All Country World 80/20 Portfolio vs Ray Dalio All Weather Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - January 2025 (~40 years)
Consolidated Returns as of 31 January 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
All Country World 80/20 Portfolio
1.00$
Initial Capital
February 1995
9.73$
Final Capital
January 2025
7.88%
Yearly Return
12.83%
Std Deviation
-45.61%
Max Drawdown
62months
Recovery Period
1.00$
Initial Capital
February 1995
4.61$
Final Capital
January 2025
5.22%
Yearly Return
12.83%
Std Deviation
-46.51%
Max Drawdown
71months
Recovery Period
1.00$
Initial Capital
January 1985
39.36$
Final Capital
January 2025
9.60%
Yearly Return
12.90%
Std Deviation
-45.61%
Max Drawdown
62months
Recovery Period
1.00$
Initial Capital
January 1985
13.07$
Final Capital
January 2025
6.62%
Yearly Return
12.90%
Std Deviation
-46.51%
Max Drawdown
71months
Recovery Period
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
February 1995
9.20$
Final Capital
January 2025
7.68%
Yearly Return
7.48%
Std Deviation
-20.58%
Max Drawdown
37months*
Recovery Period
* in progress
1.00$
Initial Capital
February 1995
4.36$
Final Capital
January 2025
5.03%
Yearly Return
7.48%
Std Deviation
-27.85%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
28.33$
Final Capital
January 2025
8.70%
Yearly Return
7.52%
Std Deviation
-20.58%
Max Drawdown
37months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
9.41$
Final Capital
January 2025
5.75%
Yearly Return
7.52%
Std Deviation
-27.85%
Max Drawdown
41months*
Recovery Period
* in progress

As of January 2025, in the previous 30 Years, the All Country World 80/20 Portfolio obtained a 7.88% compound annual return, with a 12.83% standard deviation. It suffered a maximum drawdown of -45.61% that required 62 months to be recovered.

As of January 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.68% compound annual return, with a 7.48% standard deviation. It suffered a maximum drawdown of -20.58% which has been ongoing for 37 months and is still in progress.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

All Country World 80/20 Portfolio
Weight
(%)		 ETF
Ticker		 Name
80.00
VT
Vanguard Total World Stock
10.00
BND
Vanguard Total Bond Market
7.00
BNDX
Vanguard Total International Bond
3.00
EMB
iShares JP Morgan USD Em Mkts Bd
Ray Dalio All Weather Portfolio
Weight
(%)		 ETF
Ticker		 Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
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Portfolio Returns as of Jan 31, 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 1985 - 31 January 2025 (~40 years)
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Return (%) as of Jan 31, 2025
YTD
(1M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp All Country World 80/20
-- Market Benchmark 		2.57 2.57 5.55 16.78 8.72 8.25 7.88 9.60
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		1.90 1.90 2.53 8.95 3.44 4.46 7.68 8.70
Return over 1 year are annualized.
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Capital Growth as of Jan 31, 2025

All Country World 80/20 Portfolio: an investment of 1$, since February 1995, now would be worth 9.73$, with a total return of 872.54% (7.88% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since February 1995, now would be worth 9.20$, with a total return of 819.77% (7.68% annualized).


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All Country World 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 39.36$, with a total return of 3836.37% (9.60% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 28.33$, with a total return of 2733.41% (8.70% annualized).


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Portfolio Metrics as of Jan 31, 2025

The following metrics, updated as of 31 January 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 February 2024 - 31 January 2025 (1 year)
Period: 1 February 2020 - 31 January 2025 (5 years)
Period: 1 February 2015 - 31 January 2025 (10 years)
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)
Swipe left to see all data
All Country World 80/20 All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 16.78 8.95
Infl. Adjusted Return (%) 13.84 6.20
DRAWDOWN
Deepest Drawdown Depth (%) -3.30 -3.73
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -2.67 -3.73
Start to Recovery (months) 2* 3
Longest Negative Period (months) 3 4
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.46 8.03
Sharpe Ratio 1.38 0.48
Sortino Ratio 1.66 0.57
Ulcer Index 1.32 1.61
Ratio: Return / Standard Deviation 1.98 1.11
Ratio: Return / Deepest Drawdown 5.09 2.40
Metrics calculated over the period 1 February 2024 - 31 January 2025
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All Country World 80/20 All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 8.72 3.44
Infl. Adjusted Return (%) 4.36 -0.71
DRAWDOWN
Deepest Drawdown Depth (%) -23.52 -20.58
Start to Recovery (months) 26 37*
Longest Drawdown Depth (%) -23.52 -20.58
Start to Recovery (months) 26 37*
Longest Negative Period (months) 34 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 15.05 10.45
Sharpe Ratio 0.42 0.10
Sortino Ratio 0.56 0.14
Ulcer Index 8.44 9.54
Ratio: Return / Standard Deviation 0.58 0.33
Ratio: Return / Deepest Drawdown 0.37 0.17
Metrics calculated over the period 1 February 2020 - 31 January 2025
Swipe left to see all data
All Country World 80/20 All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 8.25 4.46
Infl. Adjusted Return (%) 5.03 1.35
DRAWDOWN
Deepest Drawdown Depth (%) -23.52 -20.58
Start to Recovery (months) 26 37*
Longest Drawdown Depth (%) -23.52 -20.58
Start to Recovery (months) 26 37*
Longest Negative Period (months) 34 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.55 8.45
Sharpe Ratio 0.53 0.33
Sortino Ratio 0.70 0.46
Ulcer Index 6.63 7.08
Ratio: Return / Standard Deviation 0.66 0.53
Ratio: Return / Deepest Drawdown 0.35 0.22
Metrics calculated over the period 1 February 2015 - 31 January 2025
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All Country World 80/20 All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 7.88 7.68
Infl. Adjusted Return (%) 5.22 5.03
DRAWDOWN
Deepest Drawdown Depth (%) -45.61 -20.58
Start to Recovery (months) 62 37*
Longest Drawdown Depth (%) -45.61 -20.58
Start to Recovery (months) 62 37*
Longest Negative Period (months) 118 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.83 7.48
Sharpe Ratio 0.44 0.72
Sortino Ratio 0.57 0.97
Ulcer Index 11.28 4.45
Ratio: Return / Standard Deviation 0.61 1.03
Ratio: Return / Deepest Drawdown 0.17 0.37
Metrics calculated over the period 1 February 1995 - 31 January 2025
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All Country World 80/20 All Weather Portfolio
Author Ray Dalio
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 9.60 8.70
Infl. Adjusted Return (%) 6.62 5.75
DRAWDOWN
Deepest Drawdown Depth (%) -45.61 -20.58
Start to Recovery (months) 62 37*
Longest Drawdown Depth (%) -45.61 -20.58
Start to Recovery (months) 62 37*
Longest Negative Period (months) 118 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.90 7.52
Sharpe Ratio 0.50 0.74
Sortino Ratio 0.66 1.01
Ulcer Index 10.17 4.04
Ratio: Return / Standard Deviation 0.74 1.16
Ratio: Return / Deepest Drawdown 0.21 0.42
Metrics calculated over the period 1 January 1985 - 31 January 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 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1985 - 31 January 2025 (~40 years)

