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VGLSX vs. GBFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGLSX vs. GBFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Global Strategy Fund (VGLSX) and GMO Benchmark-Free Fund (GBFFX). The values are adjusted to include any dividend payments, if applicable.

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VGLSX vs. GBFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGLSX
VALIC Company I Global Strategy Fund
-2.11%16.06%12.15%15.50%-16.78%8.59%3.91%9.79%-9.49%13.58%
GBFFX
GMO Benchmark-Free Fund
4.66%24.07%0.40%15.24%-3.36%4.38%-3.35%13.79%-7.12%17.06%

Returns By Period

In the year-to-date period, VGLSX achieves a -2.11% return, which is significantly lower than GBFFX's 4.66% return. Over the past 10 years, VGLSX has underperformed GBFFX with an annualized return of 5.35%, while GBFFX has yielded a comparatively higher 6.59% annualized return.


VGLSX

1D
0.00%
1M
-6.55%
YTD
-2.11%
6M
1.96%
1Y
17.43%
3Y*
11.99%
5Y*
5.47%
10Y*
5.35%

GBFFX

1D
0.26%
1M
-4.58%
YTD
4.66%
6M
11.31%
1Y
23.15%
3Y*
13.41%
5Y*
7.34%
10Y*
6.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGLSX vs. GBFFX - Expense Ratio Comparison

VGLSX has a 0.79% expense ratio, which is higher than GBFFX's 0.35% expense ratio.


Return for Risk

VGLSX vs. GBFFX — Risk / Return Rank

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

VGLSX
VGLSX Risk / Return Rank: 8585
Overall Rank
VGLSX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VGLSX Sortino Ratio Rank: 8989
Sortino Ratio Rank
VGLSX Omega Ratio Rank: 8787
Omega Ratio Rank
VGLSX Calmar Ratio Rank: 7979
Calmar Ratio Rank
VGLSX Martin Ratio Rank: 8585
Martin Ratio Rank

GBFFX
GBFFX Risk / Return Rank: 9797
Overall Rank
GBFFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GBFFX Sortino Ratio Rank: 9797
Sortino Ratio Rank
GBFFX Omega Ratio Rank: 9696
Omega Ratio Rank
GBFFX Calmar Ratio Rank: 9696
Calmar Ratio Rank
GBFFX Martin Ratio Rank: 9696
Martin Ratio Rank
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.

VGLSX vs. GBFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Global Strategy Fund (VGLSX) and GMO Benchmark-Free Fund (GBFFX). 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.


VGLSXGBFFXDifference

Sharpe ratio

Return per unit of total volatility

1.73

2.90

-1.17

Sortino ratio

Return per unit of downside risk

2.44

3.84

-1.41

Omega ratio

Gain probability vs. loss probability

1.37

1.59

-0.22

Calmar ratio

Return relative to maximum drawdown

1.87

3.54

-1.67

Martin ratio

Return relative to average drawdown

8.70

14.26

-5.56

VGLSX vs. GBFFX - Sharpe Ratio Comparison

The current VGLSX Sharpe Ratio is 1.73, which is lower than the GBFFX Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of VGLSX and GBFFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VGLSXGBFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

2.90

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.92

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.73

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.64

-0.43

Correlation

The correlation between VGLSX and GBFFX is 0.75, 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

VGLSX vs. GBFFX - Dividend Comparison

VGLSX's dividend yield for the trailing twelve months is around 3.31%, less than GBFFX's 4.89% yield.


TTM20252024202320222021202020192018201720162015
VGLSX
VALIC Company I Global Strategy Fund
3.31%0.00%0.00%9.08%0.00%4.06%12.91%10.88%0.00%2.64%0.00%0.00%
GBFFX
GMO Benchmark-Free Fund
4.89%5.11%1.81%5.72%5.48%4.60%3.32%4.00%3.92%2.90%2.72%6.67%

Drawdowns

VGLSX vs. GBFFX - Drawdown Comparison

The maximum VGLSX drawdown since its inception was -44.78%, which is greater than GBFFX's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for VGLSX and GBFFX.


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Drawdown Indicators


VGLSXGBFFXDifference

Max Drawdown

Largest peak-to-trough decline

-44.78%

-26.62%

-18.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.19%

-6.13%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.13%

-15.91%

-7.22%

Max Drawdown (10Y)

Largest decline over 10 years

-25.65%

-26.62%

+0.97%

Current Drawdown

Current decline from peak

-7.23%

-4.58%

-2.65%

Average Drawdown

Average peak-to-trough decline

-12.21%

-4.42%

-7.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

1.57%

+0.27%

Volatility

VGLSX vs. GBFFX - Volatility Comparison

VALIC Company I Global Strategy Fund (VGLSX) has a higher volatility of 3.38% compared to GMO Benchmark-Free Fund (GBFFX) at 3.16%. This indicates that VGLSX's price experiences larger fluctuations and is considered to be riskier than GBFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGLSXGBFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

3.16%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.00%

5.18%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

7.94%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.15%

8.01%

+2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.92%

9.06%

+1.86%