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VMIDX vs. VCNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMIDX vs. VCNIX - 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 Nasdaq-100 Index Fund (VCNIX). The values are adjusted to include any dividend payments, if applicable.

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VMIDX vs. VCNIX - 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%
VCNIX
VALIC Company I Nasdaq-100 Index Fund
-9.05%-2.43%25.36%54.21%-32.55%26.89%48.24%38.63%-4.76%32.35%

Returns By Period

In the year-to-date period, VMIDX achieves a -0.56% return, which is significantly higher than VCNIX's -9.05% return. Over the past 10 years, VMIDX has underperformed VCNIX with an annualized return of 7.64%, while VCNIX has yielded a comparatively higher 15.17% annualized 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%

VCNIX

1D
-0.75%
1M
-8.04%
YTD
-9.05%
6M
-6.90%
1Y
19.29%
3Y*
12.52%
5Y*
7.63%
10Y*
15.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VMIDX vs. VCNIX - Expense Ratio Comparison

VMIDX has a 0.34% expense ratio, which is lower than VCNIX's 0.45% expense ratio.


Return for Risk

VMIDX vs. VCNIX — 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

VCNIX
VCNIX Risk / Return Rank: 4747
Overall Rank
VCNIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VCNIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
VCNIX Omega Ratio Rank: 4949
Omega Ratio Rank
VCNIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VCNIX Martin Ratio Rank: 4444
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. VCNIX - 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 Nasdaq-100 Index Fund (VCNIX). 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.


VMIDXVCNIXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.88

-0.21

Sortino ratio

Return per unit of downside risk

1.08

1.41

-0.33

Omega ratio

Gain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

0.76

1.13

-0.37

Martin ratio

Return relative to average drawdown

3.29

4.42

-1.13

VMIDX vs. VCNIX - Sharpe Ratio Comparison

The current VMIDX Sharpe Ratio is 0.66, which is comparable to the VCNIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VMIDX and VCNIX, 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


VMIDXVCNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.88

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.31

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.64

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.22

-0.06

Correlation

The correlation between VMIDX and VCNIX is 0.78, 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. VCNIX - Dividend Comparison

VMIDX's dividend yield for the trailing twelve months is around 14.32%, more than VCNIX's 11.14% 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%
VCNIX
VALIC Company I Nasdaq-100 Index Fund
11.14%0.00%3.76%10.90%13.50%7.28%2.40%1.57%0.55%4.57%

Drawdowns

VMIDX vs. VCNIX - Drawdown Comparison

The maximum VMIDX drawdown since its inception was -67.05%, smaller than the maximum VCNIX drawdown of -76.68%. Use the drawdown chart below to compare losses from any high point for VMIDX and VCNIX.


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Drawdown Indicators


VMIDXVCNIXDifference

Max Drawdown

Largest peak-to-trough decline

-67.05%

-76.68%

+9.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-12.76%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-34.16%

-37.53%

+3.37%

Max Drawdown (10Y)

Largest decline over 10 years

-41.76%

-37.53%

-4.23%

Current Drawdown

Current decline from peak

-14.83%

-15.91%

+1.08%

Average Drawdown

Average peak-to-trough decline

-17.03%

-28.91%

+11.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

3.50%

-0.23%

Volatility

VMIDX vs. VCNIX - Volatility Comparison

VALIC Company I Mid Cap Index Fund (VMIDX) and VALIC Company I Nasdaq-100 Index Fund (VCNIX) have volatilities of 5.37% and 5.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMIDXVCNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

5.39%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

11.80%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

20.83%

22.28%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.04%

24.85%

-3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

23.67%

-1.89%