Developed World ex-US 20/80 Portfolio vs Larry Swedroe Larry Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1985)
Developed World ex-US 20/80 Portfolio
1.00$
Initial Capital
December 1994
4.84$
Final Capital
November 2024
5.39%
Yearly Return
5.26%
Std Deviation
-16.80%
Max Drawdown
40months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
15.94$
Final Capital
November 2024
7.18%
Yearly Return
5.82%
Std Deviation
-16.80%
Max Drawdown
40months*
Recovery Period
* in progress
Larry Swedroe Larry Portfolio
1.00$
Initial Capital
December 1994
6.09$
Final Capital
November 2024
6.21%
Yearly Return
5.55%
Std Deviation
-15.96%
Max Drawdown
42months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
20.19$
Final Capital
November 2024
7.82%
Yearly Return
6.18%
Std Deviation
-15.96%
Max Drawdown
42months*
Recovery Period
* in progress

As of November 2024, in the previous 30 Years, the Developed World ex-US 20/80 Portfolio obtained a 5.39% compound annual return, with a 5.26% standard deviation. It suffered a maximum drawdown of -16.80% which has been ongoing for 40 months and is still in progress.

As of November 2024, in the previous 30 Years, the Larry Swedroe Larry Portfolio obtained a 6.21% compound annual return, with a 5.55% standard deviation. It suffered a maximum drawdown of -15.96% which has been ongoing for 42 months and is still in progress.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Developed World ex-US 20/80 Portfolio
Weight
(%)		 ETF
Ticker		 Name
20.00
VEA
Vanguard FTSE Developed Markets
80.00
BNDX
Vanguard Total International Bond
Larry Swedroe Larry Portfolio
Weight
(%)		 ETF
Ticker		 Name
15.00
IJS
iShares S&P Small-Cap 600 Value
7.50
DLS
WisdomTree International SmallCp Div
7.50
EEM
iShares MSCI Emerging Markets
70.00
IEI
iShares 3-7 Year Treasury Bond
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Portfolio Returns as of Nov 30, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US 20/80
-- Market Benchmark 		4.87 1.40 4.46 8.76 1.44 2.87 5.39 7.18
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_larry_swedroe.webp Larry Portfolio
Larry Swedroe 		5.15 1.87 5.59 9.86 2.18 2.96 6.21 7.82
Return over 1 year are annualized.
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Capital Growth as of Nov 30, 2024

Developed World ex-US 20/80 Portfolio: an investment of 1$, since December 1994, now would be worth 4.84$, with a total return of 383.54% (5.39% annualized).

Larry Swedroe Larry Portfolio: an investment of 1$, since December 1994, now would be worth 6.09$, with a total return of 509.41% (6.21% annualized).


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Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.94$, with a total return of 1493.89% (7.18% annualized).

Larry Swedroe Larry Portfolio: an investment of 1$, since January 1985, now would be worth 20.19$, with a total return of 1919.30% (7.82% annualized).


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Portfolio Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
Swipe left to see all data
Developed World ex-US 20/80 Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.76 9.86
Infl. Adjusted Return (%) 5.87 6.94
DRAWDOWN
Deepest Drawdown Depth (%) -1.82 -2.48
Start to Recovery (months) 4 2*
Longest Drawdown Depth (%) -1.82 -2.44
Start to Recovery (months) 4 7
Longest Negative Period (months) 4 6
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.31 7.14
Sharpe Ratio 0.67 0.65
Sortino Ratio 0.92 0.91
Ulcer Index 0.77 1.10
Ratio: Return / Standard Deviation 1.65 1.38
Ratio: Return / Deepest Drawdown 4.81 3.98
Metrics calculated over the period 1 December 2023 - 30 November 2024
Swipe left to see all data
Developed World ex-US 20/80 Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 1.44 2.18
Infl. Adjusted Return (%) -2.63 -1.92
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Negative Period (months) 48 47
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.06 7.42
Sharpe Ratio -0.12 -0.01
Sortino Ratio -0.16 -0.02
Ulcer Index 7.10 7.14
Ratio: Return / Standard Deviation 0.20 0.29
Ratio: Return / Deepest Drawdown 0.09 0.14
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Developed World ex-US 20/80 Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 2.87 2.96
Infl. Adjusted Return (%) -0.07 0.03
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Negative Period (months) 59 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.48 5.86
Sharpe Ratio 0.24 0.24
Sortino Ratio 0.32 0.33
Ulcer Index 5.10 5.16
Ratio: Return / Standard Deviation 0.52 0.51
Ratio: Return / Deepest Drawdown 0.17 0.19
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Developed World ex-US 20/80 Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.39 6.21
Infl. Adjusted Return (%) 2.80 3.59
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Negative Period (months) 59 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.26 5.55
Sharpe Ratio 0.59 0.71
Sortino Ratio 0.80 0.96
Ulcer Index 3.73 3.29
Ratio: Return / Standard Deviation 1.03 1.12
Ratio: Return / Deepest Drawdown 0.32 0.39
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
Developed World ex-US 20/80 Larry Portfolio
Author Larry Swedroe
ASSET ALLOCATION
Stocks 20% 30%
Fixed Income 80% 70%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.18 7.82
Infl. Adjusted Return (%) 4.27 4.89
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Drawdown Depth (%) -16.80 -15.96
Start to Recovery (months) 40* 42*
Longest Negative Period (months) 59 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.82 6.18
Sharpe Ratio 0.69 0.76
Sortino Ratio 0.98 1.05
Ulcer Index 3.45 3.16
Ratio: Return / Standard Deviation 1.23 1.27
Ratio: Return / Deepest Drawdown 0.43 0.49
Metrics calculated over the period 1 January 1985 - 30 November 2024
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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 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)

