10-year Treasury vs Vanguard LifeStrategy Conservative Growth 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
Vanguard LifeStrategy Conservative Growth Portfolio
1.00$
Initial Capital
September 1994
6.70$
Final Capital
August 2024
6.54%
Yearly Return
6.91
Std Deviation
-21.90%
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
Vanguard LifeStrategy Conservative Growth Portfolio
1.00$
Initial Capital
January 1985
21.54$
Final Capital
August 2024
8.05%
Yearly Return
7.13
Std Deviation
-21.90%
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 Vanguard LifeStrategy Conservative Growth Portfolio obtained a 6.54% compound annual return, with a 6.91% 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
LifeStrategy Conservative Growth
Vanguard 		7.89 1.65 6.88 13.51 4.88 4.90 6.54 8.05
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).

Vanguard LifeStrategy Conservative Growth Portfolio: an investment of 1$, since September 1994, now would be worth 6.70$, with a total return of 569.59% (6.54% 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).

Vanguard LifeStrategy Conservative Growth Portfolio: an investment of 1$, since January 1985, now would be worth 21.54$, with a total return of 2054.40% (8.05% 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 LifeStrategy Conservative Growth
Author Vanguard
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.89 13.51
Infl. Adjusted Return (%) 3.41 10.85
DRAWDOWN
Deepest Drawdown Depth (%) -5.01 -4.90
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -4.45 -4.90
Start to Recovery (months) 6 3
Longest Negative Period (months) 8 2
RISK INDICATORS
Standard Deviation (%) 8.66 9.09
Sharpe Ratio 0.06 0.90
Sortino Ratio 0.09 1.25
Ulcer Index 2.34 1.78
Ratio: Return / Standard Deviation 0.68 1.49
Ratio: Return / Deepest Drawdown 1.18 2.76
Metrics calculated over the period 1 September 2023 - 31 August 2024
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10-year Treasury LifeStrategy Conservative Growth
Author Vanguard
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -1.32 4.88
Infl. Adjusted Return (%) -5.24 0.71
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -18.57
Start to Recovery (months) 49* 31
Longest Drawdown Depth (%) -23.19 -18.57
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 9.48
Sharpe Ratio -0.45 0.29
Sortino Ratio -0.66 0.39
Ulcer Index 12.73 7.25
Ratio: Return / Standard Deviation -0.17 0.51
Ratio: Return / Deepest Drawdown -0.06 0.26
Metrics calculated over the period 1 September 2019 - 31 August 2024
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10-year Treasury LifeStrategy Conservative Growth
Author Vanguard
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.16 4.90
Infl. Adjusted Return (%) -1.61 2.02
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -18.57
Start to Recovery (months) 49* 31
Longest Drawdown Depth (%) -23.19 -18.57
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 7.55
Sharpe Ratio -0.04 0.46
Sortino Ratio -0.06 0.61
Ulcer Index 9.43 5.29
Ratio: Return / Standard Deviation 0.18 0.65
Ratio: Return / Deepest Drawdown 0.05 0.26
Metrics calculated over the period 1 September 2014 - 31 August 2024
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10-year Treasury LifeStrategy Conservative Growth
Author Vanguard
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.99 6.54
Infl. Adjusted Return (%) 2.42 3.93
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -21.90
Start to Recovery (months) 49* 26
Longest Drawdown Depth (%) -23.19 -18.57
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 6.91
Sharpe Ratio 0.40 0.62
Sortino Ratio 0.57 0.81
Ulcer Index 6.01 4.40
Ratio: Return / Standard Deviation 0.73 0.95
Ratio: Return / Deepest Drawdown 0.22 0.30
Metrics calculated over the period 1 September 1994 - 31 August 2024
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10-year Treasury LifeStrategy Conservative Growth
Author Vanguard
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.52 8.05
Infl. Adjusted Return (%) 3.63 5.12
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -21.90
Start to Recovery (months) 49* 26
Longest Drawdown Depth (%) -23.19 -18.57
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 7.13
Sharpe Ratio 0.47 0.69
Sortino Ratio 0.68 0.92
Ulcer Index 5.52 4.01
Ratio: Return / Standard Deviation 0.90 1.13
Ratio: Return / Deepest Drawdown 0.28 0.37
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 LifeStrategy Conservative Growth
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 49* Aug 2020
In progress
-21.90 26 Nov 2007
Dec 2009
-18.57 31 Jan 2022
Jul 2024
-9.34 23 Oct 1998
Aug 2000
-8.46 6 Feb 2020
Jul 2020
-8.06 28 Feb 2001
May 2003
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-6.00 9 May 2011
Jan 2012
-5.68 7 Jun 2003
Dec 2003
-5.30 4 Jul 1998
Oct 1998
-4.85 7 Apr 2004
Oct 2004

