TAIAX vs. DGTSX
Compare and contrast key facts about American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) and DFA Global Allocation 25/75 Portfolio (DGTSX).
TAIAX is managed by American Funds. It was launched on May 17, 2012. DGTSX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TAIAX or DGTSX.
Key characteristics
| TAIAX | DGTSX | |
|---|---|---|
| YTD Return | 12.13% | 8.08% |
| 1Y Return | 21.39% | 12.55% |
| 3Y Return (Ann) | 4.77% | 2.60% |
| 5Y Return (Ann) | 7.02% | 4.44% |
| 10Y Return (Ann) | 6.68% | 3.96% |
| Sharpe Ratio | 3.69 | 3.66 |
| Sortino Ratio | 5.50 | 5.81 |
| Omega Ratio | 1.74 | 1.80 |
| Calmar Ratio | 2.82 | 3.04 |
| Martin Ratio | 27.20 | 29.88 |
| Ulcer Index | 0.77% | 0.41% |
| Daily Std Dev | 5.70% | 3.37% |
| Max Drawdown | -21.42% | -16.71% |
| Current Drawdown | -0.42% | 0.00% |
Correlation
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.
Performance
TAIAX vs. DGTSX - Performance Comparison
In the year-to-date period, TAIAX achieves a 12.13% 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 6.68%, while DGTSX has yielded a comparatively lower 3.96% 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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TAIAX vs. DGTSX - Expense Ratio Comparison
TAIAX has a 0.34% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
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.
Dividends
TAIAX vs. DGTSX - Dividend Comparison
TAIAX's dividend yield for the trailing twelve months is around 2.20%, less than DGTSX's 3.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TAIAX American Funds Tax-Aware Conservative Growth and Income Portfolio | 2.20% | 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.
Volatility
TAIAX vs. DGTSX - Volatility Comparison
American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) has a higher volatility of 1.58% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 0.98%. 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.