TAIFX vs. BERIX

Last updated Jun 26, 2026

TAIFX (American Funds Tax-Aware Conservative Growth & Income Portfolio F1) and BERIX (Chartwell Income Fund) are both Diversified Portfolio funds. Over the past 10 years, TAIFX returned 7.87%/yr vs 4.76%/yr for BERIX. A 0.71 correlation means they provide meaningful diversification when combined. TAIFX charges 0.70%/yr vs 0.64%/yr for BERIX.

Performance

TAIFX vs. BERIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Tax-Aware Conservative Growth & Income Portfolio F1 (TAIFX) and Chartwell Income Fund (BERIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TAIFX achieves a 6.03% return, which is significantly higher than BERIX's 1.79% return. Over the past 10 years, TAIFX has outperformed BERIX with an annualized return of 7.87%, while BERIX has yielded a comparatively lower 4.76% annualized return.

TAIFX

• 1D: 0.11%
• 1M: 0.45%
• YTD: 6.03%
• 6M: 5.73%
• 1Y: 14.74%
• 3Y*: 12.34%
• 5Y*: 6.73%
• 10Y*: 7.87%

BERIX

• 1D: -0.28%
• 1M: -2.60%
• YTD: 1.79%
• 6M: 1.63%
• 1Y: 9.53%
• 3Y*: 8.79%
• 5Y*: 4.04%
• 10Y*: 4.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TAIFX vs. BERIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TAIFX American Funds Tax-Aware Conservative Growth & Income Portfolio F1	6.03%	13.74%	9.96%	11.78%	-10.23%	12.35%	7.41%	15.90%	-2.19%	14.21%
BERIX Chartwell Income Fund	1.79%	13.23%	7.20%	7.77%	-10.14%	7.35%	4.49%	9.69%	-0.81%	3.92%

Correlation

The correlation between TAIFX and BERIX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (10Y) Calculated over the trailing 10-year period	0.67
Correlation (All Time) Calculated using the full available price history since May 21, 2012	0.71

Over the past year, the correlation between TAIFX and BERIX has dropped to 0.47 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

Return for Risk

TAIFX vs. BERIX — Risk / Return Rank

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

TAIFX

TAIFX Risk / Return Rank: 73
TAIFX Sharpe Ratio Rank: 79
TAIFX Sortino Ratio Rank: 78
TAIFX Omega Ratio Rank: 80
TAIFX Calmar Ratio Rank: 58
TAIFX Martin Ratio Rank: 72

BERIX

BERIX Risk / Return Rank: 57
BERIX Sharpe Ratio Rank: 59
BERIX Sortino Ratio Rank: 48
BERIX Omega Ratio Rank: 64
BERIX Calmar Ratio Rank: 54
BERIX Martin Ratio Rank: 59

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.

TAIFX vs. BERIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Tax-Aware Conservative Growth & Income Portfolio F1 (TAIFX) and Chartwell Income Fund (BERIX). 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.

	TAIFX	BERIX	Difference
Sharpe ratio: Return per unit of total volatility	2.21	1.87	+0.34
Sortino ratio: Return per unit of downside risk	3.13	2.42	+0.71
Omega ratio: Gain probability vs. loss probability	1.43	1.36	+0.07
Calmar ratio: Return relative to maximum drawdown	2.51	2.46	+0.06
Martin ratio: Return relative to average drawdown	11.36	10.00	+1.36

TAIFX vs. BERIX - Sharpe Ratio Comparison

The current TAIFX Sharpe Ratio is 2.21, which is comparable to the BERIX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of TAIFX and BERIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TAIFX vs. BERIX - Drawdown Comparison

The maximum TAIFX drawdown since its inception was -21.43%, which is greater than BERIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for TAIFX and BERIX.

Drawdown Indicators

	TAIFX	BERIX	Difference
Max Drawdown Largest peak-to-trough decline	-21.43%	-20.34%	-1.09%
Max Drawdown (1Y) Largest decline over 1 year	-5.85%	-3.90%	-1.95%
Max Drawdown (3Y) Largest decline over 3 years	-8.35%	-5.82%	-2.53%
Max Drawdown (5Y) Largest decline over 5 years	-16.79%	-15.73%	-1.06%
Max Drawdown (10Y) Largest decline over 10 years	-21.43%	-20.34%	-1.09%
Current Drawdown Current decline from peak	-0.67%	-3.90%	+3.23%
Average Drawdown Average peak-to-trough decline	-2.19%	-2.59%	+0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.29%	0.95%	+0.34%

Volatility

TAIFX vs. BERIX - Volatility Comparison

American Funds Tax-Aware Conservative Growth & Income Portfolio F1 (TAIFX) has a higher volatility of 2.49% compared to Chartwell Income Fund (BERIX) at 1.59%. This indicates that TAIFX's price experiences larger fluctuations and is considered to be riskier than BERIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TAIFX	BERIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.49%	1.59%	+0.90%
Volatility (6M) Calculated over the trailing 6-month period	5.62%	4.46%	+1.16%
Volatility (1Y) Calculated over the trailing 1-year period	6.68%	5.13%	+1.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.64%	5.98%	+1.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.16%	6.02%	+2.14%

TAIFX vs. BERIX - Expense Ratio Comparison

TAIFX has a 0.70% expense ratio, which is higher than BERIX's 0.64% expense ratio.

Dividends

TAIFX vs. BERIX - Dividend Comparison

TAIFX's dividend yield for the trailing twelve months is around 4.57%, more than BERIX's 4.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BERIX Chartwell Income Fund	4.17%	3.97%	3.90%	3.36%	3.54%	2.58%	3.07%	3.03%	5.83%	5.22%	2.76%	2.45%
TAIFX American Funds Tax-Aware Conservative Growth & Income Portfolio F1	4.57%	5.50%	5.11%	4.25%	4.32%	2.40%	2.60%	3.72%	4.52%	4.08%	3.57%	3.41%

Frequently Asked Questions

Can I hold both TAIFX and BERIX in my portfolio?

TAIFX and BERIX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TAIFX or BERIX?

TAIFX has higher volatility (2.49%) compared to BERIX (1.59%). In terms of maximum drawdown, TAIFX dropped -21.43% vs BERIX's -20.34%.

Which has better risk-adjusted returns?

TAIFX currently has the higher Sharpe Ratio (2.21 vs 1.87), 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.