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All Country World 80/20 All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.61 62 Nov 2007
Dec 2012
-35.43 51 Sep 2000
Nov 2004
-23.52 26 Jan 2022
Feb 2024
-20.58 37* Jan 2022
In progress
-17.97 8 Jan 2020
Aug 2020
-13.87 5 Jul 1998
Nov 1998
-11.57 9 Jan 2009
Sep 2009
-11.51 15 Feb 2018
Apr 2019
-11.38 6 Jul 2008
Dec 2008
-10.78 14 Jun 2015
Jul 2016
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-5.76 7 Aug 1997
Feb 1998
-5.46 4 Feb 1997
May 1997
-5.29 9 May 2013
Jan 2014

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All Country World 80/20 All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.61 62 Nov 2007
Dec 2012
-35.43 51 Sep 2000
Nov 2004
-23.52 26 Jan 2022
Feb 2024
-22.19 16 Sep 1987
Dec 1988
-20.58 37* Jan 2022
In progress
-18.35 28 Sep 1989
Dec 1991
-17.97 8 Jan 2020
Aug 2020
-13.87 5 Jul 1998
Nov 1998
-11.57 9 Jan 2009
Sep 2009
-11.51 15 Feb 2018
Apr 2019
-11.38 6 Jul 2008
Dec 2008
-10.78 14 Jun 2015
Jul 2016
-8.78 13 Sep 1987
Sep 1988
-6.83 14 Feb 1994
Mar 1995
-6.66 17 Feb 2015
Jun 2016

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 1985 - 31 January 2025 (~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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All Country World 80/20 All Weather Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 2.57 0.00 1.90 0.00
2024
 13.75 -3.30 6.36 -3.73
2023
 19.08 -8.64 9.95 -9.25
2022
 -17.17 -23.52 -18.39 -20.58
2021
 14.21 -3.60 8.27 -3.74
2020
 14.55 -17.97 15.88 -3.68
2019
 23.35 -4.62 17.93 -0.83
2018
 -7.79 -11.51 -3.02 -4.71
2017
 20.43 0.00 11.55 -0.49
2016
 7.66 -5.08 6.50 -6.42
2015
 -1.32 -9.49 -3.23 -6.66
2014
 4.31 -3.32 12.89 -2.52
2013
 17.86 -3.46 1.71 -5.29
2012
 15.19 -7.89 7.02 -1.33
2011
 -4.38 -17.02 15.64 -2.00
2010
 12.00 -9.60 12.88 -0.69
2009
 28.02 -16.08 2.71 -11.57
2008
 -33.39 -34.76 2.38 -11.38
2007
 10.99 -2.73 11.88 -1.20
2006
 18.78 -2.05 6.93 -1.71
2005
 10.41 -1.78 8.55 -2.99
2004
 14.78 -2.07 9.41 -4.76
2003
 30.51 -1.45 13.96 -4.74
2002
 -13.28 -20.43 7.77 -1.56
2001
 -10.46 -19.45 -2.77 -4.61
2000
 -6.91 -10.39 10.15 -2.26
1999
 21.78 -3.37 6.28 -3.79
1998
 19.76 -13.87 11.05 -4.83
1997
 13.23 -5.76 13.54 -2.89
1996
 12.23 -4.12 8.27 -2.11
1995
 19.50 -1.09 27.44 0.00
1994
 3.53 -5.80 -3.28 -6.83
1993
 22.62 -0.88 12.02 -1.98
1992
 -1.62 -4.76 6.76 -2.23
1991
 19.58 -4.80 17.98 -1.86
1990
 -11.80 -17.51 3.85 -5.51
1989
 16.58 -3.52 20.45 -1.14
1988
 20.67 -2.19 10.59 -1.93
1987
 13.56 -22.19 3.47 -8.78
1986
 37.13 -5.17 20.56 -3.75
1985
 37.92 -1.68 28.68 -2.13
Mastering Etf Investing
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Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
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English book
Buy now
Italian book