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VGLSX vs. VMSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGLSX vs. VMSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Global Strategy Fund (VGLSX) and VALIC Company I Mid Cap Strategic Growth Fund (VMSGX). The values are adjusted to include any dividend payments, if applicable.

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VGLSX vs. VMSGX - 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%
VMSGX
VALIC Company I Mid Cap Strategic Growth Fund
-7.73%11.23%19.79%22.06%-23.40%16.87%34.60%37.63%-8.89%26.30%

Returns By Period

In the year-to-date period, VGLSX achieves a -2.11% return, which is significantly higher than VMSGX's -7.73% return. Over the past 10 years, VGLSX has underperformed VMSGX with an annualized return of 5.35%, while VMSGX has yielded a comparatively higher 11.97% 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%

VMSGX

1D
-1.22%
1M
-9.87%
YTD
-7.73%
6M
-9.87%
1Y
10.56%
3Y*
11.49%
5Y*
5.20%
10Y*
11.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGLSX vs. VMSGX - Expense Ratio Comparison

VGLSX has a 0.79% expense ratio, which is higher than VMSGX's 0.75% expense ratio.


Return for Risk

VGLSX vs. VMSGX — 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

VMSGX
VMSGX Risk / Return Rank: 1717
Overall Rank
VMSGX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VMSGX Sortino Ratio Rank: 2020
Sortino Ratio Rank
VMSGX Omega Ratio Rank: 1818
Omega Ratio Rank
VMSGX Calmar Ratio Rank: 1313
Calmar Ratio Rank
VMSGX Martin Ratio Rank: 1414
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. VMSGX - 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 Mid Cap Strategic Growth Fund (VMSGX). 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.


VGLSXVMSGXDifference

Sharpe ratio

Return per unit of total volatility

1.73

0.48

+1.25

Sortino ratio

Return per unit of downside risk

2.44

0.84

+1.60

Omega ratio

Gain probability vs. loss probability

1.37

1.11

+0.25

Calmar ratio

Return relative to maximum drawdown

1.87

0.35

+1.52

Martin ratio

Return relative to average drawdown

8.70

1.33

+7.37

VGLSX vs. VMSGX - Sharpe Ratio Comparison

The current VGLSX Sharpe Ratio is 1.73, which is higher than the VMSGX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of VGLSX and VMSGX, 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


VGLSXVMSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

0.48

+1.25

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

0.58

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.28

-0.08

Correlation

The correlation between VGLSX and VMSGX is 0.80, 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. VMSGX - Dividend Comparison

VGLSX's dividend yield for the trailing twelve months is around 3.31%, less than VMSGX's 8.62% 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%
VMSGX
VALIC Company I Mid Cap Strategic Growth Fund
8.62%0.00%0.01%21.01%11.77%4.58%3.89%8.38%0.10%5.91%

Drawdowns

VGLSX vs. VMSGX - Drawdown Comparison

The maximum VGLSX drawdown since its inception was -44.78%, smaller than the maximum VMSGX drawdown of -66.65%. Use the drawdown chart below to compare losses from any high point for VGLSX and VMSGX.


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Drawdown Indicators


VGLSXVMSGXDifference

Max Drawdown

Largest peak-to-trough decline

-44.78%

-66.65%

+21.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.19%

-12.94%

+4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-23.13%

-33.62%

+10.49%

Max Drawdown (10Y)

Largest decline over 10 years

-25.65%

-36.97%

+11.32%

Current Drawdown

Current decline from peak

-7.23%

-12.17%

+4.94%

Average Drawdown

Average peak-to-trough decline

-12.21%

-15.18%

+2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

3.70%

-1.86%

Volatility

VGLSX vs. VMSGX - Volatility Comparison

The current volatility for VALIC Company I Global Strategy Fund (VGLSX) is 3.38%, while VALIC Company I Mid Cap Strategic Growth Fund (VMSGX) has a volatility of 5.76%. This indicates that VGLSX experiences smaller price fluctuations and is considered to be less risky than VMSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGLSXVMSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

5.76%

-2.38%

Volatility (6M)

Calculated over the trailing 6-month period

6.00%

12.33%

-6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

21.68%

-11.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.15%

20.67%

-10.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.92%

20.81%

-9.89%