10-year Treasury vs iShares Lifepath Fund Portfolio Comparison

Period: January 1985 - August 2024 (~40 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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10-year Treasury Portfolio
1.00$
Initial Capital
September 1994
4.31$
Final Capital
August 2024
4.99%
Yearly Return
6.81
Std Deviation
-23.19%
Max Drawdown
49 months
Recovery Period
iShares Lifepath Fund Portfolio
1.00$
Initial Capital
September 1994
6.96$
Final Capital
August 2024
6.68%
Yearly Return
7.02
Std Deviation
-21.23%
Max Drawdown
26 months
Recovery Period
10-year Treasury Portfolio
1.00$
Initial Capital
January 1985
12.24$
Final Capital
August 2024
6.52%
Yearly Return
7.23
Std Deviation
-23.19%
Max Drawdown
49 months
Recovery Period
iShares Lifepath Fund Portfolio
1.00$
Initial Capital
January 1985
22.23$
Final Capital
August 2024
8.13%
Yearly Return
7.25
Std Deviation
-21.23%
Max Drawdown
26 months
Recovery Period

The 10-year Treasury Portfolio obtained a 4.99% compound annual return, with a 6.81% standard deviation, in the last 30 Years.

The iShares Lifepath Fund Portfolio obtained a 6.68% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 31 August 2024 (~40 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
10-year Treasury 2.74 1.35 4.85 5.89 -1.32 1.16 4.99 6.52
Lifepath Fund
iShares 		8.14 1.70 7.19 13.57 5.26 5.02 6.68 8.13
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

10-year Treasury Portfolio: an investment of 1$, since September 1994, now would be worth 4.31$, with a total return of 331.24% (4.99% annualized).

iShares Lifepath Fund Portfolio: an investment of 1$, since September 1994, now would be worth 6.96$, with a total return of 595.92% (6.68% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 12.24$, with a total return of 1123.80% (6.52% annualized).

iShares Lifepath Fund Portfolio: an investment of 1$, since January 1985, now would be worth 22.23$, with a total return of 2123.30% (8.13% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)
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10-year Treasury Lifepath Fund
Author iShares
ASSET ALLOCATION
Stocks 0% 40.42%
Fixed Income 100% 59.58%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.89 13.57
Infl. Adjusted Return (%) 3.41 10.91
DRAWDOWN
Deepest Drawdown Depth (%) -5.01 -5.24
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -4.45 -5.24
Start to Recovery (months) 6 3
Longest Negative Period (months) 8 4
RISK INDICATORS
Standard Deviation (%) 8.66 9.44
Sharpe Ratio 0.06 0.87
Sortino Ratio 0.09 1.21
Ulcer Index 2.34 1.89
Ratio: Return / Standard Deviation 0.68 1.44
Ratio: Return / Deepest Drawdown 1.18 2.59
Metrics calculated over the period 1 September 2023 - 31 August 2024
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10-year Treasury Lifepath Fund
Author iShares
ASSET ALLOCATION
Stocks 0% 40.42%
Fixed Income 100% 59.58%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -1.32 5.26
Infl. Adjusted Return (%) -5.24 1.08
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -18.92
Start to Recovery (months) 49* 31
Longest Drawdown Depth (%) -23.19 -18.92
Start to Recovery (months) 49* 31
Longest Negative Period (months) 60* 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.60 9.75
Sharpe Ratio -0.45 0.32
Sortino Ratio -0.66 0.43
Ulcer Index 12.73 7.45
Ratio: Return / Standard Deviation -0.17 0.54
Ratio: Return / Deepest Drawdown -0.06 0.28
Metrics calculated over the period 1 September 2019 - 31 August 2024
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10-year Treasury Lifepath Fund
Author iShares
ASSET ALLOCATION
Stocks 0% 40.42%
Fixed Income 100% 59.58%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.16 5.02
Infl. Adjusted Return (%) -1.61 2.15
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -18.92
Start to Recovery (months) 49* 31
Longest Drawdown Depth (%) -23.19 -18.92
Start to Recovery (months) 49* 31
Longest Negative Period (months) 111 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.59 7.75
Sharpe Ratio -0.04 0.46
Sortino Ratio -0.06 0.62
Ulcer Index 9.43 5.43
Ratio: Return / Standard Deviation 0.18 0.65
Ratio: Return / Deepest Drawdown 0.05 0.27
Metrics calculated over the period 1 September 2014 - 31 August 2024
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10-year Treasury Lifepath Fund
Author iShares
ASSET ALLOCATION
Stocks 0% 40.42%
Fixed Income 100% 59.58%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.99 6.68
Infl. Adjusted Return (%) 2.42 4.07
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -21.23
Start to Recovery (months) 49* 26
Longest Drawdown Depth (%) -23.19 -18.92
Start to Recovery (months) 49* 31
Longest Negative Period (months) 126 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.81 7.02
Sharpe Ratio 0.40 0.63
Sortino Ratio 0.57 0.82
Ulcer Index 6.01 4.32
Ratio: Return / Standard Deviation 0.73 0.95
Ratio: Return / Deepest Drawdown 0.22 0.31
Metrics calculated over the period 1 September 1994 - 31 August 2024
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10-year Treasury Lifepath Fund
Author iShares
ASSET ALLOCATION
Stocks 0% 40.42%
Fixed Income 100% 59.58%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.52 8.13
Infl. Adjusted Return (%) 3.63 5.20
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -21.23
Start to Recovery (months) 49* 26
Longest Drawdown Depth (%) -23.19 -18.92
Start to Recovery (months) 49* 31
Longest Negative Period (months) 126 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.23 7.25
Sharpe Ratio 0.47 0.69
Sortino Ratio 0.68 0.92
Ulcer Index 5.52 3.95
Ratio: Return / Standard Deviation 0.90 1.12
Ratio: Return / Deepest Drawdown 0.28 0.38
Metrics calculated over the period 1 January 1985 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)

