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TAIAX vs. DGTSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.

0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.33%
4.43%
TAIAX
DGTSX

Returns By Period

In the year-to-date period, TAIAX achieves a 11.59% return, which is significantly higher than DGTSX's 8.08% return. Over the past 10 years, TAIAX has outperformed DGTSX with an annualized return of 6.56%, while DGTSX has yielded a comparatively lower 3.92% annualized return.


TAIAX

YTD

11.59%

1M

0.37%

6M

6.33%

1Y

17.17%

5Y (annualized)

6.81%

10Y (annualized)

6.56%

DGTSX

YTD

8.08%

1M

0.83%

6M

4.43%

1Y

10.92%

5Y (annualized)

4.43%

10Y (annualized)

3.92%

Key characteristics


TAIAXDGTSX
Sharpe Ratio3.073.34
Sortino Ratio4.485.14
Omega Ratio1.591.71
Calmar Ratio3.744.14
Martin Ratio21.0726.02
Ulcer Index0.82%0.42%
Daily Std Dev5.60%3.27%
Max Drawdown-21.42%-16.71%
Current Drawdown-0.90%-0.07%

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TAIAX vs. DGTSX - Expense Ratio Comparison

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


TAIAX
American Funds Tax-Aware Conservative Growth and Income Portfolio
Expense ratio chart for TAIAX: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%
Expense ratio chart for DGTSX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Correlation

-0.50.00.51.00.9

The correlation between TAIAX and DGTSX 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.

Risk-Adjusted Performance

TAIAX vs. DGTSX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TAIAX, currently valued at 3.07, compared to the broader market-1.000.001.002.003.004.005.003.073.34
The chart of Sortino ratio for TAIAX, currently valued at 4.48, compared to the broader market0.005.0010.004.485.14
The chart of Omega ratio for TAIAX, currently valued at 1.59, compared to the broader market1.002.003.004.001.591.71
The chart of Calmar ratio for TAIAX, currently valued at 3.74, compared to the broader market0.005.0010.0015.0020.003.744.14
The chart of Martin ratio for TAIAX, currently valued at 21.07, compared to the broader market0.0020.0040.0060.0080.00100.0021.0726.02
TAIAX
DGTSX

The current TAIAX Sharpe Ratio is 3.07, which is comparable to the DGTSX Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of TAIAX and DGTSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio2.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.07
3.34
TAIAX
DGTSX

Dividends

TAIAX vs. DGTSX - Dividend Comparison

TAIAX's dividend yield for the trailing twelve months is around 2.21%, less than DGTSX's 3.29% yield.


TTM20232022202120202019201820172016201520142013
TAIAX
American Funds Tax-Aware Conservative Growth and Income Portfolio
2.21%2.45%2.34%1.86%2.11%2.33%2.66%2.40%2.64%2.69%3.64%2.71%
DGTSX
DFA Global Allocation 25/75 Portfolio
3.29%2.78%2.06%1.32%0.86%2.07%2.55%1.72%1.50%1.49%1.82%1.24%

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. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.90%
-0.07%
TAIAX
DGTSX

Volatility

TAIAX vs. DGTSX - Volatility Comparison

American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) has a higher volatility of 1.44% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 0.93%. 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.


0.50%1.00%1.50%2.00%2.50%JuneJulyAugustSeptemberOctoberNovember
1.44%
0.93%
TAIAX
DGTSX