DGTSX vs. TAIAX
Compare and contrast key facts about DFA Global Allocation 25/75 Portfolio (DGTSX) and American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX).
DGTSX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 2003. TAIAX is managed by American Funds. It was launched on May 17, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGTSX or TAIAX.
Key characteristics
| DGTSX | TAIAX | |
|---|---|---|
| YTD Return | 7.26% | 11.04% |
| 1Y Return | 11.45% | 20.13% |
| 3Y Return (Ann) | 2.39% | 4.50% |
| 5Y Return (Ann) | 4.29% | 6.83% |
| 10Y Return (Ann) | 3.89% | 6.61% |
| Sharpe Ratio | 3.42 | 3.55 |
| Sortino Ratio | 5.39 | 5.28 |
| Omega Ratio | 1.74 | 1.71 |
| Calmar Ratio | 2.81 | 2.70 |
| Martin Ratio | 27.60 | 26.23 |
| Ulcer Index | 0.41% | 0.77% |
| Daily Std Dev | 3.33% | 5.68% |
| Max Drawdown | -16.71% | -21.42% |
| Current Drawdown | -0.48% | -1.38% |
Correlation
The correlation between DGTSX and TAIAX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DGTSX vs. TAIAX - Performance Comparison
In the year-to-date period, DGTSX achieves a 7.26% return, which is significantly lower than TAIAX's 11.04% return. Over the past 10 years, DGTSX has underperformed TAIAX with an annualized return of 3.89%, while TAIAX has yielded a comparatively higher 6.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DGTSX vs. TAIAX - Expense Ratio Comparison
DGTSX has a 0.24% expense ratio, which is lower than TAIAX's 0.34% expense ratio.
Risk-Adjusted Performance
DGTSX vs. TAIAX - Risk-Adjusted Performance 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.
Dividends
DGTSX vs. TAIAX - Dividend Comparison
DGTSX's dividend yield for the trailing twelve months is around 3.31%, more than TAIAX's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 3.31% | 2.78% | 2.06% | 1.32% | 0.86% | 2.07% | 2.55% | 1.72% | 1.50% | 1.49% | 1.82% | 1.24% |
TAIAX American Funds Tax-Aware Conservative Growth and Income Portfolio | 2.22% | 2.45% | 2.34% | 1.86% | 2.11% | 2.33% | 2.66% | 2.40% | 2.64% | 2.69% | 3.64% | 2.71% |
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. For additional features, visit the drawdowns tool.
Volatility
DGTSX vs. TAIAX - Volatility Comparison
The current volatility for DFA Global Allocation 25/75 Portfolio (DGTSX) is 0.79%, while American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) has a volatility of 1.46%. 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.