Different classes of assets have different risk/return profiles. and therefore tend to behave differently over time. Shares tend to outperform other asset classes over the long run but can be more volatile. Bonds generally provide more steady returns but more limited capital long term growth. The fast-growing dynamics of emerging markets (such as Brazil and India) can offer opportunities for strong returns but with less predictability than the lower risk, steadier growth opportunities in more developed economies (such as Australia). The typical risk-return trade-off of the different classes of assets is often represented graphically like this:
Taking on greater risk does not automatically guarantee higher returns. Riskier investments do not always pay more than less risky investments. This is precisely what makes them riskier!