10-year Treasury Portfolio vs Stocks/Bonds 40/60 Momentum Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - February 2025 (~43 years)
Consolidated Returns as of 28 February 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1982)
Inflation Adjusted:
10-year Treasury Portfolio
1.00$
Initial Capital
March 1995
4.16$
Final Capital
February 2025
4.87%
Yearly Return
6.83%
Std Deviation
-23.19%
Max Drawdown
55months*
Recovery Period
* in progress
1.00$
Initial Capital
March 1995
1.97$
Final Capital
February 2025
2.28%
Yearly Return
6.83%
Std Deviation
-35.52%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1982
20.08$
Final Capital
February 2025
7.20%
Yearly Return
7.52%
Std Deviation
-23.19%
Max Drawdown
55months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1982
5.92$
Final Capital
February 2025
4.21%
Yearly Return
7.52%
Std Deviation
-35.52%
Max Drawdown
57months*
Recovery Period
* in progress
Stocks/Bonds 40/60 Momentum Portfolio
1.00$
Initial Capital
March 1995
11.07$
Final Capital
February 2025
8.34%
Yearly Return
7.07%
Std Deviation
-21.11%
Max Drawdown
35months
Recovery Period
1.00$
Initial Capital
March 1995
5.23$
Final Capital
February 2025
5.67%
Yearly Return
7.07%
Std Deviation
-27.85%
Max Drawdown
40months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1982
56.52$
Final Capital
February 2025
9.80%
Yearly Return
7.46%
Std Deviation
-21.11%
Max Drawdown
35months
Recovery Period
1.00$
Initial Capital
January 1982
16.66$
Final Capital
February 2025
6.73%
Yearly Return
7.46%
Std Deviation
-27.85%
Max Drawdown
40months*
Recovery Period
* in progress

As of February 2025, in the previous 30 Years, the 10-year Treasury Portfolio obtained a 4.87% compound annual return, with a 6.83% standard deviation. It suffered a maximum drawdown of -23.19% which has been ongoing for 55 months and is still in progress.

As of February 2025, in the previous 30 Years, the Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.34% compound annual return, with a 7.07% standard deviation. It suffered a maximum drawdown of -21.11% that required 35 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.

10-year Treasury Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
IEF
iShares 7-10 Year Treasury Bond
Stocks/Bonds 40/60 Momentum Portfolio
Weight
(%)		 ETF
Ticker		 Name
40.00
MTUM
iShares Edge MSCI USA Momentum Fctr
60.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of Feb 28, 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 1982 - 28 February 2025 (~43 years)
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Return (%) as of Feb 28, 2025
YTD
(2M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp 10-year Treasury
-- Market Benchmark 		3.43 2.80 0.03 4.89 -2.05 0.80 4.87 7.20
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 40/60 Momentum
-- Market Benchmark 		3.89 1.14 5.39 12.20 5.31 6.34 8.34 9.80
Return over 1 year are annualized.
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Capital Growth as of Feb 28, 2025

10-year Treasury Portfolio: an investment of 1$, since March 1995, now would be worth 4.16$, with a total return of 316.26% (4.87% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1995, now would be worth 11.07$, with a total return of 1006.65% (8.34% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1982, now would be worth 20.08$, with a total return of 1907.90% (7.20% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 56.52$, with a total return of 5551.95% (9.80% annualized).


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Portfolio Metrics as of Feb 28, 2025

The following metrics, updated as of 28 February 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 March 2024 - 28 February 2025 (1 year)
Period: 1 March 2020 - 28 February 2025 (5 years)
Period: 1 March 2015 - 28 February 2025 (10 years)
Period: 1 March 1995 - 28 February 2025 (30 years)
Period: 1 January 1982 - 28 February 2025 (~43 years)
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10-year Treasury Stocks/Bonds 40/60 Momentum
Author
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.89 12.20
Infl. Adjusted Return (%) 2.22 9.34
DRAWDOWN
Deepest Drawdown Depth (%) -4.61 -3.77
Start to Recovery (months) 5* 3
Longest Drawdown Depth (%) -4.61 -3.77
Start to Recovery (months) 5* 3
Longest Negative Period (months) 6 3
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.13 8.07
Sharpe Ratio -0.01 0.89
Sortino Ratio -0.02 1.09
Ulcer Index 2.29 1.38
Ratio: Return / Standard Deviation 0.69 1.51
Ratio: Return / Deepest Drawdown 1.06 3.24
Metrics calculated over the period 1 March 2024 - 28 February 2025
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10-year Treasury Stocks/Bonds 40/60 Momentum
Author
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -2.05 5.31
Infl. Adjusted Return (%) -6.04 1.02
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -21.11
Start to Recovery (months) 55* 35
Longest Drawdown Depth (%) -23.19 -21.11
Start to Recovery (months) 55* 35
Longest Negative Period (months) 60* 44
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.64 10.25
Sharpe Ratio -0.59 0.28
Sortino Ratio -0.84 0.38
Ulcer Index 13.62 10.16
Ratio: Return / Standard Deviation -0.27 0.52
Ratio: Return / Deepest Drawdown -0.09 0.25
Metrics calculated over the period 1 March 2020 - 28 February 2025
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10-year Treasury Stocks/Bonds 40/60 Momentum
Author
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 0.80 6.34
Infl. Adjusted Return (%) -2.22 3.15
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -21.11
Start to Recovery (months) 55* 35
Longest Drawdown Depth (%) -23.19 -21.11
Start to Recovery (months) 55* 35
Longest Negative Period (months) 109 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.58 8.18
Sharpe Ratio -0.13 0.57
Sortino Ratio -0.19 0.75
Ulcer Index 10.02 7.31
Ratio: Return / Standard Deviation 0.12 0.77
Ratio: Return / Deepest Drawdown 0.03 0.30
Metrics calculated over the period 1 March 2015 - 28 February 2025
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10-year Treasury Stocks/Bonds 40/60 Momentum
Author
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.87 8.34
Infl. Adjusted Return (%) 2.28 5.67
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -21.11
Start to Recovery (months) 55* 35
Longest Drawdown Depth (%) -23.19 -21.11
Start to Recovery (months) 55* 35
Longest Negative Period (months) 126 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.83 7.07
Sharpe Ratio 0.38 0.86
Sortino Ratio 0.54 1.12
Ulcer Index 6.33 5.25
Ratio: Return / Standard Deviation 0.71 1.18
Ratio: Return / Deepest Drawdown 0.21 0.40
Metrics calculated over the period 1 March 1995 - 28 February 2025
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10-year Treasury Stocks/Bonds 40/60 Momentum
Author
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.20 9.80
Infl. Adjusted Return (%) 4.21 6.73
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -21.11
Start to Recovery (months) 55* 35
Longest Drawdown Depth (%) -23.19 -21.11
Start to Recovery (months) 55* 35
Longest Negative Period (months) 126 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.52 7.46
Sharpe Ratio 0.48 0.83
Sortino Ratio 0.70 1.12
Ulcer Index 5.59 4.67
Ratio: Return / Standard Deviation 0.96 1.31
Ratio: Return / Deepest Drawdown 0.31 0.46
Metrics calculated over the period 1 January 1982 - 28 February 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 March 1995 - 28 February 2025 (30 years)
Period: 1 January 1982 - 28 February 2025 (~43 years)

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10-year Treasury Stocks/Bonds 40/60 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 55* Aug 2020
In progress
-21.11 35 Nov 2021
Sep 2024
-20.54 30 Nov 2007
Apr 2010
-9.34 23 Oct 1998
Aug 2000
-8.48 28 Feb 2001
May 2003
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-7.10 4 Feb 2020
May 2020
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-5.89 6 Oct 2018
Mar 2019
-5.68 7 Jun 2003
Dec 2003
-4.85 7 Apr 2004
Oct 2004
-4.67 11 Sep 2010
Jul 2011

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10-year Treasury Stocks/Bonds 40/60 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 55* Aug 2020
In progress
-21.11 35 Nov 2021
Sep 2024
-20.54 30 Nov 2007
Apr 2010
-13.77 19 Sep 1987
Mar 1989
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.34 23 Oct 1998
Aug 2000
-8.48 28 Feb 2001
May 2003
-7.99 7 Feb 1984
Aug 1984
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-7.10 4 Feb 2020
May 2020
-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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1982 - 28 February 2025 (~43 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 Stocks/Bonds 40/60 Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.43 0.00 3.89 0.00
2024
 -0.63 -4.61 13.98 -3.77
2023
 3.65 -8.82 6.90 -5.19
2022
 -15.19 -16.91 -15.17 -19.48
2021
 -3.33 -5.73 4.23 -2.38
2020
 10.01 -2.02 16.57 -7.10
2019
 8.03 -2.59 16.20 -0.81
2018
 0.99 -3.19 -0.73 -5.89
2017
 2.55 -1.90 17.14 0.00
2016
 1.00 -6.50 3.51 -3.61
2015
 1.51 -4.25 3.91 -2.95
2014
 9.07 -1.05 9.34 -1.49
2013
 -6.09 -7.60 12.57 -1.74
2012
 3.66 -2.67 7.87 -2.05
2011
 15.64 -1.29 7.13 -3.62
2010
 9.37 -4.30 10.93 -3.48
2009
 -6.59 -6.65 9.16 -9.41
2008
 17.91 -4.15 -12.27 -15.80
2007
 10.37 -1.85 11.21 -0.82
2006
 2.52 -2.87 6.78 -1.50
2005
 2.64 -3.19 9.09 -0.93
2004
 4.12 -4.85 9.22 -2.12
2003
 5.29 -5.68 12.78 -1.27
2002
 15.45 -4.13 0.04 -5.36
2001
 5.40 -5.21 -1.88 -6.89
2000
 17.28 -1.12 2.99 -3.33
1999
 -7.83 -8.11 15.71 -1.69
1998
 14.64 -1.61 24.65 -4.13
1997
 11.97 -2.02 20.41 -2.69
1996
 0.00 -6.90 14.08 -1.52
1995
 25.55 -1.23 27.84 0.00
1994
 -7.19 -9.56 -2.03 -5.91
1993
 12.97 -2.55 11.10 -0.87
1992
 7.23 -4.02 6.01 -2.11
1991
 18.91 -0.54 23.91 -1.79
1990
 7.70 -4.48 5.79 -5.29
1989
 17.84 -2.30 25.29 -1.01
1988
 6.90 -4.60 7.24 -2.95
1987
 -2.64 -10.87 1.86 -13.77
1986
 21.35 -3.93 18.14 -4.37
1985
 29.85 -3.33 26.30 -0.74
1984
 14.87 -7.99 8.68 -6.28
1983
 2.30 -6.29 9.91 -2.81
1982
 39.57 -2.66 30.86 -1.48
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