TIGGX vs. SCHD
Compare and contrast key facts about Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Schwab U.S. Dividend Equity ETF (SCHD).
TIGGX is managed by Goldman Sachs. It was launched on Apr 30, 2008. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
TIGGX vs. SCHD - Performance Comparison
Loading graphics...
TIGGX vs. SCHD - 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% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, TIGGX achieves a -2.25% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, TIGGX has underperformed SCHD with an annualized return of 10.90%, while SCHD has yielded a comparatively higher 12.25% 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%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TIGGX vs. SCHD - Expense Ratio Comparison
TIGGX has a 0.97% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Return for Risk
TIGGX vs. SCHD — Risk / Return Rank
TIGGX
SCHD
TIGGX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.88 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.32 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.19 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.05 | +0.53 |
Martin ratioReturn relative to average drawdown | 6.96 | 3.55 | +3.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TIGGX | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.88 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.58 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.74 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.84 | -0.38 |
Correlation
The correlation between TIGGX and SCHD is 0.78, 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. SCHD - Dividend Comparison
TIGGX's dividend yield for the trailing twelve months is around 5.46%, more than SCHD's 3.46% 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% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
TIGGX vs. SCHD - Drawdown Comparison
The maximum TIGGX drawdown since its inception was -50.68%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for TIGGX and SCHD.
Loading graphics...
Drawdown Indicators
| TIGGX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.68% | -33.37% | -17.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -12.74% | +1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -21.71% | -16.85% | -4.86% |
Max Drawdown (10Y)Largest decline over 10 years | -32.91% | -33.37% | +0.46% |
Current DrawdownCurrent decline from peak | -6.46% | -3.43% | -3.03% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -3.34% | -3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 3.75% | -1.28% |
Volatility
TIGGX vs. SCHD - Volatility Comparison
Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) has a higher volatility of 5.41% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that TIGGX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TIGGX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 2.33% | +3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 7.96% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 15.69% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 14.40% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.19% | 16.70% | -1.51% |