TIGGX vs. SCHD

Last updated Jul 28, 2026

TIGGX (Goldman Sachs Tax-Advantaged Global Equity Portfolio) and SCHD (Schwab U.S. Dividend Equity ETF) are both funds - TIGGX is a Large Cap Blend Equities fund managed by Goldman Sachs, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, TIGGX returned 11.46%/yr vs 12.64%/yr for SCHD. Their 0.77 correlation means they have sometimes moved together and sometimes differently. TIGGX charges 0.97%/yr vs 0.06%/yr for SCHD.

Performance

TIGGX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TIGGX achieves a 8.23% return, which is significantly lower than SCHD's 23.88% return. Over the past 10 years, TIGGX has underperformed SCHD with an annualized return of 11.46%, while SCHD has yielded a comparatively higher 12.64% annualized return.

TIGGX

• 1D: 0.00%
• 1M: 0.03%
• 6M: 5.19%
• YTD: 8.23%
• 1Y: 17.36%
• 3Y*: 17.34%
• 5Y*: 10.53%
• 10Y*: 11.46%
• ALL TIME*: 8.59%

SCHD

• 1D: 0.42%
• 1M: 4.18%
• 6M: 16.45%
• YTD: 23.88%
• 1Y: 26.86%
• 3Y*: 13.98%
• 5Y*: 9.59%
• 10Y*: 12.64%
• ALL TIME*: 13.39%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SCHD Schwab U.S. Dividend Equity ETF	$673.01M	$662.07M	$663.05M
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio	$0.00	$0.00	$0.00

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	8.23%	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	23.88%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%

Correlation

The correlation between TIGGX and SCHD is 0.28, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.28
Correlation (3Y) Balances recent behavior with more history.	0.50
Correlation (5Y) Shows whether the relationship held over a longer period.	0.66
Correlation (10Y) Provides a long-term view across more market conditions.	0.71
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011	0.77

Over the past year, the correlation between TIGGX and SCHD has dropped to 0.28 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

Return for Risk

TIGGX vs. SCHD — Risk / Return Rank

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

TIGGX

TIGGX Risk / Return Rank: 60
TIGGX Sharpe Ratio Rank: 59
TIGGX Sortino Ratio Rank: 58
TIGGX Omega Ratio Rank: 57
TIGGX Calmar Ratio Rank: 57
TIGGX Martin Ratio Rank: 68

SCHD

SCHD Risk / Return Rank: 93
SCHD Sharpe Ratio Rank: 93
SCHD Sortino Ratio Rank: 94
SCHD Omega Ratio Rank: 91
SCHD Calmar Ratio Rank: 95
SCHD Martin Ratio Rank: 90

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.

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.

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.

	TIGGX	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	1.46	2.44	-0.98
Sortino ratio: Return per unit of downside risk	2.08	3.79	-1.70
Omega ratio: Gain probability vs. loss probability	1.27	1.44	-0.17
Calmar ratio: Return relative to maximum drawdown	2.00	5.85	-3.85
Martin ratio: Return relative to average drawdown	8.61	14.50	-5.89

TIGGX vs. SCHD - Sharpe Ratio Comparison

The current TIGGX Sharpe Ratio is 1.46, which is lower than the SCHD Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of TIGGX and SCHD, 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

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.

Drawdown Indicators

	TIGGX	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-50.68%	-33.37%	-17.31%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-4.61%	-4.31%
Max Drawdown (3Y) Largest decline over 3 years	-16.10%	-16.13%	+0.03%
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 Drawdown Current decline from peak	-2.22%	0.00%	-2.22%
Average Drawdown Average peak-to-trough decline	-6.98%	-3.30%	-3.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	1.88%	+0.19%

Volatility

TIGGX vs. SCHD - Volatility Comparison

The current volatility for Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) is 3.07%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 3.82%. This indicates that TIGGX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TIGGX	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	3.82%	-0.75%
Volatility (6M) Calculated over the trailing 6-month period	9.83%	7.91%	+1.92%
Volatility (1Y) Calculated over the trailing 1-year period	12.22%	11.09%	+1.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.35%	14.37%	-0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.17%	16.72%	-1.55%

TIGGX vs. SCHD - Expense Ratio Comparison

TIGGX has a 0.97% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

TIGGX vs. SCHD - Dividend Comparison

TIGGX's dividend yield for the trailing twelve months is around 4.93%, more than SCHD's 3.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHD Schwab U.S. Dividend Equity ETF	3.13%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio	4.93%	5.34%	2.90%	1.31%	3.61%	1.78%	1.15%	1.65%	0.81%	1.34%	1.12%	1.78%

Frequently Asked Questions

Can I hold both TIGGX and SCHD in my portfolio?

TIGGX and SCHD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TIGGX or SCHD?

SCHD has higher volatility (3.82%) compared to TIGGX (3.07%). In terms of maximum drawdown, TIGGX dropped -50.68% vs SCHD's -33.37%.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.44 vs 1.46), 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.