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VMGRX vs. VMSGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMGRX vs. VMSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Growth Fund (VMGRX) 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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Returns By Period

In the year-to-date period, VMGRX achieves a -2.41% return, which is significantly lower than VMSGX's 9.83% return. Over the past 10 years, VMGRX has underperformed VMSGX with an annualized return of 9.47%, while VMSGX has yielded a comparatively higher 13.14% annualized return.


VMGRX

1D
3.59%
1M
-6.30%
6M
0.62%
YTD
-2.41%
1Y
0.25%
3Y*
8.57%
5Y*
1.28%
10Y*
9.47%
ALL TIME*
8.39%

VMSGX

1D
2.11%
1M
-2.85%
6M
8.64%
YTD
9.83%
1Y
11.74%
3Y*
15.26%
5Y*
7.04%
10Y*
13.14%
ALL TIME*
7.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VMGRX vs. VMSGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMGRX
Vanguard Mid-Cap Growth Fund
-2.41%8.80%17.73%24.15%-30.13%9.21%33.40%32.06%-3.52%21.60%
VMSGX
VALIC Company I Mid Cap Strategic Growth Fund
9.83%11.23%19.79%22.06%-23.40%16.87%34.60%37.63%-8.89%26.30%

Correlation

The correlation between VMGRX and VMSGX is 0.89, 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.

0.89

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.95

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2004

0.95

The correlation between VMGRX and VMSGX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

VMGRX vs. VMSGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VMGRX
VMGRX Risk / Return Rank: 33
Overall Rank
VMGRX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
VMGRX Sortino Ratio Rank: 44
Sortino Ratio Rank
VMGRX Omega Ratio Rank: 44
Omega Ratio Rank
VMGRX Calmar Ratio Rank: 33
Calmar Ratio Rank
VMGRX Martin Ratio Rank: 33
Martin Ratio Rank

VMSGX
VMSGX Risk / Return Rank: 1515
Overall Rank
VMSGX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VMSGX Sortino Ratio Rank: 1515
Sortino Ratio Rank
VMSGX Omega Ratio Rank: 1313
Omega Ratio Rank
VMSGX Calmar Ratio Rank: 1616
Calmar Ratio Rank
VMSGX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VMGRX vs. VMSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Growth Fund (VMGRX) 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.

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.


VMGRXVMSGXDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

0.99

1.10

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.16

0.77

-0.93

Martin ratioReturn relative to average drawdown

-0.47

2.63

-3.11

VMGRX vs. VMSGX - Sharpe Ratio Comparison

The current VMGRX Sharpe Ratio is -0.14, which is lower than the VMSGX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of VMGRX and VMSGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VMGRX vs. VMSGX - Drawdown Comparison

The maximum VMGRX drawdown since its inception was -71.74%, which is greater than VMSGX's maximum drawdown of -66.65%. Use the drawdown chart below to compare losses from any high point for VMGRX and VMSGX.


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Drawdown Indicators


VMGRXVMSGXDifference

Max Drawdown

Largest peak-to-trough decline

-71.74%

-66.65%

-5.09%

Max Drawdown (1Y)

Largest decline over 1 year

-19.09%

-12.17%

-6.92%

Max Drawdown (3Y)

Largest decline over 3 years

-26.85%

-23.85%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-39.71%

-33.62%

-6.09%

Max Drawdown (10Y)

Largest decline over 10 years

-39.71%

-36.97%

-2.74%

Current Drawdown

Current decline from peak

-8.21%

-4.05%

-4.16%

Average Drawdown

Average peak-to-trough decline

-24.38%

-14.98%

-9.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.40%

3.57%

+2.83%

Volatility

VMGRX vs. VMSGX - Volatility Comparison

Vanguard Mid-Cap Growth Fund (VMGRX) has a higher volatility of 7.34% compared to VALIC Company I Mid Cap Strategic Growth Fund (VMSGX) at 4.27%. This indicates that VMGRX's price experiences larger fluctuations and is considered to be riskier 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


VMGRXVMSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

4.27%

+3.07%

Volatility (6M)

Calculated over the trailing 6-month period

17.71%

14.26%

+3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

21.24%

17.69%

+3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.61%

20.94%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.42%

20.93%

+1.49%

VMGRX vs. VMSGX - Expense Ratio Comparison

VMGRX has a 0.33% expense ratio, which is lower than VMSGX's 0.75% expense ratio.


Dividends

VMGRX vs. VMSGX - Dividend Comparison

VMGRX's dividend yield for the trailing twelve months is around 18.18%, more than VMSGX's 7.25% yield.


PositionTTM20252024202320222021202020192018201720162015
VMGRX
Vanguard Mid-Cap Growth Fund
18.18%17.74%1.80%0.39%0.26%34.53%6.30%10.43%14.53%3.13%0.67%8.20%
VMSGX
VALIC Company I Mid Cap Strategic Growth Fund
7.25%0.00%0.01%21.01%11.77%4.58%3.89%8.38%0.10%5.91%0.00%0.00%

Frequently Asked Questions


VMGRX and VMSGX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VMGRX has higher volatility (7.34%) compared to VMSGX (4.27%). In terms of maximum drawdown, VMGRX dropped -71.74% vs VMSGX's -66.65%.

VMSGX currently has the higher Sharpe Ratio (0.53 vs -0.14), 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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