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VMIDX vs. VCIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMIDX vs. VCIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Mid Cap Index Fund (VMIDX) and VALIC Company I International Equities Index Fund (VCIEX). The values are adjusted to include any dividend payments, if applicable.

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VMIDX vs. VCIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%15.94%
VCIEX
VALIC Company I International Equities Index Fund
-1.57%24.75%3.15%17.20%-14.40%11.04%7.54%21.24%-13.74%24.36%

Returns By Period

In the year-to-date period, VMIDX achieves a -0.56% return, which is significantly higher than VCIEX's -1.57% return. Both investments have delivered pretty close results over the past 10 years, with VMIDX having a 7.64% annualized return and VCIEX not far behind at 7.59%.


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%

VCIEX

1D
0.65%
1M
-10.78%
YTD
-1.57%
6M
2.92%
1Y
19.53%
3Y*
11.14%
5Y*
6.44%
10Y*
7.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VMIDX vs. VCIEX - Expense Ratio Comparison

VMIDX has a 0.34% expense ratio, which is lower than VCIEX's 0.42% expense ratio.


Return for Risk

VMIDX vs. VCIEX — Risk / Return Rank

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

VMIDX
VMIDX Risk / Return Rank: 2727
Overall Rank
VMIDX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VMIDX Sortino Ratio Rank: 2828
Sortino Ratio Rank
VMIDX Omega Ratio Rank: 2626
Omega Ratio Rank
VMIDX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VMIDX Martin Ratio Rank: 3030
Martin Ratio Rank

VCIEX
VCIEX Risk / Return Rank: 5959
Overall Rank
VCIEX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VCIEX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VCIEX Omega Ratio Rank: 6060
Omega Ratio Rank
VCIEX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VCIEX Martin Ratio Rank: 5959
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.

VMIDX vs. VCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Mid Cap Index Fund (VMIDX) and VALIC Company I International Equities Index Fund (VCIEX). 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.


VMIDXVCIEXDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.14

-0.47

Sortino ratio

Return per unit of downside risk

1.08

1.50

-0.42

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

0.76

1.33

-0.57

Martin ratio

Return relative to average drawdown

3.29

5.67

-2.37

VMIDX vs. VCIEX - Sharpe Ratio Comparison

The current VMIDX Sharpe Ratio is 0.66, which is lower than the VCIEX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of VMIDX and VCIEX, 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


VMIDXVCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.14

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.41

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.45

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.03

+0.13

Correlation

The correlation between VMIDX and VCIEX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VMIDX vs. VCIEX - Dividend Comparison

VMIDX's dividend yield for the trailing twelve months is around 14.32%, more than VCIEX's 7.03% yield.


TTM202520242023202220212020201920182017
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%
VCIEX
VALIC Company I International Equities Index Fund
7.03%0.00%2.41%2.37%3.14%1.60%4.08%3.16%2.27%2.31%

Drawdowns

VMIDX vs. VCIEX - Drawdown Comparison

The maximum VMIDX drawdown since its inception was -67.05%, smaller than the maximum VCIEX drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for VMIDX and VCIEX.


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Drawdown Indicators


VMIDXVCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-67.05%

-75.07%

+8.02%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-11.75%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-34.16%

-29.28%

-4.88%

Max Drawdown (10Y)

Largest decline over 10 years

-41.76%

-34.20%

-7.56%

Current Drawdown

Current decline from peak

-14.83%

-10.78%

-4.05%

Average Drawdown

Average peak-to-trough decline

-17.03%

-37.68%

+20.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

3.07%

+0.20%

Volatility

VMIDX vs. VCIEX - Volatility Comparison

The current volatility for VALIC Company I Mid Cap Index Fund (VMIDX) is 5.37%, while VALIC Company I International Equities Index Fund (VCIEX) has a volatility of 6.80%. This indicates that VMIDX experiences smaller price fluctuations and is considered to be less risky than VCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMIDXVCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

6.80%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

10.16%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

20.83%

16.22%

+4.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.04%

15.97%

+5.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

16.76%

+5.02%