Portfolios

Past results of well-known strategies and other ETF combinations, all calculated under the same conditions. Pick two or three to compare side by side.

Pick and compare

86 portfolios5 years · 2021.10 – 2026.10 · month-endRecommended

9 combinations with leveraged ETFs are hidden ·

SPY

Benchmark

SPY 100%

Annualized return: +12.0%
Max drawdown · month-end: -23.9%
Risk-adjusted return: 0.56

GLD + SPY + TLT

SPY 45%TLT 35%GLD 20%

Annualized return: +5.9%
Max drawdown · month-end: -23.2%
Risk-adjusted return: 0.22

All Seasons Portfolio

Famous strategies · Ray Dalio, interviewed by Tony Robbins

Stocks 30, long-term Treasuries 40, intermediate Treasuries 15, gold 7.5 and commodities 7.5, a simplified retail mix described by Ray Dalio.

US long-term Treasuries 40%US stocks 30%US intermediate-term Treasuries 15%Gold 7.5%+1 more

Annualized return: +2.2%
Max drawdown · month-end: -22.2%
Risk-adjusted return: -0.11

SPY + TLT

SPY 60%TLT 40%

Other allocations

Annualized return: +3.9%
Max drawdown · month-end: -26.2%
Risk-adjusted return: 0.06

BND + VTI + VXUS

VTI 40%BND 30%VXUS 30%

Other allocations

Annualized return: +6.9%
Max drawdown · month-end: -22.3%
Risk-adjusted return: 0.29

QQQ + SCHD

QQQ 60%SCHD 40%

Annualized return: +12.6%
Max drawdown · month-end: -26.0%
Risk-adjusted return: 0.59

GLD + QQQ + TLT

QQQ 70%TLT 20%GLD 10%

Annualized return: +9.4%
Max drawdown · month-end: -29.6%
Risk-adjusted return: 0.39

ARKK + QQQ + SOXX

QQQ 50%SOXX 30%ARKK 20%

Annualized return: +13.3%
Max drawdown · month-end: -41.9%
Risk-adjusted return: 0.44

VTI + VXUS

VTI 80%VXUS 20%

Other allocations

Annualized return: +10.4%
Max drawdown · month-end: -25.1%
Risk-adjusted return: 0.48

SCHD + TLT + VUG

VUG 50%SCHD 30%TLT 20%

Annualized return: +7.3%
Max drawdown · month-end: -27.3%
Risk-adjusted return: 0.29

NOBL + SCHD + VYM

NOBL 50%SCHD 30%VYM 20%

Annualized return: +9.1%
Max drawdown · month-end: -16.1%
Risk-adjusted return: 0.40

SCHD

SCHD 100%

Annualized return: +10.6%
Max drawdown · month-end: -15.7%
Risk-adjusted return: 0.48

DGRO + SCHD + VIG

SCHD 40%DGRO 30%VIG 30%

Annualized return: +10.9%
Max drawdown · month-end: -17.9%
Risk-adjusted return: 0.53

HDV + JEPI + SPYD

JEPI 50%HDV 30%SPYD 20%

Annualized return: +9.7%
Max drawdown · month-end: -13.2%
Risk-adjusted return: 0.50

BND + VTI

VTI 80%BND 20%

Other allocations

Annualized return: +8.8%
Max drawdown · month-end: -22.7%
Risk-adjusted return: 0.41

TLT + VTI

VTI 70%TLT 30%

Annualized return: +5.2%
Max drawdown · month-end: -26.2%
Risk-adjusted return: 0.15

DBC + GLD + SPY + TIP + TLT

SPY 30%TIP 20%TLT 20%DBC 15%+1 more

Annualized return: +6.7%
Max drawdown · month-end: -15.9%
Risk-adjusted return: 0.33

GLD + SPY + TIP + TLT

GLD 25%SPY 25%TIP 25%TLT 25%

Annualized return: +5.2%
Max drawdown · month-end: -19.4%
Risk-adjusted return: 0.17

BND + GLD + VTI + VXUS

BND 25%GLD 25%VTI 25%VXUS 25%

Annualized return: +9.1%
Max drawdown · month-end: -18.9%
Risk-adjusted return: 0.50

TLT + VEA + VNQ + VTI + VWO

VTI 40%TLT 20%VEA 20%VNQ 10%+1 more

Annualized return: +5.3%
Max drawdown · month-end: -26.6%
Risk-adjusted return: 0.16

IWM + SPY

SPY 70%IWM 30%

Annualized return: +10.1%
Max drawdown · month-end: -24.2%
Risk-adjusted return: 0.43

RSP

RSP 100%

Annualized return: +8.5%
Max drawdown · month-end: -20.7%
Risk-adjusted return: 0.35

IWM + VTV + VUG

IWM 34%VTV 33%VUG 33%

Annualized return: +9.9%
Max drawdown · month-end: -24.4%
Risk-adjusted return: 0.42

VTV + VUG

VTV 50%VUG 50%

Annualized return: +12.0%
Max drawdown · month-end: -24.1%
Risk-adjusted return: 0.57

BND + VTV + VUG

VUG 50%VTV 30%BND 20%

Annualized return: +9.4%
Max drawdown · month-end: -24.0%
Risk-adjusted return: 0.44

All 50 portfolios with a detailed analysis page

How to read metrics and conditions

Annualized return · max drawdown · risk-adjusted return

Annualized return spreads the whole-period gain evenly over each year. It does not mean every year earned that much.

Maximum drawdown is the largest fall from a peak to a later low. The list uses month-end values. −20% means 20% below the prior peak.

Risk-adjusted return (the Sharpe ratio) shows how much more than a risk-free return was earned per unit of volatility. Compare it only within the same period.

Analysis conditions

USD · dividends reinvested · monthly rebalancing · displayed weights

Returns and maximum drawdown in this list use month-end values. The backtest result screen measures maximum drawdown daily, including intra-month lows, so it can be larger than the list shows.

What is listed

Famous strategies are allocations whose weights appear in a book, paper or fund document. The others are examples Lifolio prepared or backtested allocations that met the disclosure rules.

Being listed does not mean the results are verified or endorsed. The default order is not a performance ranking either.

SPY at the top is the benchmark to read every other row against.