Apr 10, 2007 – Oct 2, 2026, Rebalanced annually, BND sets the start date
Growth of $10,000
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Key metrics
| Return | 80/20 | 60/40 |
|---|---|---|
| Final balance | $58,751 | $45,070 |
| Total return | +487.51% | +350.70% |
| CAGR | +9.52% | +8.04% |
| Calendar years | 80/20 | 60/40 |
|---|---|---|
| Best year | +26.34% | +21.93% |
| Worst year | −28.22% | −19.45% |
| Positive years | 15 of 18 | 15 of 18 |
| Risk | 80/20 | 60/40 |
|---|---|---|
| Max drawdown | −45.26% | −33.93% |
| Longest drawdown | 3.3 years | 2.5 years |
| Volatility (annualized) | 15.52% | 11.60% |
| Risk-adjusted | 80/20 | 60/40 |
|---|---|---|
| Sharpe ratio | 0.66 | 0.73 |
| Sortino ratio | 0.93 | 1.02 |
| Calmar ratio | 0.21 | 0.24 |
Trailing returns
| Period | 80/20 | 60/40 | 80/20 − 60/40 |
|---|---|---|---|
| YTD | +10.43% | +7.16% | +3.28% |
| 1Y | +12.29% | +8.67% | +3.62% |
| 3Y | +19.11% | +15.42% | +3.69% |
| 5Y | +9.95% | +7.37% | +2.58% |
| 10Y | +12.17% | +9.48% | +2.69% |
| 15Y | +12.65% | +9.97% | +2.68% |
Rolling returns
| Period | 80/20 median | 60/40 median | More often ahead |
|---|---|---|---|
| 1Y | +12.95% | +10.56% | 80/20 74% |
| 3Y | +10.94% | +9.08% | 80/20 90% |
| 5Y | +11.12% | +8.74% | 80/20 92% |
| 10Y | +10.94% | +8.77% | 80/20 100% |
Worst drawdowns · 80/20
| Decline | Peak | Bottom | Recovered | Length |
|---|---|---|---|---|
| −45.3% | Oct 2007 | Mar 2009 | Jan 2011 | 3.3 years |
| −28.5% | Feb 2020 | Mar 2020 | Aug 2020 | 6 months |
| −23.4% | Dec 2021 | Oct 2022 | Jan 2024 | 2.1 years |
| −16.2% | Sep 2018 | Dec 2018 | Apr 2019 | 6 months |
| −15.5% | Jul 2011 | Oct 2011 | Feb 2012 | 7 months |
| Decline | Peak | Bottom | Recovered | Length |
|---|---|---|---|---|
| −33.9% | Oct 2007 | Mar 2009 | Apr 2010 | 2.5 years |
| −21.8% | Feb 2020 | Mar 2020 | Jul 2020 | 5 months |
| −21.6% | Dec 2021 | Oct 2022 | Feb 2024 | 2.2 years |
| −12.1% | Sep 2018 | Dec 2018 | Mar 2019 | 6 months |
| −11.6% | Dec 2024 | Apr 2025 | Jun 2025 | 7 months |
Annual returns
| Year | 80/20 | 60/40 | 80/20 − 60/40 |
|---|---|---|---|
| 2017 | +17.77% | +14.33% | +3.44% |
| 2018 | −4.16% | −3.09% | −1.07% |
| 2019 | +26.30% | +21.93% | +4.37% |
| 2020 | +18.40% | +15.73% | +2.67% |
| 2021 | +20.17% | +14.66% | +5.51% |
| 2022 | −18.24% | −16.96% | −1.28% |
| 2023 | +21.97% | +17.89% | +4.08% |
| 2024 | +19.32% | +14.84% | +4.49% |
| 2025 | +15.10% | +13.09% | +2.00% |
| 2026to Oct 2 | +10.43% | +7.16% | +3.28% |
Holdings
About 80/20 vs 60/40
Both hold the same two funds, the total US stock market and the broad US bond market. The 80/20 has 20% more in stocks, so it tends to grow faster and to fall further in a crash.
The 80/20 returned 9.5% a year from Apr 2007 to Oct 2026, against 8.0% for the 60/40. Both fell furthest in 2007–2009, the 80/20 by 45.3% and the 60/40 by 33.9%. The 80/20 beat the 60/40 in 13 of 18 full years and in every rolling 10-year period.
Daily closes with dividends reinvested and fund fees included, before taxes and trading costs. Both rebalance once a year. The comparison starts on Apr 10, 2007, when BND's prices begin.