Emerging Markets Stocks Portfolio vs Merrill Lynch Edge Select Aggressive 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:
Emerging Markets Stocks Portfolio
1.00$
Initial Capital
February 1995
5.20$
Final Capital
January 2025
5.65%
Yearly Return
22.05%
Std Deviation
-60.44%
Max Drawdown
120months
Recovery Period
1.00$
Initial Capital
February 1995
2.46$
Final Capital
January 2025
3.05%
Yearly Return
22.05%
Std Deviation
-61.09%
Max Drawdown
159months
Recovery Period
1.00$
Initial Capital
January 1985
28.28$
Final Capital
January 2025
8.70%
Yearly Return
25.25%
Std Deviation
-60.44%
Max Drawdown
120months
Recovery Period
1.00$
Initial Capital
January 1985
9.39$
Final Capital
January 2025
5.75%
Yearly Return
25.25%
Std Deviation
-61.09%
Max Drawdown
159months
Recovery Period
Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
February 1995
12.91$
Final Capital
January 2025
8.90%
Yearly Return
13.25%
Std Deviation
-45.65%
Max Drawdown
41months
Recovery Period
1.00$
Initial Capital
February 1995
6.12$
Final Capital
January 2025
6.22%
Yearly Return
13.25%
Std Deviation
-46.54%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1985
56.41$
Final Capital
January 2025
10.58%
Yearly Return
13.29%
Std Deviation
-45.65%
Max Drawdown
41months
Recovery Period
1.00$
Initial Capital
January 1985
18.73$
Final Capital
January 2025
7.58%
Yearly Return
13.29%
Std Deviation
-46.54%
Max Drawdown
63months
Recovery Period

As of January 2025, in the previous 30 Years, the Emerging Markets Stocks Portfolio obtained a 5.65% compound annual return, with a 22.05% standard deviation. It suffered a maximum drawdown of -60.44% that required 120 months to be recovered.

As of January 2025, in the previous 30 Years, the Merrill Lynch Edge Select Aggressive Portfolio obtained a 8.90% compound annual return, with a 13.25% standard deviation. It suffered a maximum drawdown of -45.65% that required 41 months to be recovered.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Emerging Markets Stocks Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
EEM
iShares MSCI Emerging Markets
Merrill Lynch Edge Select Aggressive Portfolio
Weight
(%)		 ETF
Ticker		 Name
29.00
VUG
Vanguard Growth
21.00
VEU
Vanguard FTSE All-World ex-US
19.00
VTV
Vanguard Value
9.00
EEM
iShares MSCI Emerging Markets
3.00
IJS
iShares S&P Small-Cap 600 Value
3.00
IJT
iShares S&P Small-Cap 600 Growth
5.00
IEI
iShares 3-7 Year Treasury Bond
4.00
LQD
iShares Investment Grade Corporate Bond
3.00
MBB
iShares MBS
2.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
1.00
BNDX
Vanguard Total International Bond
1.00
HYG
iShares iBoxx $ High Yield Corporate Bond
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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 Emerging Markets Stocks
-- Market Benchmark 		2.15 2.15 1.14 13.94 2.51 3.17 5.65 8.70
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_merrill_lynch.webp Edge Select Aggressive
Merrill Lynch 		2.56 2.56 6.08 18.35 10.10 9.41 8.90 10.58
Return over 1 year are annualized.
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Capital Growth as of Jan 31, 2025

Emerging Markets Stocks Portfolio: an investment of 1$, since February 1995, now would be worth 5.20$, with a total return of 419.79% (5.65% annualized).

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since February 1995, now would be worth 12.91$, with a total return of 1191.16% (8.90% annualized).


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Emerging Markets Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 28.28$, with a total return of 2728.16% (8.70% annualized).

