VMIDX vs. SWMCX
Compare and contrast key facts about VALIC Company I Mid Cap Index Fund (VMIDX) and Schwab U.S. Mid-Cap Index Fund (SWMCX).
VMIDX is managed by VALIC. It was launched on Oct 1, 1991. SWMCX is managed by Charles Schwab. It was launched on Dec 20, 2017.
Performance
VMIDX vs. SWMCX - Performance Comparison
Loading graphics...
VMIDX vs. SWMCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VMIDX VALIC Company I Mid Cap Index Fund | -0.56% | -7.10% | 13.57% | 15.73% | -13.10% | 24.39% | 13.83% | 25.59% | -17.06% | 0.24% |
SWMCX Schwab U.S. Mid-Cap Index Fund | -1.32% | 10.54% | 15.28% | 17.20% | -17.31% | 22.55% | 17.03% | 30.46% | -9.16% | 0.40% |
Returns By Period
In the year-to-date period, VMIDX achieves a -0.56% return, which is significantly higher than SWMCX's -1.32% return.
VMIDX
- 1D
- -0.79%
- 1M
- -8.21%
- YTD
- -0.56%
- 6M
- 1.00%
- 1Y
- 13.41%
- 3Y*
- 5.46%
- 5Y*
- 2.95%
- 10Y*
- 7.64%
SWMCX
- 1D
- -0.70%
- 1M
- -7.73%
- YTD
- -1.32%
- 6M
- -1.19%
- 1Y
- 12.94%
- 3Y*
- 12.30%
- 5Y*
- 6.67%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VMIDX vs. SWMCX - Expense Ratio Comparison
VMIDX has a 0.34% expense ratio, which is higher than SWMCX's 0.04% expense ratio.
Return for Risk
VMIDX vs. SWMCX — Risk / Return Rank
VMIDX
SWMCX
VMIDX vs. SWMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Mid Cap Index Fund (VMIDX) and Schwab U.S. Mid-Cap Index Fund (SWMCX). 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.
| VMIDX | SWMCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.72 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.12 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.16 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 0.86 | -0.10 |
Martin ratioReturn relative to average drawdown | 3.29 | 4.04 | -0.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VMIDX | SWMCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.72 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.37 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.45 | -0.29 |
Correlation
The correlation between VMIDX and SWMCX is 0.96, 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
VMIDX vs. SWMCX - Dividend Comparison
VMIDX's dividend yield for the trailing twelve months is around 14.32%, more than SWMCX's 2.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VMIDX VALIC Company I Mid Cap Index Fund | 14.32% | 0.00% | 5.05% | 13.91% | 10.75% | 3.62% | 8.68% | 11.05% | 1.31% | 9.01% |
SWMCX Schwab U.S. Mid-Cap Index Fund | 2.15% | 2.13% | 2.60% | 1.49% | 1.59% | 2.93% | 1.45% | 2.44% | 1.41% | 0.00% |
Drawdowns
VMIDX vs. SWMCX - Drawdown Comparison
The maximum VMIDX drawdown since its inception was -67.05%, which is greater than SWMCX's maximum drawdown of -40.34%. Use the drawdown chart below to compare losses from any high point for VMIDX and SWMCX.
Loading graphics...
Drawdown Indicators
| VMIDX | SWMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.05% | -40.34% | -26.71% |
Max Drawdown (1Y)Largest decline over 1 year | -14.18% | -13.43% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -34.16% | -26.09% | -8.07% |
Max Drawdown (10Y)Largest decline over 10 years | -41.76% | — | — |
Current DrawdownCurrent decline from peak | -14.83% | -8.15% | -6.68% |
Average DrawdownAverage peak-to-trough decline | -17.03% | -6.75% | -10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.87% | +0.40% |
Volatility
VMIDX vs. SWMCX - Volatility Comparison
VALIC Company I Mid Cap Index Fund (VMIDX) has a higher volatility of 5.37% compared to Schwab U.S. Mid-Cap Index Fund (SWMCX) at 4.80%. This indicates that VMIDX's price experiences larger fluctuations and is considered to be riskier than SWMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VMIDX | SWMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 4.80% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.36% | 10.19% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.83% | 18.96% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 18.23% | +2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.78% | 20.76% | +1.02% |