VGREX vs. VSRDX
VGREX (VALIC Company I Global Real Estate Fund) and VSRDX (VALIC Company I U.S. Socially Responsible Fund) are both mutual funds - VGREX is a REIT fund managed by VALIC, while VSRDX is a Large Cap Blend Equities fund managed by VALIC. Over the past 5 years, VGREX returned 0.65%/yr vs 6.96%/yr for VSRDX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. VGREX charges 0.86%/yr vs 0.35%/yr for VSRDX.
Performance
VGREX vs. VSRDX - Performance Comparison
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Returns By Period
In the year-to-date period, VGREX achieves a 13.89% return, which is significantly lower than VSRDX's 14.76% return.
VGREX
- 1D
- -0.89%
- 1M
- 1.82%
- 6M
- 11.68%
- YTD
- 13.89%
- 1Y
- 18.40%
- 3Y*
- 9.05%
- 5Y*
- 0.65%
- 10Y*
- 3.39%
- ALL TIME*
- 0.37%
VSRDX
- 1D
- -0.31%
- 1M
- -0.52%
- 6M
- 12.55%
- YTD
- 14.76%
- 1Y
- 20.72%
- 3Y*
- 10.98%
- 5Y*
- 6.96%
- 10Y*
- —
- ALL TIME*
- 7.53%
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 |
VGREX vs. VSRDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VGREX VALIC Company I Global Real Estate Fund | 13.89% | 5.83% | 1.41% | 9.90% | -25.89% | 4.23% |
VSRDX VALIC Company I U.S. Socially Responsible Fund | 14.76% | -5.07% | 18.72% | 21.23% | -16.74% | 11.16% |
Correlation
The correlation between VGREX and VSRDX is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.63 |
Over the past year, the correlation between VGREX and VSRDX has dropped to 0.33 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
VGREX vs. VSRDX — Risk / Return Rank
VGREX
VSRDX
VGREX vs. VSRDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Global Real Estate Fund (VGREX) 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.
| VGREX | VSRDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.61 | -0.84 |
| Martin ratioReturn relative to average drawdown | 6.63 | 9.75 | -3.12 |
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Drawdowns
VGREX vs. VSRDX - Drawdown Comparison
The maximum VGREX drawdown since its inception was -63.57%, which is greater than VSRDX's maximum drawdown of -31.74%. Use the drawdown chart below to compare losses from any high point for VGREX and VSRDX.
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Drawdown Indicators
| VGREX | VSRDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.57% | -31.74% | -31.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.29% | -7.44% | -2.85% |
Max Drawdown (3Y)Largest decline over 3 years | -20.19% | -31.74% | +11.55% |
Max Drawdown (5Y)Largest decline over 5 years | -34.17% | -31.74% | -2.43% |
Max Drawdown (10Y)Largest decline over 10 years | -39.92% | — | — |
Current DrawdownCurrent decline from peak | -1.26% | -1.55% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -23.60% | -8.30% | -15.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 1.99% | +0.74% |
Volatility
VGREX vs. VSRDX - Volatility Comparison
VALIC Company I Global Real Estate Fund (VGREX) has a higher volatility of 3.46% compared to VALIC Company I U.S. Socially Responsible Fund (VSRDX) at 3.08%. This indicates that VGREX's price experiences larger fluctuations and is considered to be riskier than VSRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGREX | VSRDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 3.08% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 10.46% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 13.09% | -0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 19.49% | -3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 19.32% | -2.36% |
VGREX vs. VSRDX - Expense Ratio Comparison
VGREX has a 0.86% expense ratio, which is higher than VSRDX's 0.35% expense ratio.
Dividends
VGREX vs. VSRDX - Dividend Comparison
VGREX's dividend yield for the trailing twelve months is around 2.81%, less than VSRDX's 16.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VGREX VALIC Company I Global Real Estate Fund | 2.81% | 0.00% | 2.68% | 4.62% | 1.92% | 6.64% | 4.61% | 3.34% | 4.34% | 9.31% |
VSRDX VALIC Company I U.S. Socially Responsible Fund | 16.97% | 0.00% | 8.96% | 20.78% | 18.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VGREX and VSRDX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGREX has higher volatility (3.46%) compared to VSRDX (3.08%). In terms of maximum drawdown, VGREX dropped -63.57% vs VSRDX's -31.74%.
VGREX currently has the higher Sharpe Ratio (1.49 vs 1.49), 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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