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 56.41$, with a total return of 5540.52% (10.58% 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
Emerging Markets Stocks Edge Select Aggressive
Author Merrill Lynch
ASSET ALLOCATION
Stocks 100% 84%
Fixed Income 0% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.94 18.35
Infl. Adjusted Return (%) 11.07 15.37
DRAWDOWN
Deepest Drawdown Depth (%) -7.27 -3.19
Start to Recovery (months) 4* 2
Longest Drawdown Depth (%) -7.27 -3.19
Start to Recovery (months) 4* 2
Longest Negative Period (months) 6 3
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.89 8.35
Sharpe Ratio 0.99 1.58
Sortino Ratio 1.36 1.90
Ulcer Index 3.07 1.24
Ratio: Return / Standard Deviation 1.57 2.20
Ratio: Return / Deepest Drawdown 1.92 5.75
Metrics calculated over the period 1 February 2024 - 31 January 2025
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Emerging Markets Stocks Edge Select Aggressive
Author Merrill Lynch
ASSET ALLOCATION
Stocks 100% 84%
Fixed Income 0% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.51 10.10
Infl. Adjusted Return (%) -1.60 5.68
DRAWDOWN
Deepest Drawdown Depth (%) -36.52 -23.81
Start to Recovery (months) 43* 26
Longest Drawdown Depth (%) -36.52 -23.81
Start to Recovery (months) 43* 26
Longest Negative Period (months) 50* 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.99 15.29
Sharpe Ratio 0.01 0.50
Sortino Ratio 0.01 0.67
Ulcer Index 18.51 8.43
Ratio: Return / Standard Deviation 0.14 0.66
Ratio: Return / Deepest Drawdown 0.07 0.42
Metrics calculated over the period 1 February 2020 - 31 January 2025
Swipe left to see all data
Emerging Markets Stocks Edge Select Aggressive
Author Merrill Lynch
ASSET ALLOCATION
Stocks 100% 84%
Fixed Income 0% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 3.17 9.41
Infl. Adjusted Return (%) 0.09 6.15
DRAWDOWN
Deepest Drawdown Depth (%) -36.52 -23.81
Start to Recovery (months) 43* 26
Longest Drawdown Depth (%) -36.52 -23.81
Start to Recovery (months) 43* 26
Longest Negative Period (months) 92 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.15 12.97
Sharpe Ratio 0.09 0.60
Sortino Ratio 0.13 0.80
Ulcer Index 16.95 6.57
Ratio: Return / Standard Deviation 0.18 0.73
Ratio: Return / Deepest Drawdown 0.09 0.40
Metrics calculated over the period 1 February 2015 - 31 January 2025
Swipe left to see all data
Emerging Markets Stocks Edge Select Aggressive
Author Merrill Lynch
ASSET ALLOCATION
Stocks 100% 84%
Fixed Income 0% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.65 8.90
Infl. Adjusted Return (%) 3.05 6.22
DRAWDOWN
Deepest Drawdown Depth (%) -60.44 -45.65
Start to Recovery (months) 120 41
Longest Drawdown Depth (%) -60.44 -33.96
Start to Recovery (months) 120 56
Longest Negative Period (months) 195 118
RISK INDICATORS
Standard Deviation (%) 22.05 13.25
Sharpe Ratio 0.15 0.50
Sortino Ratio 0.21 0.65
Ulcer Index 21.46 11.10
Ratio: Return / Standard Deviation 0.26 0.67
Ratio: Return / Deepest Drawdown 0.09 0.20
Metrics calculated over the period 1 February 1995 - 31 January 2025
Swipe left to see all data
Emerging Markets Stocks Edge Select Aggressive
Author Merrill Lynch
ASSET ALLOCATION
Stocks 100% 84%
Fixed Income 0% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.70 10.58
Infl. Adjusted Return (%) 5.75 7.58
DRAWDOWN
Deepest Drawdown Depth (%) -60.44 -45.65
Start to Recovery (months) 120 41
Longest Drawdown Depth (%) -54.22 -33.96
Start to Recovery (months) 120 56
Longest Negative Period (months) 195 118
RISK INDICATORS
Standard Deviation (%) 25.25 13.29
Sharpe Ratio 0.22 0.56
Sortino Ratio 0.30 0.73
Ulcer Index 21.80 9.99
Ratio: Return / Standard Deviation 0.34 0.80
Ratio: Return / Deepest Drawdown 0.14 0.23
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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Emerging Markets Stocks Edge Select Aggressive
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-60.44 120 Nov 2007
Oct 2017
-53.99 78 Aug 1997
Jan 2004
-45.65 41 Nov 2007
Mar 2011
-36.52 43* Jul 2021
In progress
-33.96 56 Apr 2000
Nov 2004
-29.69 34 Feb 2018
Nov 2020
-23.81 26 Jan 2022
Feb 2024
-17.64 7 Jan 2020
Jul 2020
-16.85 11 May 2011
Mar 2012
-13.97 7 May 1998
Nov 1998
-11.27 7 Oct 2018
Apr 2019
-11.25 7 Apr 2004
Oct 2004
-11.14 7 May 2006
Nov 2006
-10.51 14 Jun 2015
Jul 2016
-9.06 5 Mar 2005
Jul 2005