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10-year Treasury Lifepath Fund
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 49* Aug 2020
In progress
-21.23 26 Nov 2007
Dec 2009
-18.92 31 Jan 2022
Jul 2024
-9.34 23 Oct 1998
Aug 2000
-8.33 5 Feb 2020
Jun 2020
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-7.15 28 Feb 2001
May 2003
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-5.68 7 Jun 2003
Dec 2003
-5.64 9 May 2011
Jan 2012
-5.36 5 Jul 1998
Nov 1998
-5.27 7 Sep 2018
Mar 2019

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10-year Treasury Lifepath Fund
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 49* Aug 2020
In progress
-21.23 26 Nov 2007
Dec 2009
-18.92 31 Jan 2022
Jul 2024
-10.87 11 Mar 1987
Jan 1988
-10.86 13 Sep 1987
Sep 1988
-10.14 19 Nov 1993
May 1995
-9.34 23 Oct 1998
Aug 2000
-8.33 5 Feb 2020
Jun 2020
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-7.15 28 Feb 2001
May 2003
-7.10 6 Aug 1990
Jan 1991
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002

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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 August 2024 (~40 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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10-year Treasury Lifepath Fund
Year Return Drawdown Return Drawdown
2024
 2.74% -4.45% 8.14% -2.89%
2023
 3.65% -8.82% 11.93% -6.77%
2022
 -15.19% -16.91% -15.14% -18.92%
2021
 -3.33% -5.73% 8.05% -2.34%
2020
 10.01% -2.02% 11.47% -8.33%
2019
 8.03% -2.59% 16.20% -1.68%
2018
 0.99% -3.19% -3.49% -5.27%
2017
 2.55% -1.90% 11.24% 0.00%
2016
 1.00% -6.50% 6.11% -1.80%
2015
 1.51% -4.25% -0.37% -4.45%
2014
 9.07% -1.05% 6.00% -1.78%
2013
 -6.09% -7.60% 9.07% -2.99%
2012
 3.66% -2.67% 9.09% -2.74%
2011
 15.64% -1.29% 3.66% -5.64%
2010
 9.37% -4.30% 10.07% -3.83%
2009
 -6.59% -6.65% 15.04% -9.43%
2008
 17.91% -4.15% -12.05% -16.28%
2007
 10.37% -1.85% 7.94% -1.18%
2006
 2.52% -2.87% 10.06% -1.54%
2005
 2.64% -3.19% 5.27% -1.53%
2004
 4.12% -4.85% 9.19% -2.78%
2003
 5.29% -5.68% 16.31% -1.16%
2002
 15.45% -4.13% -1.88% -6.04%
2001
 5.40% -5.21% -0.13% -5.51%
2000
 17.28% -1.12% 3.22% -3.16%
1999
 -7.83% -8.11% 8.91% -2.48%
1998
 14.64% -1.61% 13.44% -5.36%
1997
 11.97% -2.02% 14.26% -3.07%
1996
 0.00% -6.90% 8.55% -1.74%
1995
 25.55% -1.23% 21.33% 0.00%
1994
 -7.19% -9.56% -0.37% -4.89%
1993
 12.97% -2.55% 13.45% -2.48%
1992
 7.23% -4.02% 4.84% -2.92%
1991
 18.91% -0.54% 19.41% -2.35%
1990
 7.70% -4.48% 0.16% -7.10%
1989
 17.84% -2.30% 17.85% -0.92%
1988
 6.90% -4.60% 12.45% -1.92%
1987
 -2.64% -10.87% 5.68% -10.86%
1986
 21.35% -3.93% 22.44% -3.57%
1985
 29.85% -3.33% 28.90% -0.72%