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VGLSX vs. PFADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGLSX vs. PFADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Global Strategy Fund (VGLSX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). The values are adjusted to include any dividend payments, if applicable.

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VGLSX vs. PFADX - 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%-0.08%
PFADX
PFG BNY Mellon Diversifier Strategy Fund
0.82%7.07%2.13%3.69%-9.50%3.85%7.25%8.16%-5.20%0.00%

Returns By Period

In the year-to-date period, VGLSX achieves a -2.11% return, which is significantly lower than PFADX's 0.82% 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%

PFADX

1D
0.10%
1M
-3.44%
YTD
0.82%
6M
2.15%
1Y
6.58%
3Y*
4.11%
5Y*
1.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGLSX vs. PFADX - Expense Ratio Comparison

VGLSX has a 0.79% expense ratio, which is lower than PFADX's 2.05% expense ratio.


Return for Risk

VGLSX vs. PFADX — 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

PFADX
PFADX Risk / Return Rank: 6767
Overall Rank
PFADX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
PFADX Sortino Ratio Rank: 6969
Sortino Ratio Rank
PFADX Omega Ratio Rank: 6767
Omega Ratio Rank
PFADX Calmar Ratio Rank: 6767
Calmar Ratio Rank
PFADX Martin Ratio Rank: 5959
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. PFADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Global Strategy Fund (VGLSX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). 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.


VGLSXPFADXDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.34

+0.39

Sortino ratio

Return per unit of downside risk

2.44

1.75

+0.68

Omega ratio

Gain probability vs. loss probability

1.37

1.26

+0.11

Calmar ratio

Return relative to maximum drawdown

1.87

1.56

+0.31

Martin ratio

Return relative to average drawdown

8.70

5.67

+3.03

VGLSX vs. PFADX - Sharpe Ratio Comparison

The current VGLSX Sharpe Ratio is 1.73, which is comparable to the PFADX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of VGLSX and PFADX, 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


VGLSXPFADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.34

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.25

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.37

-0.16

Correlation

The correlation between VGLSX and PFADX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VGLSX vs. PFADX - Dividend Comparison

VGLSX's dividend yield for the trailing twelve months is around 3.31%, more than PFADX's 2.44% yield.


TTM202520242023202220212020201920182017
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%
PFADX
PFG BNY Mellon Diversifier Strategy Fund
2.44%2.46%2.89%1.04%5.33%3.46%0.08%1.51%0.91%0.52%

Drawdowns

VGLSX vs. PFADX - Drawdown Comparison

The maximum VGLSX drawdown since its inception was -44.78%, which is greater than PFADX's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for VGLSX and PFADX.


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Drawdown Indicators


VGLSXPFADXDifference

Max Drawdown

Largest peak-to-trough decline

-44.78%

-16.64%

-28.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.19%

-4.21%

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-23.13%

-16.64%

-6.49%

Max Drawdown (10Y)

Largest decline over 10 years

-25.65%

Current Drawdown

Current decline from peak

-7.23%

-3.44%

-3.79%

Average Drawdown

Average peak-to-trough decline

-12.21%

-5.38%

-6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

1.16%

+0.68%

Volatility

VGLSX vs. PFADX - Volatility Comparison

VALIC Company I Global Strategy Fund (VGLSX) has a higher volatility of 3.38% compared to PFG BNY Mellon Diversifier Strategy Fund (PFADX) at 1.81%. This indicates that VGLSX's price experiences larger fluctuations and is considered to be riskier than PFADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGLSXPFADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

1.81%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

6.00%

3.06%

+2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

4.95%

+5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.15%

5.85%

+4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.92%

5.55%

+5.37%