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Emerging Markets Stocks Edge Select Aggressive
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-60.44 120 Nov 2007
Oct 2017
-55.33 31 Mar 1987
Sep 1989
-54.22 120 Feb 1994
Jan 2004
-45.65 41 Nov 2007
Mar 2011
-36.52 43* Jul 2021
In progress
-34.47 7 Aug 1990
Feb 1991
-33.96 56 Apr 2000
Nov 2004
-29.69 34 Feb 2018
Nov 2020
-23.81 26 Jan 2022
Feb 2024
-23.01 11 Jun 1992
Apr 1993
-22.86 17 Sep 1987
Jan 1989
-17.64 7 Jan 2020
Jul 2020
-16.85 11 May 2011
Mar 2012
-15.96 7 Aug 1990
Feb 1991
-13.97 7 May 1998
Nov 1998

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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Emerging Markets Stocks Edge Select Aggressive
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 2.15 0.00 2.56 0.00
2024
 6.49 -7.27 15.15 -3.19
2023
 8.95 -12.51 21.47 -8.85
2022
 -20.56 -29.40 -17.87 -23.81
2021
 -3.61 -11.44 15.74 -3.70
2020
 17.03 -23.94 17.62 -17.64
2019
 18.20 -7.82 24.61 -5.32
2018
 -15.31 -22.75 -6.88 -11.27
2017
 37.28 -0.39 21.70 0.00
2016
 10.87 -5.81 9.21 -4.97
2015
 -16.18 -23.20 -1.81 -9.34
2014
 -3.93 -11.58 6.27 -3.59
2013
 -3.69 -13.17 20.62 -2.29
2012
 19.10 -14.96 15.28 -7.41
2011
 -18.82 -29.09 -2.72 -16.85
2010
 16.51 -10.81 14.37 -10.38
2009
 68.93 -14.98 30.72 -15.46
2008
 -48.88 -53.98 -32.45 -35.23
2007
 33.31 -8.97 10.67 -4.82
2006
 31.19 -11.14 16.89 -3.81
2005
 32.62 -9.06 9.86 -4.16
2004
 24.63 -11.25 13.59 -3.69
2003
 57.65 -5.76 30.43 -3.69
2002
 -7.43 -24.27 -14.01 -20.65
2001
 -2.88 -30.79 -9.00 -19.93
2000
 -27.56 -31.63 -8.67 -12.07
1999
 61.57 -4.87 23.19 -2.88
1998
 -18.12 -40.98 18.05 -13.97
1997
 -16.82 -27.85 17.27 -6.20
1996
 15.83 -6.73 15.00 -3.98
1995
 0.56 -11.22 23.68 -0.91
1994
 -20.17 -25.83 0.50 -7.08
1993
 100.42 -5.91 21.88 -3.14
1992
 -10.90 -23.01 3.09 -3.48
1991
 111.70 -7.61 34.86 -4.62
1990
 -1.92 -34.47 -6.03 -15.96
1989
 98.20 -6.54 30.19 -2.36
1988
 36.81 -6.67 18.97 -3.56
1987
 -46.69 -55.33 4.52 -22.86
1986
 11.58 -9.07 25.81 -5.82
1985
 27.58 -4.87 34.45 -2.58
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book