return values for international stock and bond funds

My portfolio includes an international bond mutual fund and an international stock fund. Neither fund has a 10 year history. Instead, I want to use mean, variance, and beta values for the respective markets at large (since each fund is a passive broad index fund).
Can anyone suggest under what heading and where I can find these values or the nominal return history?


Knowing which passive broad index the funds purport to track would be helpful.

dan royer's picture

Agree with Chris. . . I own a small cap world fund with a good history, but that may not be what you have. It would seem that you'd almost be better off just using averages the history you have. I have to say, I'm suspicious of the validity of histories even at ten years. Is the last ten years really representative of the next ten? I guess we have to draw the line somewhere.

43 years (1972-2014) of asset class historical return data are available at
International Stock Market returns were compiled from MSCI EAFE Index 1972-1987 (Developed Only)85% EAFE Index / 15% EM 1988-1996 and Vanguard Total International Index Fund (VGTSX) 1997-2014. Global Bonds Returns were compiled from JP Morgan Global Government Bond 1987-1996 and PIMCO Global Bond Fund (PIGLX) 1997-2014. A worthy exercise would be to compare these returns (adjusted by CPI returns) with the real returns used in ESPlanner.

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