TAIAX vs. DGTSX

Last updated Aug 1, 2026

TAIAX (American Funds Tax-Aware Conservative Growth and Income Portfolio) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, TAIAX returned 7.61%/yr vs 5.07%/yr for DGTSX. Their correlation of 0.89 means they have usually moved in the same direction. TAIAX charges 0.34%/yr vs 0.24%/yr for DGTSX.

Performance

TAIAX vs. DGTSX - Performance Comparison

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

Returns By Period

In the year-to-date period, TAIAX achieves a 6.23% return, which is significantly higher than DGTSX's 4.21% return. Over the past 10 years, TAIAX has outperformed DGTSX with an annualized return of 7.61%, while DGTSX has yielded a comparatively lower 5.07% annualized return.

TAIAX

• 1D: 0.73%
• 1M: -0.61%
• 6M: 4.26%
• YTD: 6.23%
• 1Y: 13.73%
• 3Y*: 11.33%
• 5Y*: 6.80%
• 10Y*: 7.61%
• ALL TIME*: 7.99%

DGTSX

• 1D: 0.42%
• 1M: -0.07%
• 6M: 2.97%
• YTD: 4.21%
• 1Y: 8.21%
• 3Y*: 7.71%
• 5Y*: 5.06%
• 10Y*: 5.07%
• ALL TIME*: 4.71%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DGTSX DFA Global Allocation 25/75 Portfolio	$0.00	$0.00	$0.00
TAIAX American Funds Tax-Aware Conservative Growth and Income Portfolio	$0.00	$0.00	$0.00

TAIAX vs. DGTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TAIAX American Funds Tax-Aware Conservative Growth and Income Portfolio	6.23%	13.27%	10.09%	11.74%	-10.18%	13.47%	7.46%	16.26%	-2.17%	14.25%
DGTSX DFA Global Allocation 25/75 Portfolio	4.21%	8.39%	7.43%	8.93%	-8.06%	10.20%	7.29%	9.80%	-1.85%	5.83%

Correlation

The correlation between TAIAX and DGTSX is 0.93, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.93
Correlation (3Y) Balances recent behavior with more history.	0.90
Correlation (5Y) Shows whether the relationship held over a longer period.	0.90
Correlation (10Y) Provides a long-term view across more market conditions.	0.90
Correlation (All Time) Calculated using the full available price history since May 21, 2012	0.89

The correlation between TAIAX and DGTSX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

Return for Risk

TAIAX vs. DGTSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TAIAX

TAIAX Risk / Return Rank: 77
TAIAX Sharpe Ratio Rank: 80
TAIAX Sortino Ratio Rank: 79
TAIAX Omega Ratio Rank: 80
TAIAX Calmar Ratio Rank: 65
TAIAX Martin Ratio Rank: 80

DGTSX

DGTSX Risk / Return Rank: 88
DGTSX Sharpe Ratio Rank: 88
DGTSX Sortino Ratio Rank: 88
DGTSX Omega Ratio Rank: 86
DGTSX Calmar Ratio Rank: 87
DGTSX Martin Ratio Rank: 92

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TAIAX vs. DGTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.

	TAIAX	DGTSX	Difference
Sharpe ratio: Return per unit of total volatility	1.89	2.19	-0.29
Sortino ratio: Return per unit of downside risk	2.68	3.23	-0.56
Omega ratio: Gain probability vs. loss probability	1.36	1.43	-0.07
Calmar ratio: Return relative to maximum drawdown	2.12	3.02	-0.90
Martin ratio: Return relative to average drawdown	9.57	13.04	-3.47

TAIAX vs. DGTSX - Sharpe Ratio Comparison

The current TAIAX Sharpe Ratio is 1.89, which is comparable to the DGTSX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of TAIAX and DGTSX, 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

TAIAX vs. DGTSX - Drawdown Comparison

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

Drawdown Indicators

	TAIAX	DGTSX	Difference
Max Drawdown Largest peak-to-trough decline	-21.42%	-16.71%	-4.71%
Max Drawdown (1Y) Largest decline over 1 year	-6.16%	-2.64%	-3.52%
Max Drawdown (3Y) Largest decline over 3 years	-8.75%	-7.46%	-1.29%
Max Drawdown (5Y) Largest decline over 5 years	-16.76%	-11.26%	-5.50%
Max Drawdown (10Y) Largest decline over 10 years	-21.42%	-11.26%	-10.16%
Current Drawdown Current decline from peak	-0.94%	-0.28%	-0.66%
Average Drawdown Average peak-to-trough decline	-2.19%	-1.64%	-0.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.36%	0.61%	+0.75%

Volatility

TAIAX vs. DGTSX - Volatility Comparison

American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) has a higher volatility of 1.71% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 0.91%. This indicates that TAIAX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TAIAX	DGTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.71%	0.91%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	5.73%	3.01%	+2.72%
Volatility (1Y) Calculated over the trailing 1-year period	6.89%	3.65%	+3.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.69%	5.98%	+1.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.18%	5.23%	+2.95%

TAIAX vs. DGTSX - Expense Ratio Comparison

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

Dividends

TAIAX vs. DGTSX - Dividend Comparison

TAIAX's dividend yield for the trailing twelve months is around 4.86%, less than DGTSX's 5.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGTSX DFA Global Allocation 25/75 Portfolio	5.81%	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	4.86%	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 TAIAX and DGTSX in my portfolio?

With a correlation of 0.93, TAIAX and DGTSX 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, TAIAX or DGTSX?

TAIAX has higher volatility (1.71%) compared to DGTSX (0.91%). In terms of maximum drawdown, TAIAX dropped -21.42% vs DGTSX's -16.71%.

Which has better risk-adjusted returns?

DGTSX currently has the higher Sharpe Ratio (2.19 vs 1.89), 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.