / Deepest Drawdown 0.37 0.46
Metrics calculated over the period 1 June 2016 - 31 May 2026
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Developed World ex-US Stocks JP Morgan Balanced Portfolio
Author JP Morgan
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 35%
Commodities 0% 5%
PERFORMANCES
Annualized Return (%) 6.22 7.49
Infl. Adjusted (%) 3.57 4.80
DRAWDOWN
Deepest Drawdown Depth (%) -57.00 -36.69
Start to Recovery (months) 79 38
Longest Drawdown Depth (%) -57.00 -16.55
Start to Recovery (months) 79 38
Longest Negative Period (months) 150 62
RISK INDICATORS
Standard Deviation (%) 16.64 10.17
Sharpe Ratio 0.24 0.52
Sortino Ratio 0.32 0.67
Ulcer Index 18.39 7.00
Ratio: Return / Standard Deviation 0.37 0.74
Ratio: Return / Deepest Drawdown 0.11 0.20
Metrics calculated over the period 1 June 1996 - 31 May 2026
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Developed World ex-US Stocks JP Morgan Balanced Portfolio
Author JP Morgan
ASSET ALLOCATION
Stocks 100% 60%
Fixed Income 0% 35%
Commodities 0% 5%
PERFORMANCES
Annualized Return (%) 9.15 9.84
Infl. Adjusted (%) 5.34 6.01
DRAWDOWN
Deepest Drawdown Depth (%) -57.00 -36.69
Start to Recovery (months) 79 38
Longest Drawdown Depth (%) -57.00 -16.55
Start to Recovery (months) 79 38
Longest Negative Period (months) 170 62
RISK INDICATORS
Standard Deviation (%) 16.86 9.94
Sharpe Ratio 0.29 0.57
Sortino Ratio 0.40 0.74
Ulcer Index 15.73 5.76
Ratio: Return / Standard Deviation 0.54 0.99
Ratio: Return / Deepest Drawdown 0.16 0.27
Metrics calculated over the period 1 January 1976 - 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 1976 - 31 May 2026 (~50 years)
30 Years
(1996/06 - 2026/05)

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Developed World ex-US Stocks JP Morgan Balanced Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-57.00 79 Nov 2007
May 2014
-48.19 69 Jan 2000
Sep 2005
-36.69 38 Nov 2007
Dec 2010
-28.08 30 Sep 2021
Feb 2024
-24.14 34 Feb 2018
Nov 2020
-18.85 27 Jan 2022
Mar 2024
-17.94 34 Jul 2014
Apr 2017
-16.55 38 Sep 2000
Oct 2003
-15.47 8 Jan 2020
Aug 2020
-14.47 7 Jun 1998
Dec 1998
-12.53 10 May 2011
Feb 2012
-11.32 8 May 1998
Dec 1998
-11.23 8 Aug 1997
Mar 1998
-9.17 8 Sep 2018
Apr 2019
-8.61 3 Mar 2026
May 2026

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Developed World ex-US Stocks JP Morgan Balanced Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-57.00 79 Nov 2007
May 2014
-48.19 69 Jan 2000
Sep 2005
-36.69 38 Nov 2007
Dec 2010
-31.21 49 Jan 1990
Jan 1994
-28.08 30 Sep 2021
Feb 2024
-27.77 28 Dec 1980
Mar 1983
-24.14 34 Feb 2018
Nov 2020
-18.85 27 Jan 2022
Mar 2024
-17.94 34 Jul 2014
Apr 2017
-16.55 38 Sep 2000
Oct 2003
-16.53 16 Sep 1987
Dec 1988
-15.47 8 Jan 2020
Aug 2020
-14.47 7 Jun 1998
Dec 1998
-13.46 7 Sep 1987
Mar 1988
-13.15 19 Sep 1994
Mar 1996

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 1976 - 31 May 2026 (~50 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 JP Morgan Balanced Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 15.08 -8.61 9.33 -3.29
2025
 35.17 -1.39 14.43 -2.36
2024
 3.15 -8.09 9.29 -3.04
2023
 17.94 -10.71 13.79 -7.82
2022
 -15.36 -27.52 -13.45 -18.85
2021
 11.67 -4.89 15.19 -2.45
2020
 9.74 -23.99 9.26 -15.47
2019
 22.62 -5.21 19.35 -3.69
2018
 -14.75 -18.62 -5.75 -9.17
2017
 26.42 0.00 14.09 0.00
2016
 2.67 -8.44 9.08 -3.28
2015
 -0.38 -12.39 -2.23 -6.99
2014
 -5.98 -10.04 4.48 -2.74
2013
 21.83 -5.66 14.73 -2.28
2012
 18.56 -13.28 11.83 -5.50
2011
 -12.30 -23.95 0.39 -12.53
2010
 8.35 -15.54 12.63 -7.78
2009
 27.49 -22.68 21.33 -14.28
2008
 -40.65 -45.54 -23.48 -27.76
2007
 11.15 -6.29 7.21 -3.48
2006
 26.27 -3.73 14.23 -2.60
2005
 13.60 -4.72 8.10 -2.61
2004
 20.25 -3.59 12.89 -3.67
2003
 38.67 -8.24 25.00 -2.24
2002
 -15.62 -23.19 -4.96 -11.47
2001
 -21.94 -26.63 -4.27 -12.04
2000
 -14.29 -17.14 0.68 -6.20
1999
 37.96 -4.28 18.20 -2.61
1998
 16.51 -14.47 8.55 -11.32
1997
 -1.39 -11.23 13.23 -3.04
1996
 4.68 -4.13 13.95 -3.00
1995
 3.98 -8.89 20.42 -0.74
1994
 9.76 -5.55 -0.20 -5.70
1993
 29.92 -10.94 17.70 -3.04
1992
 -14.79 -15.85 4.54 -2.06
1991
 9.48 -9.97 26.11 -3.39
1990
 -24.79 -31.21 -3.51 -9.52
1989
 12.85 -7.94 22.90 -1.68
1988
 25.66 -9.43 17.03 -2.34
1987
 30.48 -13.46 4.57 -16.53
1986
 63.38 -8.70 21.57 -4.03
1985
 56.04 -1.19 29.46 -1.31
1984
 7.32 -6.40 8.80 -4.67
1983
 23.61 -3.06 17.62 -2.25
1982
 -1.94 -22.97 17.62 -5.21
1981
 -2.36 -10.87 0.47 -8.30
1980
 22.48 -11.03 18.48 -9.61
1979
 4.69 -8.91 15.90 -6.67
1978
 32.52 -5.86 11.86 -6.52
1977
 17.99 -2.80 5.45 -2.28
1976
 2.46 -11.28 17.92 -1.51
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