TIGGX vs. VSTSX
TIGGX (Goldman Sachs Tax-Advantaged Global Equity Portfolio) and VSTSX (Vanguard Total Stock Market Index Fund Institutional Select Shares) are both mutual funds - TIGGX is a Global Equities fund managed by Goldman Sachs, while VSTSX is a Large Cap Blend Equities fund tracking the CRSP U.S. Total Market Index. Over the past 5 years, TIGGX returned 10.68%/yr vs 11.64%/yr for VSTSX. Their correlation of 0.93 means they have usually moved in the same direction. TIGGX charges 0.97%/yr vs 0.01%/yr for VSTSX.
Performance
TIGGX vs. VSTSX - Performance Comparison
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Returns By Period
In the year-to-date period, TIGGX achieves a 8.51% return, which is significantly lower than VSTSX's 9.88% return.
TIGGX
- 1D
- 1.51%
- 1M
- -0.71%
- 6M
- 5.87%
- YTD
- 8.51%
- 1Y
- 20.05%
- 3Y*
- 17.24%
- 5Y*
- 10.68%
- 10Y*
- 11.50%
- ALL TIME*
- 8.60%
VSTSX
- 1D
- 1.63%
- 1M
- -0.77%
- 6M
- 8.17%
- YTD
- 9.88%
- 1Y
- 21.14%
- 3Y*
- 18.61%
- 5Y*
- 11.64%
- 10Y*
- —
- ALL TIME*
- 14.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TIGGX vs. VSTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio | 8.51% | 19.03% | 19.85% | 20.23% | -15.36% | 22.25% | 12.24% | 21.51% | -9.63% | 19.15% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 9.88% | 17.16% | 23.27% | 26.54% | -19.49% | 25.75% | 21.02% | 30.81% | -5.15% | 20.21% |
Correlation
The correlation between TIGGX and VSTSX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.93 |
The correlation between TIGGX and VSTSX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
TIGGX vs. VSTSX — Risk / Return Rank
TIGGX
VSTSX
TIGGX vs. VSTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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 | VSTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.11 | -0.04 |
| Martin ratioReturn relative to average drawdown | 8.77 | 9.10 | -0.33 |
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Drawdowns
TIGGX vs. VSTSX - Drawdown Comparison
The maximum TIGGX drawdown since its inception was -50.68%, which is greater than VSTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for TIGGX and VSTSX.
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Drawdown Indicators
| TIGGX | VSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.68% | -34.97% | -15.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -8.92% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -16.10% | -19.36% | +3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -21.71% | -25.35% | +3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -32.91% | — | — |
Current DrawdownCurrent decline from peak | -1.97% | -1.88% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -4.84% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 2.06% | +0.03% |
Volatility
TIGGX vs. VSTSX - Volatility Comparison
Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) have volatilities of 3.52% and 3.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIGGX | VSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 3.41% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 10.27% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 13.13% | -0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 17.47% | -3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.19% | 18.70% | -3.51% |
TIGGX vs. VSTSX - Expense Ratio Comparison
TIGGX has a 0.97% expense ratio, which is higher than VSTSX's 0.01% expense ratio.
Dividends
TIGGX vs. VSTSX - Dividend Comparison
TIGGX's dividend yield for the trailing twelve months is around 4.92%, more than VSTSX's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio | 4.92% | 5.34% | 2.90% | 1.31% | 3.61% | 1.78% | 1.15% | 1.65% | 0.81% | 1.34% | 1.12% | 1.78% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.08% | 1.13% | 1.27% | 1.43% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, TIGGX and VSTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TIGGX has higher volatility (3.52%) compared to VSTSX (3.41%). In terms of maximum drawdown, TIGGX dropped -50.68% vs VSTSX's -34.97%.
TIGGX currently has the higher Sharpe Ratio (1.48 vs 1.43), 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.
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