Asset Allocation Lab

60/40 Portfolio

Created by Traditional / Industry Standard

The classic balanced benchmark that stocks-and-bonds investing is measured against.

What is it?

The 60/40 Portfolio is the most widely used benchmark in all of investing: 60% of the portfolio is held in stocks for growth, and 40% is held in bonds for stability. It is not attributed to a single inventor because it emerged gradually through decades of institutional practice, but it is the reference point every other allocation strategy on this site is implicitly compared against.

The philosophy

The idea comes directly out of modern portfolio theory: combine an asset that grows aggressively over time (equities) with an asset that is comparatively stable and, historically, has moved somewhat independently of stocks (high-quality bonds). When equities sell off during a recession, bonds often hold their value or even rise as interest rates fall, giving the portfolio a shock absorber precisely when it is needed most. The 60/40 split has endured because it captures most of the long-run return of a 100% stock portfolio while meaningfully reducing the depth and duration of drawdowns.

How it works

Sixty percent of the portfolio tracks a broad US large-cap index such as the S&P 500, which has historically delivered the bulk of long-term real returns among major asset classes. The remaining 40% sits in investment-grade bonds, typically a total bond market fund blending Treasuries, agency debt, and corporate credit. The bond sleeve exists less to generate high returns and more to reduce portfolio volatility and provide dry powder: when stocks crash, the bond allocation has usually declined far less (or gained), so periodic rebalancing effectively sells relatively expensive bonds to buy relatively cheap stocks.

Who is it for?

The 60/40 mix suits investors with a medium-to-long time horizon (roughly 10+ years), a moderate risk tolerance, and a preference for radical simplicity — it can be implemented with as few as two index funds. It works well as a default starting point for someone who does not want to think deeply about asset allocation but still wants meaningfully less volatility than an all-stock portfolio.

Key strengths & trade-offs

Its biggest strength is a multi-decade live track record and simplicity that is hard to beat with only two funds. Its main weakness is concentration: it holds no international equities, no inflation hedges like gold or commodities, and no real estate, so it is fully exposed to US-specific and inflation-driven risks. 2022 was a notable stress test — stocks and bonds fell together as interest rates spiked, showing that the historical negative correlation between the two assets is not guaranteed to hold in every environment, particularly one driven by inflation surprises.

Risk Level

balanced

Rebalancing

annual

Number of Assets

2

Best For

Long-term investors wanting a smoother ride than all-equity

Current Allocation

US Large Cap60%
US Total Bond Market40%

Performance: 29.8-Year Backtest

Data for US Large Cap starts 1993. Simulation covers 29.8 years.

Sep 1996Jun 2005Aug 2009Jul 2012Jun 2015May 2018Apr 2021Mar 2024$0$20,000$40,000$60,000$80,000
60/40 Portfolio── Actual ETF data   ╌╌ Proxy index data

$10,000 initial investment → $64,802

Annual Returns

Strategy1996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420252026
60/40 Portfolio-3.6%+14.3%+15.5%+12.6%-1.1%-0.8%-8.4%+1.8%+5.2%+1.2%+6.0%-0.4%-22.0%+21.2%+15.2%+5.8%+10.5%+13.2%+11.3%-0.7%+12.3%+16.8%-0.5%+16.7%+12.2%+13.4%-8.2%+13.0%+16.6%+12.6%+5.0%

Key Metrics

CAGR+8.53%
Max Drawdown-30.3%
Volatility9.6%
Sharpe Ratio0.69
Sortino Ratio1.09
Best / Worst Year2009 / 2008

Based on historical data. Past performance does not guarantee future results. This site is for educational purposes only and does not constitute investment advice.