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10-year Treasury LifeStrategy Conservative Growth
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 49* Aug 2020
In progress
-21.90 26 Nov 2007
Dec 2009
-18.57 31 Jan 2022
Jul 2024
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.95 10 Sep 1987
Jun 1988
-9.34 23 Oct 1998
Aug 2000
-8.46 6 Feb 2020
Jul 2020
-8.06 28 Feb 2001
May 2003
-7.60 19 May 2013
Nov 2014
-7.29 6 Aug 1990
Jan 1991
-7.18 34 Aug 2016
May 2019
-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 LifeStrategy Conservative Growth
Year Return Drawdown Return Drawdown
2024
 2.74% -4.45% 7.89% -2.75%
2023
 3.65% -8.82% 12.64% -6.30%
2022
 -15.19% -16.91% -14.98% -18.57%
2021
 -3.33% -5.73% 6.29% -2.35%
2020
 10.01% -2.02% 10.90% -8.46%
2019
 8.03% -2.59% 15.98% -1.67%
2018
 0.99% -3.19% -3.06% -4.63%
2017
 2.55% -1.90% 11.40% 0.00%
2016
 1.00% -6.50% 5.76% -1.97%
2015
 1.51% -4.25% -0.23% -4.56%
2014
 9.07% -1.05% 6.30% -1.55%
2013
 -6.09% -7.60% 9.27% -3.00%
2012
 3.66% -2.67% 10.01% -3.02%
2011
 15.64% -1.29% 2.86% -6.00%
2010
 9.37% -4.30% 10.21% -3.68%
2009
 -6.59% -6.65% 17.23% -8.65%
2008
 17.91% -4.15% -13.37% -17.25%
2007
 10.37% -1.85% 7.58% -1.31%
2006
 2.52% -2.87% 10.35% -1.58%
2005
 2.64% -3.19% 5.91% -1.60%
2004
 4.12% -4.85% 9.28% -2.28%
2003
 5.29% -5.68% 16.21% -1.18%
2002
 15.45% -4.13% -2.19% -6.39%
2001
 5.40% -5.21% -0.37% -6.05%
2000
 17.28% -1.12% 1.40% -3.80%
1999
 -7.83% -8.11% 10.23% -2.26%
1998
 14.64% -1.61% 14.76% -5.30%
1997
 11.97% -2.02% 10.41% -2.78%
1996
 0.00% -6.90% 8.12% -1.36%
1995
 25.55% -1.23% 20.68% 0.00%
1994
 -7.19% -9.56% -0.91% -4.90%
1993
 12.97% -2.55% 14.36% -2.48%
1992
 7.23% -4.02% 4.96% -3.22%
1991
 18.91% -0.54% 19.55% -2.33%
1990
 7.70% -4.48% -0.50% -7.29%
1989
 17.84% -2.30% 16.53% -1.00%
1988
 6.90% -4.60% 12.93% -1.67%
1987
 -2.64% -10.87% 6.77% -9.95%
1986
 21.35% -3.93% 22.93% -3.26%
1985
 29.85% -3.33% 29.44% -0.72%