TIGGX vs. DFIEX
Compare and contrast key facts about Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and DFA International Core Equity Portfolio I (DFIEX).
TIGGX is managed by Goldman Sachs. It was launched on Apr 30, 2008. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
TIGGX vs. DFIEX - Performance Comparison
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TIGGX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio | -2.25% | 19.03% | 19.85% | 20.23% | -15.36% | 22.25% | 12.24% | 21.51% | -9.63% | 19.15% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, TIGGX achieves a -2.25% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, TIGGX has outperformed DFIEX with an annualized return of 10.90%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
TIGGX
- 1D
- 2.70%
- 1M
- -5.63%
- YTD
- -2.25%
- 6M
- 0.37%
- 1Y
- 18.57%
- 3Y*
- 16.54%
- 5Y*
- 10.12%
- 10Y*
- 10.90%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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TIGGX vs. DFIEX - Expense Ratio Comparison
TIGGX has a 0.97% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
TIGGX vs. DFIEX — Risk / Return Rank
TIGGX
DFIEX
TIGGX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| TIGGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.95 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.80 | 2.55 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 2.57 | -1.00 |
Martin ratioReturn relative to average drawdown | 6.96 | 10.07 | -3.11 |
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
| TIGGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.95 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.60 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.59 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.35 | +0.11 |
Correlation
The correlation between TIGGX and DFIEX is 0.87, 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.
Dividends
TIGGX vs. DFIEX - Dividend Comparison
TIGGX's dividend yield for the trailing twelve months is around 5.46%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio | 5.46% | 5.34% | 2.90% | 1.31% | 3.61% | 1.78% | 1.15% | 1.65% | 0.81% | 1.34% | 1.12% | 1.78% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
TIGGX vs. DFIEX - Drawdown Comparison
The maximum TIGGX drawdown since its inception was -50.68%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for TIGGX and DFIEX.
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Drawdown Indicators
| TIGGX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.68% | -62.22% | +11.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -11.01% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -21.71% | -28.66% | +6.95% |
Max Drawdown (10Y)Largest decline over 10 years | -32.91% | -41.04% | +8.13% |
Current DrawdownCurrent decline from peak | -6.46% | -7.75% | +1.29% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -12.26% | +5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.81% | -0.34% |
Volatility
TIGGX vs. DFIEX - Volatility Comparison
The current volatility for Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) is 5.41%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that TIGGX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIGGX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 7.09% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 10.45% | -1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 15.90% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 15.65% | -1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.19% | 16.35% | -1.16% |