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Developed World ex-US 20/80 Larry Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-16.80 40* Aug 2021
In progress
-15.96 42* Jun 2021
In progress
-15.55 18 Mar 2008
Aug 2009
-11.47 16 Apr 2008
Jul 2009
-7.46 22 Dec 1996
Sep 1998
-5.99 6 Feb 2020
Jul 2020
-5.38 7 Jan 2020
Jul 2020
-5.14 7 May 1998
Nov 1998
-4.48 8 May 2013
Dec 2013
-4.08 7 Sep 2018
Mar 2019
-3.98 6 Apr 2004
Sep 2004
-3.97 6 Aug 2011
Jan 2012
-3.38 4 Jan 1999
Apr 1999
-3.31 11 May 2015
Mar 2016
-3.06 12 Apr 2015
Mar 2016

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Developed World ex-US 20/80 Larry Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-16.80 40* Aug 2021
In progress
-15.96 42* Jun 2021
In progress
-15.55 18 Mar 2008
Aug 2009
-11.47 16 Apr 2008
Jul 2009
-9.16 10 Sep 1987
Jun 1988
-7.46 22 Dec 1996
Sep 1998
-7.44 16 Feb 1994
May 1995
-7.02 7 Jan 1990
Jul 1990
-6.63 6 Aug 1990
Jan 1991
-6.51 18 Feb 1994
Jul 1995
-6.31 5 Aug 1990
Dec 1990
-5.99 6 Feb 2020
Jul 2020
-5.38 7 Jan 2020
Jul 2020
-5.14 7 May 1998
Nov 1998
-4.70 6 Mar 1987
Aug 1987

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 - 30 November 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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Developed World ex-US 20/80 Larry Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 4.87 -1.82 5.15 -2.48
2023
 10.62 -3.65 6.94 -6.22
2022
 -13.28 -15.82 -11.20 -14.55
2021
 0.51 -1.64 3.41 -2.64
2020
 5.67 -5.99 6.44 -5.38
2019
 10.82 -0.13 10.64 -1.45
2018
 -0.71 -1.97 -3.54 -4.08
2017
 7.20 -0.28 7.74 0.00
2016
 4.23 -2.76 6.87 -1.26
2015
 0.88 -3.06 -0.54 -3.22
2014
 5.80 -0.91 2.38 -2.37
2013
 3.72 -4.48 6.31 -2.41
2012
 11.34 -1.93 7.27 -2.25
2011
 4.42 -2.68 3.23 -3.97
2010
 8.49 -1.80 10.82 -2.16
2009
 17.74 -4.20 10.12 -7.76
2008
 -10.01 -15.55 -2.44 -7.60
2007
 6.22 -0.75 8.99 -0.45
2006
 7.61 -0.62 9.57 -2.17
2005
 6.71 -1.16 6.71 -1.81
2004
 8.93 -1.18 10.23 -3.98
2003
 10.88 -0.98 16.93 -0.92
2002
 4.31 -1.24 7.68 -1.92
2001
 4.28 -1.41 6.47 -2.38
2000
 4.50 -1.64 10.81 -1.59
1999
 7.82 -2.07 4.08 -3.38
1998
 16.99 -0.92 6.06 -5.14
1997
 -4.15 -6.74 8.62 -1.80
1996
 4.66 -1.36 5.81 -1.78
1995
 17.78 -0.82 18.99 0.00
1994
 -3.88 -6.31 -4.77 -7.44
1993
 19.11 -1.94 20.95 -1.55
1992
 6.56 -4.18 9.36 -1.05
1991
 19.03 -1.69 26.47 -2.04
1990
 0.80 -7.02 1.93 -6.63
1989
 11.45 -2.33 22.14 0.00
1988
 12.16 -0.98 12.93 -1.48
1987
 8.87 -2.58 -0.86 -9.16
1986
 25.77 -3.32 17.85 -3.07
1985
 31.17 -2.24 27.10 -0.72
Mastering Etf Investing
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Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book