VGLSX vs. PFADX

Last updated Jun 3, 2026

VGLSX (VALIC Company I Global Strategy Fund) and PFADX (PFG BNY Mellon Diversifier Strategy Fund) are both Global Allocation funds. Over the past 5 years, VGLSX returned 7.09%/yr vs 1.27%/yr for PFADX. A 0.65 correlation means they provide meaningful diversification when combined. VGLSX charges 0.79%/yr vs 2.05%/yr for PFADX.

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.

Returns By Period

In the year-to-date period, VGLSX achieves a 10.41% return, which is significantly higher than PFADX's 3.08% return.

VGLSX

• 1D: 0.24%
• 1M: 3.96%
• YTD: 10.41%
• 6M: 11.84%
• 1Y: 26.16%
• 3Y*: 16.39%
• 5Y*: 7.09%
• 10Y*: 6.53%

PFADX

• 1D: -0.10%
• 1M: 0.10%
• YTD: 3.08%
• 6M: 3.38%
• 1Y: 9.08%
• 3Y*: 5.26%
• 5Y*: 1.27%
• 10Y*: —

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

VGLSX vs. PFADX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VGLSX VALIC Company I Global Strategy Fund	10.41%	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	3.08%	7.07%	2.13%	3.69%	-9.50%	3.85%	7.25%	8.16%	-5.20%	0.00%

Correlation

The correlation between VGLSX and PFADX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (All Time) Calculated using the full available price history since Dec 28, 2017	0.65

The correlation between VGLSX and PFADX has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

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: 89
VGLSX Sharpe Ratio Rank: 94
VGLSX Sortino Ratio Rank: 93
VGLSX Omega Ratio Rank: 89
VGLSX Calmar Ratio Rank: 81
VGLSX Martin Ratio Rank: 86

PFADX

PFADX Risk / Return Rank: 48
PFADX Sharpe Ratio Rank: 51
PFADX Sortino Ratio Rank: 52
PFADX Omega Ratio Rank: 53
PFADX Calmar Ratio Rank: 44
PFADX Martin Ratio Rank: 42

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.

	VGLSX	PFADX	Difference
Sharpe ratio Return per unit of total volatility	3.25	2.11	+1.14
Sortino ratio Return per unit of downside risk	4.70	3.03	+1.67
Omega ratio Gain probability vs. loss probability	1.63	1.40	+0.23
Calmar ratio Return relative to maximum drawdown	3.74	2.56	+1.18
Martin ratio Return relative to average drawdown	16.41	9.00	+7.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VGLSX vs. PFADX - Sharpe Ratio Comparison

The current VGLSX Sharpe Ratio is 3.25, which is higher than the PFADX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of VGLSX and PFADX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VGLSX	PFADX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.25	2.11	+1.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.22	+0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.41	-0.16

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.

Drawdown Indicators

	VGLSX	PFADX	Difference
Max Drawdown Largest peak-to-trough decline	-44.78%	-16.64%	-28.14%
Max Drawdown (1Y) Largest decline over 1 year	-7.23%	-3.63%	-3.60%
Max Drawdown (3Y) Largest decline over 3 years	-14.42%	-6.38%	-8.04%
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	0.00%	-1.28%	+1.28%
Average Drawdown Average peak-to-trough decline	-12.12%	-5.30%	-6.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.65%	1.03%	+0.62%

Volatility

VGLSX vs. PFADX - Volatility Comparison

VALIC Company I Global Strategy Fund (VGLSX) has a higher volatility of 2.67% compared to PFG BNY Mellon Diversifier Strategy Fund (PFADX) at 1.51%. 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.

Volatility by Period

	VGLSX	PFADX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.67%	1.51%	+1.16%
Volatility (6M) Calculated over the trailing 6-month period	6.83%	3.39%	+3.44%
Volatility (1Y) Calculated over the trailing 1-year period	8.26%	4.27%	+3.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.27%	5.86%	+4.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.92%	5.54%	+5.38%

VGLSX vs. PFADX - Expense Ratio Comparison

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

Dividends

VGLSX vs. PFADX - Dividend Comparison

VGLSX's dividend yield for the trailing twelve months is around 2.94%, more than PFADX's 2.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFADX PFG BNY Mellon Diversifier Strategy Fund	2.39%	2.46%	2.89%	1.04%	5.33%	3.46%	0.08%	1.51%	0.91%	0.52%
VGLSX VALIC Company I Global Strategy Fund	2.94%	0.00%	0.00%	9.08%	0.00%	4.06%	12.91%	10.88%	0.00%	2.64%

Frequently Asked Questions

Can I hold both VGLSX and PFADX in my portfolio?

VGLSX and PFADX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VGLSX or PFADX?

VGLSX has higher volatility (2.67%) compared to PFADX (1.51%). In terms of maximum drawdown, VGLSX dropped -44.78% vs PFADX's -16.64%.

Which has better risk-adjusted returns?

VGLSX currently has the higher Sharpe Ratio (3.25 vs 2.11), 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.