DGTSX vs. TAIAX

Last updated Jun 24, 2026

DGTSX (DFA Global Allocation 25/75 Portfolio) and TAIAX (American Funds Tax-Aware Conservative Growth and Income Portfolio) are both Diversified Portfolio funds. Over the past 10 years, DGTSX returned 5.28%/yr vs 7.94%/yr for TAIAX. Their correlation of 0.89 suggests significant overlap in exposure. DGTSX charges 0.24%/yr vs 0.34%/yr for TAIAX.

Performance

DGTSX vs. TAIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Allocation 25/75 Portfolio (DGTSX) and American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGTSX achieves a 4.23% return, which is significantly lower than TAIAX's 6.28% return. Over the past 10 years, DGTSX has underperformed TAIAX with an annualized return of 5.28%, while TAIAX has yielded a comparatively higher 7.94% annualized return.

DGTSX

• 1D: -0.07%
• 1M: 0.69%
• YTD: 4.23%
• 6M: 4.08%
• 1Y: 9.62%
• 3Y*: 8.40%
• 5Y*: 5.27%
• 10Y*: 5.28%

TAIAX

• 1D: -0.11%
• 1M: 1.47%
• YTD: 6.28%
• 6M: 6.05%
• 1Y: 15.45%
• 3Y*: 12.33%
• 5Y*: 7.06%
• 10Y*: 7.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DGTSX vs. TAIAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGTSX DFA Global Allocation 25/75 Portfolio	4.23%	8.39%	7.43%	8.93%	-8.06%	10.20%	7.29%	9.80%	-1.85%	5.83%
TAIAX American Funds Tax-Aware Conservative Growth and Income Portfolio	6.28%	13.27%	10.09%	11.74%	-10.18%	13.47%	7.46%	16.26%	-2.17%	14.25%

Correlation

The correlation between DGTSX and TAIAX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since May 21, 2012	0.89

The correlation between DGTSX and TAIAX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

Return for Risk

DGTSX vs. TAIAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGTSX

DGTSX Risk / Return Rank: 88
DGTSX Sharpe Ratio Rank: 90
DGTSX Sortino Ratio Rank: 90
DGTSX Omega Ratio Rank: 87
DGTSX Calmar Ratio Rank: 84
DGTSX Martin Ratio Rank: 90

TAIAX

TAIAX Risk / Return Rank: 70
TAIAX Sharpe Ratio Rank: 78
TAIAX Sortino Ratio Rank: 76
TAIAX Omega Ratio Rank: 79
TAIAX Calmar Ratio Rank: 50
TAIAX Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGTSX vs. TAIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 25/75 Portfolio (DGTSX) and American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DGTSX	TAIAX	Difference
Sharpe ratio: Return per unit of total volatility	2.77	2.38	+0.39
Sortino ratio: Return per unit of downside risk	4.13	3.35	+0.77
Omega ratio: Gain probability vs. loss probability	1.57	1.47	+0.10
Calmar ratio: Return relative to maximum drawdown	3.76	2.60	+1.16
Martin ratio: Return relative to average drawdown	16.52	11.91	+4.60

DGTSX vs. TAIAX - Sharpe Ratio Comparison

The current DGTSX Sharpe Ratio is 2.77, which is comparable to the TAIAX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of DGTSX and TAIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DGTSX vs. TAIAX - Drawdown Comparison

The maximum DGTSX drawdown since its inception was -16.71%, smaller than the maximum TAIAX drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for DGTSX and TAIAX.

Drawdown Indicators

	DGTSX	TAIAX	Difference
Max Drawdown Largest peak-to-trough decline	-16.71%	-21.42%	+4.71%
Max Drawdown (1Y) Largest decline over 1 year	-2.64%	-6.16%	+3.52%
Max Drawdown (3Y) Largest decline over 3 years	-7.46%	-8.75%	+1.29%
Max Drawdown (5Y) Largest decline over 5 years	-11.26%	-16.76%	+5.50%
Max Drawdown (10Y) Largest decline over 10 years	-11.26%	-21.42%	+10.16%
Current Drawdown Current decline from peak	-0.20%	-0.22%	+0.02%
Average Drawdown Average peak-to-trough decline	-1.64%	-2.20%	+0.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.60%	1.34%	-0.74%

Volatility

DGTSX vs. TAIAX - Volatility Comparison

The current volatility for DFA Global Allocation 25/75 Portfolio (DGTSX) is 1.38%, while American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) has a volatility of 2.37%. This indicates that DGTSX experiences smaller price fluctuations and is considered to be less risky than TAIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGTSX	TAIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.38%	2.37%	-0.99%
Volatility (6M) Calculated over the trailing 6-month period	2.97%	5.64%	-2.67%
Volatility (1Y) Calculated over the trailing 1-year period	3.60%	6.75%	-3.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.98%	7.67%	-1.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.24%	8.21%	-2.97%

DGTSX vs. TAIAX - Expense Ratio Comparison

DGTSX has a 0.24% expense ratio, which is lower than TAIAX's 0.34% expense ratio.

Dividends

DGTSX vs. TAIAX - Dividend Comparison

DGTSX's dividend yield for the trailing twelve months is around 5.70%, more than TAIAX's 4.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGTSX DFA Global Allocation 25/75 Portfolio	5.70%	5.54%	7.28%	4.75%	2.77%	7.62%	2.12%	2.57%	2.99%	1.25%	1.26%	1.50%
TAIAX American Funds Tax-Aware Conservative Growth and Income Portfolio	4.87%	5.18%	5.16%	4.29%	4.37%	3.40%	2.65%	4.01%	4.54%	4.04%	2.77%	3.38%

Frequently Asked Questions

Can I hold both DGTSX and TAIAX in my portfolio?

With a correlation of 0.92, DGTSX and TAIAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DGTSX or TAIAX?

TAIAX has higher volatility (2.37%) compared to DGTSX (1.38%). In terms of maximum drawdown, DGTSX dropped -16.71% vs TAIAX's -21.42%.

Which has better risk-adjusted returns?

DGTSX currently has the higher Sharpe Ratio (2.77 vs 2.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.