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TAIAX vs. VDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAIAX vs. VDC - 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 Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

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TAIAX vs. VDC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAIAX
American Funds Tax-Aware Conservative Growth and Income Portfolio
-2.55%13.27%10.09%11.74%-10.18%13.47%7.46%16.26%-2.17%14.25%
VDC
Vanguard Consumer Staples ETF
6.90%2.17%13.30%2.38%-1.79%17.64%10.86%26.11%-7.79%11.85%

Returns By Period

In the year-to-date period, TAIAX achieves a -2.55% return, which is significantly lower than VDC's 6.90% return. Over the past 10 years, TAIAX has underperformed VDC with an annualized return of 7.12%, while VDC has yielded a comparatively higher 7.72% annualized return.


TAIAX

1D
-0.12%
1M
-5.95%
YTD
-2.55%
6M
-0.09%
1Y
9.69%
3Y*
9.76%
5Y*
5.95%
10Y*
7.12%

VDC

1D
0.23%
1M
-7.52%
YTD
6.90%
6M
6.26%
1Y
4.94%
3Y*
7.68%
5Y*
7.34%
10Y*
7.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAIAX vs. VDC - Expense Ratio Comparison

TAIAX has a 0.34% expense ratio, which is higher than VDC's 0.10% expense ratio.


Return for Risk

TAIAX vs. VDC — Risk / Return Rank

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

TAIAX
TAIAX Risk / Return Rank: 6969
Overall Rank
TAIAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TAIAX Sortino Ratio Rank: 7272
Sortino Ratio Rank
TAIAX Omega Ratio Rank: 7171
Omega Ratio Rank
TAIAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
TAIAX Martin Ratio Rank: 6666
Martin Ratio Rank

VDC
VDC Risk / Return Rank: 2525
Overall Rank
VDC Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VDC Sortino Ratio Rank: 2424
Sortino Ratio Rank
VDC Omega Ratio Rank: 2222
Omega Ratio Rank
VDC Calmar Ratio Rank: 3131
Calmar Ratio Rank
VDC Martin Ratio Rank: 2626
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. VDC - 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 Vanguard Consumer Staples ETF (VDC). 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.


TAIAXVDCDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.36

+0.91

Sortino ratio

Return per unit of downside risk

1.78

0.62

+1.15

Omega ratio

Gain probability vs. loss probability

1.27

1.08

+0.19

Calmar ratio

Return relative to maximum drawdown

1.43

0.71

+0.73

Martin ratio

Return relative to average drawdown

6.24

1.76

+4.48

TAIAX vs. VDC - Sharpe Ratio Comparison

The current TAIAX Sharpe Ratio is 1.28, which is higher than the VDC Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of TAIAX and VDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TAIAXVDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.36

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.57

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.53

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.67

+0.31

Correlation

The correlation between TAIAX and VDC is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TAIAX vs. VDC - Dividend Comparison

TAIAX's dividend yield for the trailing twelve months is around 5.31%, more than VDC's 2.15% yield.


TTM20252024202320222021202020192018201720162015
TAIAX
American Funds Tax-Aware Conservative Growth and Income Portfolio
5.31%5.18%5.16%4.29%4.37%3.40%2.65%4.01%4.54%4.04%2.77%3.38%
VDC
Vanguard Consumer Staples ETF
2.15%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%

Drawdowns

TAIAX vs. VDC - Drawdown Comparison

The maximum TAIAX drawdown since its inception was -21.42%, smaller than the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for TAIAX and VDC.


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Drawdown Indicators


TAIAXVDCDifference

Max Drawdown

Largest peak-to-trough decline

-21.42%

-34.24%

+12.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.62%

-9.28%

+2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-16.76%

-16.55%

-0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-21.42%

-25.31%

+3.89%

Current Drawdown

Current decline from peak

-6.16%

-7.52%

+1.36%

Average Drawdown

Average peak-to-trough decline

-2.22%

-3.71%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

3.73%

-2.21%

Volatility

TAIAX vs. VDC - Volatility Comparison

The current volatility for American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) is 2.80%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 3.89%. This indicates that TAIAX experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAIAXVDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

3.89%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.83%

8.98%

-4.15%

Volatility (1Y)

Calculated over the trailing 1-year period

7.91%

13.75%

-5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.54%

12.98%

-5.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.14%

14.59%

-6.45%