VMIDX vs. VCSLX
Compare and contrast key facts about VALIC Company I Mid Cap Index Fund (VMIDX) and VALIC Company I Small Cap Index Fund (VCSLX).
VMIDX is managed by VALIC. It was launched on Oct 1, 1991. VCSLX is managed by VALIC. It was launched on May 1, 1992.
Performance
VMIDX vs. VCSLX - Performance Comparison
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VMIDX vs. VCSLX - 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% | 15.94% |
VCSLX VALIC Company I Small Cap Index Fund | -2.67% | 7.00% | 11.22% | 15.99% | -20.41% | 14.55% | 20.14% | 25.04% | -16.08% | 14.40% |
Returns By Period
In the year-to-date period, VMIDX achieves a -0.56% return, which is significantly higher than VCSLX's -2.67% return. Over the past 10 years, VMIDX has underperformed VCSLX with an annualized return of 7.64%, while VCSLX has yielded a comparatively higher 8.04% 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%
VCSLX
- 1D
- -1.46%
- 1M
- -8.31%
- YTD
- -2.67%
- 6M
- -0.64%
- 1Y
- 20.75%
- 3Y*
- 9.52%
- 5Y*
- 1.67%
- 10Y*
- 8.04%
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VMIDX vs. VCSLX - Expense Ratio Comparison
VMIDX has a 0.34% expense ratio, which is lower than VCSLX's 0.36% expense ratio.
Return for Risk
VMIDX vs. VCSLX — Risk / Return Rank
VMIDX
VCSLX
VMIDX vs. VCSLX - 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 Small Cap Index Fund (VCSLX). 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 | VCSLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.88 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.36 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.27 | -0.51 |
Martin ratioReturn relative to average drawdown | 3.29 | 4.76 | -1.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VMIDX | VCSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.88 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.07 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.34 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.14 | +0.02 |
Correlation
The correlation between VMIDX and VCSLX is 0.94, 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. VCSLX - Dividend Comparison
VMIDX's dividend yield for the trailing twelve months is around 14.32%, more than VCSLX's 6.28% 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% |
VCSLX VALIC Company I Small Cap Index Fund | 6.28% | 0.00% | 1.17% | 26.50% | 13.32% | 5.39% | 13.29% | 9.37% | 1.18% | 5.80% |
Drawdowns
VMIDX vs. VCSLX - Drawdown Comparison
The maximum VMIDX drawdown since its inception was -67.05%, roughly equal to the maximum VCSLX drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for VMIDX and VCSLX.
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Drawdown Indicators
| VMIDX | VCSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.05% | -67.69% | +0.64% |
Max Drawdown (1Y)Largest decline over 1 year | -14.18% | -13.89% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -34.16% | -31.83% | -2.33% |
Max Drawdown (10Y)Largest decline over 10 years | -41.76% | -41.78% | +0.02% |
Current DrawdownCurrent decline from peak | -14.83% | -11.16% | -3.67% |
Average DrawdownAverage peak-to-trough decline | -17.03% | -18.47% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.71% | -0.44% |
Volatility
VMIDX vs. VCSLX - Volatility Comparison
The current volatility for VALIC Company I Mid Cap Index Fund (VMIDX) is 5.37%, while VALIC Company I Small Cap Index Fund (VCSLX) has a volatility of 6.68%. This indicates that VMIDX experiences smaller price fluctuations and is considered to be less risky than VCSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VMIDX | VCSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 6.68% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.36% | 14.15% | -2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.83% | 23.09% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 22.70% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.78% | 23.53% | -1.75% |