TAIAX vs. SCHG
Compare and contrast key facts about American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
TAIAX is managed by American Funds. It was launched on May 17, 2012. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TAIAX or SCHG.
Performance
TAIAX vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, TAIAX achieves a 11.59% return, which is significantly lower than SCHG's 32.97% return. Over the past 10 years, TAIAX has underperformed SCHG with an annualized return of 6.56%, while SCHG has yielded a comparatively higher 16.46% annualized return.
TAIAX
11.59%
0.37%
6.33%
17.17%
6.81%
6.56%
SCHG
32.97%
4.60%
14.88%
38.45%
20.43%
16.46%
Key characteristics
| TAIAX | SCHG | |
|---|---|---|
| Sharpe Ratio | 3.07 | 2.26 |
| Sortino Ratio | 4.48 | 2.95 |
| Omega Ratio | 1.59 | 1.41 |
| Calmar Ratio | 3.74 | 3.11 |
| Martin Ratio | 21.07 | 12.34 |
| Ulcer Index | 0.82% | 3.12% |
| Daily Std Dev | 5.60% | 16.99% |
| Max Drawdown | -21.42% | -34.59% |
| Current Drawdown | -0.90% | -1.19% |
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TAIAX vs. SCHG - Expense Ratio Comparison
TAIAX has a 0.34% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Correlation
The correlation between TAIAX and SCHG is 0.83, 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. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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. SCHG - Dividend Comparison
TAIAX's dividend yield for the trailing twelve months is around 2.21%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
TAIAX vs. SCHG - Drawdown Comparison
The maximum TAIAX drawdown since its inception was -21.42%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for TAIAX and SCHG. For additional features, visit the drawdowns tool.
Volatility
TAIAX vs. SCHG - Volatility Comparison
The current volatility for American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) is 1.44%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.49%. This indicates that TAIAX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.