VGLSX vs. VDAFX
VGLSX (VALIC Company I Global Strategy Fund) and VDAFX (VALIC Company I Dynamic Allocation Fund) are both mutual funds - VGLSX is a Global Allocation fund managed by VALIC, while VDAFX is a Diversified Portfolio fund managed by VALIC. Over the past 10 years, VGLSX returned 6.31%/yr vs 6.71%/yr for VDAFX. Their correlation of 0.90 means they have usually moved in the same direction. VGLSX charges 0.79%/yr vs 0.32%/yr for VDAFX.
Performance
VGLSX vs. VDAFX - Performance Comparison
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Returns By Period
In the year-to-date period, VGLSX achieves a 9.36% return, which is significantly higher than VDAFX's 4.41% return. Over the past 10 years, VGLSX has underperformed VDAFX with an annualized return of 6.31%, while VDAFX has yielded a comparatively higher 6.71% annualized return.
VGLSX
- 1D
- 1.22%
- 1M
- 0.24%
- 6M
- 5.60%
- YTD
- 9.36%
- 1Y
- 20.63%
- 3Y*
- 14.38%
- 5Y*
- 6.66%
- 10Y*
- 6.31%
- ALL TIME*
- 3.28%
VDAFX
- 1D
- 1.07%
- 1M
- -0.96%
- 6M
- 3.41%
- YTD
- 4.41%
- 1Y
- 10.94%
- 3Y*
- 9.44%
- 5Y*
- 4.20%
- 10Y*
- 6.71%
- ALL TIME*
- 5.73%
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 |
VGLSX vs. VDAFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGLSX VALIC Company I Global Strategy Fund | 9.36% | 16.06% | 12.15% | 15.50% | -16.78% | 8.59% | 3.91% | 9.79% | -9.49% | 13.58% |
VDAFX VALIC Company I Dynamic Allocation Fund | 4.41% | 7.87% | 12.77% | 13.23% | -16.05% | 10.25% | 11.15% | 20.27% | -10.50% | 20.24% |
Correlation
The correlation between VGLSX and VDAFX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 24, 2012 | 0.90 |
The correlation between VGLSX and VDAFX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
VGLSX vs. VDAFX — Risk / Return Rank
VGLSX
VDAFX
VGLSX vs. VDAFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Global Strategy Fund (VGLSX) and VALIC Company I Dynamic Allocation Fund (VDAFX). 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.
| VGLSX | VDAFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 1.76 | +1.00 |
| Martin ratioReturn relative to average drawdown | 11.46 | 6.84 | +4.62 |
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Drawdowns
VGLSX vs. VDAFX - Drawdown Comparison
The maximum VGLSX drawdown since its inception was -44.78%, which is greater than VDAFX's maximum drawdown of -22.10%. Use the drawdown chart below to compare losses from any high point for VGLSX and VDAFX.
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Drawdown Indicators
| VGLSX | VDAFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.78% | -22.10% | -22.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -5.70% | -1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -14.42% | -13.22% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -23.13% | -20.52% | -2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -25.65% | -22.10% | -3.55% |
Current DrawdownCurrent decline from peak | -0.95% | -2.17% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -12.03% | -5.88% | -6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 1.46% | +0.27% |
Volatility
VGLSX vs. VDAFX - Volatility Comparison
VALIC Company I Global Strategy Fund (VGLSX) has a higher volatility of 2.81% compared to VALIC Company I Dynamic Allocation Fund (VDAFX) at 2.42%. This indicates that VGLSX's price experiences larger fluctuations and is considered to be riskier than VDAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGLSX | VDAFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.42% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.81% | 6.70% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.17% | 8.34% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.40% | 9.72% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.70% | 10.87% | -0.17% |
VGLSX vs. VDAFX - Expense Ratio Comparison
VGLSX has a 0.79% expense ratio, which is higher than VDAFX's 0.32% expense ratio.
Dividends
VGLSX vs. VDAFX - Dividend Comparison
VGLSX's dividend yield for the trailing twelve months is around 2.97%, less than VDAFX's 5.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VDAFX VALIC Company I Dynamic Allocation Fund | 5.05% | 0.00% | 5.99% | 7.99% | 16.76% | 11.16% | 5.50% | 6.88% | 1.43% | 2.28% |
VGLSX VALIC Company I Global Strategy Fund | 2.97% | 0.00% | 0.00% | 9.08% | 0.00% | 4.06% | 12.91% | 10.88% | 0.00% | 2.64% |
Frequently Asked Questions
With a correlation of 0.90, VGLSX and VDAFX 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.
VGLSX has higher volatility (2.81%) compared to VDAFX (2.42%). In terms of maximum drawdown, VGLSX dropped -44.78% vs VDAFX's -22.10%.
VGLSX currently has the higher Sharpe Ratio (2.17 vs 1.21), 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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