VGLSX vs. VSRDX

Last updated Jul 14, 2026

VGLSX (VALIC Company I Global Strategy Fund) and VSRDX (VALIC Company I U.S. Socially Responsible Fund) are both mutual funds - VGLSX is a Global Allocation fund managed by VALIC, while VSRDX is a Large Cap Blend Equities fund managed by VALIC. Over the past 5 years, VGLSX returned 6.90%/yr vs 7.56%/yr for VSRDX. Their correlation of 0.88 suggests significant overlap in exposure. VGLSX charges 0.79%/yr vs 0.35%/yr for VSRDX.

Performance

VGLSX vs. VSRDX - 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 U.S. Socially Responsible Fund (VSRDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VGLSX achieves a 9.98% return, which is significantly lower than VSRDX's 16.56% return.

VGLSX

• 1D: 0.40%
• 1M: 0.88%
• 6M: 7.78%
• YTD: 9.98%
• 1Y: 21.65%
• 3Y*: 15.58%
• 5Y*: 6.90%
• 10Y*: 6.40%

VSRDX

• 1D: 0.36%
• 1M: 2.86%
• 6M: 14.14%
• YTD: 16.56%
• 1Y: 22.36%
• 3Y*: 12.53%
• 5Y*: 7.56%
• 10Y*: —

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

VGLSX vs. VSRDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VGLSX VALIC Company I Global Strategy Fund	9.98%	16.06%	12.15%	15.50%	-16.78%	0.97%
VSRDX VALIC Company I U.S. Socially Responsible Fund	16.56%	-5.07%	18.72%	21.23%	-16.74%	11.16%

Correlation

The correlation between VGLSX and VSRDX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021	0.88

The correlation between VGLSX and VSRDX has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

Return for Risk

VGLSX vs. VSRDX — Risk / Return Rank

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

VGLSX

VGLSX Risk / Return Rank: 86
VGLSX Sharpe Ratio Rank: 89
VGLSX Sortino Ratio Rank: 87
VGLSX Omega Ratio Rank: 85
VGLSX Calmar Ratio Rank: 81
VGLSX Martin Ratio Rank: 86

VSRDX

VSRDX Risk / Return Rank: 65
VSRDX Sharpe Ratio Rank: 58
VSRDX Sortino Ratio Rank: 54
VSRDX Omega Ratio Rank: 53
VSRDX Calmar Ratio Rank: 80
VSRDX Martin Ratio Rank: 78

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. VSRDX - 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 U.S. Socially Responsible Fund (VSRDX). 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	VSRDX	Difference
Sharpe ratio: Return per unit of total volatility	2.40	1.70	+0.71
Sortino ratio: Return per unit of downside risk	3.41	2.34	+1.07
Omega ratio: Gain probability vs. loss probability	1.45	1.30	+0.16
Calmar ratio: Return relative to maximum drawdown	2.96	2.94	+0.02
Martin ratio: Return relative to average drawdown	12.49	11.10	+1.39

VGLSX vs. VSRDX - Sharpe Ratio Comparison

The current VGLSX Sharpe Ratio is 2.40, which is higher than the VSRDX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of VGLSX and VSRDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VGLSX vs. VSRDX - Drawdown Comparison

The maximum VGLSX drawdown since its inception was -44.78%, which is greater than VSRDX's maximum drawdown of -31.74%. Use the drawdown chart below to compare losses from any high point for VGLSX and VSRDX.

Drawdown Indicators

	VGLSX	VSRDX	Difference
Max Drawdown Largest peak-to-trough decline	-44.78%	-31.74%	-13.04%
Max Drawdown (1Y) Largest decline over 1 year	-7.23%	-7.44%	+0.21%
Max Drawdown (3Y) Largest decline over 3 years	-14.42%	-31.74%	+17.32%
Max Drawdown (5Y) Largest decline over 5 years	-23.13%	-31.74%	+8.61%
Max Drawdown (10Y) Largest decline over 10 years	-25.65%	—	—
Current Drawdown Current decline from peak	-0.40%	0.00%	-0.40%
Average Drawdown Average peak-to-trough decline	-12.06%	-8.38%	-3.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.71%	1.96%	-0.25%

Volatility

VGLSX vs. VSRDX - Volatility Comparison

The current volatility for VALIC Company I Global Strategy Fund (VGLSX) is 3.26%, while VALIC Company I U.S. Socially Responsible Fund (VSRDX) has a volatility of 4.50%. This indicates that VGLSX experiences smaller price fluctuations and is considered to be less risky than VSRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VGLSX	VSRDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	4.50%	-1.24%
Volatility (6M) Calculated over the trailing 6-month period	7.65%	10.51%	-2.86%
Volatility (1Y) Calculated over the trailing 1-year period	8.89%	12.88%	-3.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.37%	19.49%	-9.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.69%	19.40%	-8.71%

VGLSX vs. VSRDX - Expense Ratio Comparison

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

Dividends

VGLSX vs. VSRDX - Dividend Comparison

VGLSX's dividend yield for the trailing twelve months is around 2.95%, less than VSRDX's 16.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
VGLSX VALIC Company I Global Strategy Fund	2.95%	0.00%	0.00%	9.08%	0.00%	4.06%	12.91%	10.88%	0.00%	2.64%
VSRDX VALIC Company I U.S. Socially Responsible Fund	16.70%	0.00%	8.96%	20.78%	18.01%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VGLSX and VSRDX in my portfolio?

VGLSX and VSRDX have a correlation of 0.83, 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 VSRDX?

VSRDX has higher volatility (4.50%) compared to VGLSX (3.26%). In terms of maximum drawdown, VGLSX dropped -44.78% vs VSRDX's -31.74%.

Which has better risk-adjusted returns?

VGLSX currently has the higher Sharpe Ratio (2.40 vs 1.70), 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.