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TAIAX vs. IOEZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAIAX vs. IOEZX - 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 ICON Equity Income Fund (IOEZX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TAIAX achieves a 5.75% return, which is significantly lower than IOEZX's 13.95% return. Over the past 10 years, TAIAX has underperformed IOEZX with an annualized return of 7.88%, while IOEZX has yielded a comparatively higher 8.86% annualized return.


TAIAX

1D
0.06%
1M
0.45%
YTD
5.75%
6M
5.40%
1Y
14.46%
3Y*
12.14%
5Y*
6.84%
10Y*
7.88%

IOEZX

1D
0.25%
1M
-1.18%
YTD
13.95%
6M
13.09%
1Y
27.63%
3Y*
12.86%
5Y*
5.10%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAIAX vs. IOEZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAIAX
American Funds Tax-Aware Conservative Growth and Income Portfolio
5.75%13.27%10.09%11.74%-10.18%13.47%7.46%16.26%-2.17%14.25%
IOEZX
ICON Equity Income Fund
13.95%14.29%6.12%3.82%-13.56%24.15%3.16%27.70%-10.11%13.59%

Correlation

The correlation between TAIAX and IOEZX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since May 21, 2012

0.79

The correlation between TAIAX and IOEZX shifts across timeframes, from 0.62 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TAIAX vs. IOEZX — Risk / Return Rank

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

TAIAX
TAIAX Risk / Return Rank: 6868
Overall Rank
TAIAX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TAIAX Sortino Ratio Rank: 7575
Sortino Ratio Rank
TAIAX Omega Ratio Rank: 7777
Omega Ratio Rank
TAIAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
TAIAX Martin Ratio Rank: 6464
Martin Ratio Rank

IOEZX
IOEZX Risk / Return Rank: 8181
Overall Rank
IOEZX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IOEZX Sortino Ratio Rank: 8181
Sortino Ratio Rank
IOEZX Omega Ratio Rank: 6767
Omega Ratio Rank
IOEZX Calmar Ratio Rank: 9090
Calmar Ratio Rank
IOEZX Martin Ratio Rank: 8888
Martin Ratio Rank
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.

TAIAX vs. IOEZX - 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 ICON Equity Income Fund (IOEZX). 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.


TAIAXIOEZXDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

2.33

3.96

-1.63

Martin ratioReturn relative to average drawdown

10.68

14.42

-3.74

TAIAX vs. IOEZX - Sharpe Ratio Comparison

The current TAIAX Sharpe Ratio is 2.13, which is comparable to the IOEZX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of TAIAX and IOEZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TAIAX vs. IOEZX - Drawdown Comparison

The maximum TAIAX drawdown since its inception was -21.42%, smaller than the maximum IOEZX drawdown of -56.15%. Use the drawdown chart below to compare losses from any high point for TAIAX and IOEZX.


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Drawdown Indicators


TAIAXIOEZXDifference

Max Drawdown

Largest peak-to-trough decline

-21.42%

-56.15%

+34.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-6.77%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-8.75%

-13.95%

+5.20%

Max Drawdown (5Y)

Largest decline over 5 years

-16.76%

-21.47%

+4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-21.42%

-38.12%

+16.70%

Current Drawdown

Current decline from peak

-0.72%

-2.10%

+1.38%

Average Drawdown

Average peak-to-trough decline

-2.20%

-8.56%

+6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

1.86%

-0.52%

Volatility

TAIAX vs. IOEZX - Volatility Comparison

The current volatility for American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) is 2.45%, while ICON Equity Income Fund (IOEZX) has a volatility of 3.63%. This indicates that TAIAX experiences smaller price fluctuations and is considered to be less risky than IOEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAIAXIOEZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.45%

3.63%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

5.65%

8.98%

-3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

6.75%

12.20%

-5.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.68%

13.78%

-6.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.18%

16.46%

-8.28%

TAIAX vs. IOEZX - Expense Ratio Comparison

TAIAX has a 0.34% expense ratio, which is lower than IOEZX's 1.00% expense ratio.


Dividends

TAIAX vs. IOEZX - Dividend Comparison

TAIAX's dividend yield for the trailing twelve months is around 4.34%, more than IOEZX's 2.97% yield.


PositionTTM20252024202320222021202020192018201720162015
IOEZX
ICON Equity Income Fund
2.97%3.56%4.32%3.75%13.63%12.92%3.68%4.74%3.80%3.13%3.32%4.24%
TAIAX
American Funds Tax-Aware Conservative Growth and Income Portfolio
4.34%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


TAIAX and IOEZX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IOEZX has higher volatility (3.63%) compared to TAIAX (2.45%). In terms of maximum drawdown, TAIAX dropped -21.42% vs IOEZX's -56.15%.

IOEZX currently has the higher Sharpe Ratio (2.20 vs 2.13), 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.

Portfolio Optimizer

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