TAIAX vs. VDC
Compare and contrast key facts about American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) and Vanguard Consumer Staples ETF (VDC).
TAIAX is managed by American Funds. It was launched on May 17, 2012. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004.
Performance
TAIAX vs. VDC - Performance Comparison
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TAIAX vs. VDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
TAIAX
VDC
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.
| TAIAX | VDC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.36 | +0.91 |
Sortino ratioReturn per unit of downside risk | 1.78 | 0.62 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.08 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.71 | +0.73 |
Martin ratioReturn relative to average drawdown | 6.24 | 1.76 | +4.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TAIAX | VDC | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| TAIAX | VDC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.16% | -7.52% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -2.22% | -3.71% | +1.49% |
Ulcer IndexDepth 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
| TAIAX | VDC | Difference | |
|---|---|---|---|
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% |