Side-by-side comparison

Compare investment strategies

Morningstar Diversified 45/40/15 ETF Portfolio vs Ray Dalio All Weather Portfolio

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (OOS, Composite). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

10.4%Best

-1.9%

13.9%

—

9.2%

7.3%Best

1.46Best

0.56

-8.6%Best

-11.2%

Fee

—

1.00%

Each source uses its own scale

—

2.09(0-5 (Quantbase))

Inception

—

2021-09-19

Holdings

—

40%

82%Best

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Ray Dalio All Weather PortfolioCompositeup 22.1%
S&P 500 ETFup 78.3%

No published history to chart: Morningstar Diversified 45/40/15 ETF Portfolio.

Every published figureShow 38 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

bonds, diversified, etfs, global stocks, inflation hedge, multi-asset, real assets, strategic allocation

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Asset classes / instruments

equities

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Returns

Annual return (Quantbase data field) (basis not stated)

—

3.83%

Backtest end date (Quantbase data field)

—

2022-11-01

Return since chart start (cumulative) (client composite)

—

19.51%

Return, out-of-sample period (annualized) (out-of-sample)

13.87%

—

Return, out-of-sample period (cumulative) (out-of-sample)

25.00%

—

Return, rolling 1 year (client composite)

—

-1.94%

Return, trailing 1 month (out-of-sample)

-1.05%

—

Return, trailing 1 year (out-of-sample)

10.42%

—

Return, trailing 3 months (out-of-sample)

0.41%

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Cost & access

Brokerage / custodian

—

Alpaca

Management / advisory fee

—

1.00%

Risk metrics

Calmar ratio, out-of-sample period (out-of-sample)

1.61

—

Daily volatility over the chart range (client composite)

—

0.46%

Max drawdown (Quantbase data field) (basis not stated)

—

-8.34%

Max drawdown over the chart range (client composite)

—

-11.18%

Maximum drawdown, out-of-sample period (out-of-sample)

-8.62%

—

Monthly volatility over the chart range (client composite)

—

2.88%

Sharpe ratio (Quantbase data field) (basis not stated)

—

4.72

Sharpe ratio from daily returns over the chart range (client composite)

—

0.56

Sharpe ratio, out-of-sample period (out-of-sample)

1.46

—

Standard deviation, out-of-sample period (out-of-sample)

9.18%

—

Volatility (Quantbase data field) (basis not stated)

—

0.02%

Volatility over the chart range, annualized from daily (×√252) (client composite)

—

7.30%

Market-relative

Correlation to SPY (full history) (client composite)

—

0.48

Correlation to SPY (Quantbase data field) (basis not stated)

—

0.48

Suitability

Experience minimum: bonds

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Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

—

Experience minimum: options

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Construction

Last rebalance date

—

2026-08-08

Rebalance corridor width

2.00%

—

Rebalance frequency

none

quarterly

Disclosure

Metrics calculated through

—

2026-10-04

Risk score

Qualitative risk score (Quantbase data field)

—

1.50

Risk score 0-5 (Quantbase)

—

2.09

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources