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VMIDX vs. VGLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMIDX vs. VGLSX - 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 Global Strategy Fund (VGLSX). The values are adjusted to include any dividend payments, if applicable.

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VMIDX vs. VGLSX - 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%
VGLSX
VALIC Company I Global Strategy Fund
-2.11%16.06%12.15%15.50%-16.78%8.59%3.91%9.79%-9.49%13.58%

Returns By Period

In the year-to-date period, VMIDX achieves a -0.56% return, which is significantly higher than VGLSX's -2.11% return. Over the past 10 years, VMIDX has outperformed VGLSX with an annualized return of 7.64%, while VGLSX has yielded a comparatively lower 5.35% 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%

VGLSX

1D
0.00%
1M
-6.55%
YTD
-2.11%
6M
1.96%
1Y
17.43%
3Y*
11.99%
5Y*
5.47%
10Y*
5.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VMIDX vs. VGLSX - Expense Ratio Comparison

VMIDX has a 0.34% expense ratio, which is lower than VGLSX's 0.79% expense ratio.


Return for Risk

VMIDX vs. VGLSX — 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

VGLSX
VGLSX Risk / Return Rank: 8585
Overall Rank
VGLSX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VGLSX Sortino Ratio Rank: 8989
Sortino Ratio Rank
VGLSX Omega Ratio Rank: 8787
Omega Ratio Rank
VGLSX Calmar Ratio Rank: 7979
Calmar Ratio Rank
VGLSX Martin Ratio Rank: 8585
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. VGLSX - 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 Global Strategy Fund (VGLSX). 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.


VMIDXVGLSXDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.73

-1.07

Sortino ratio

Return per unit of downside risk

1.08

2.44

-1.36

Omega ratio

Gain probability vs. loss probability

1.15

1.37

-0.22

Calmar ratio

Return relative to maximum drawdown

0.76

1.87

-1.11

Martin ratio

Return relative to average drawdown

3.29

8.70

-5.41

VMIDX vs. VGLSX - Sharpe Ratio Comparison

The current VMIDX Sharpe Ratio is 0.66, which is lower than the VGLSX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of VMIDX and VGLSX, 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


VMIDXVGLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.73

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.54

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.49

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.21

-0.05

Correlation

The correlation between VMIDX and VGLSX is 0.80, 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. VGLSX - Dividend Comparison

VMIDX's dividend yield for the trailing twelve months is around 14.32%, more than VGLSX's 3.31% 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%
VGLSX
VALIC Company I Global Strategy Fund
3.31%0.00%0.00%9.08%0.00%4.06%12.91%10.88%0.00%2.64%

Drawdowns

VMIDX vs. VGLSX - Drawdown Comparison

The maximum VMIDX drawdown since its inception was -67.05%, which is greater than VGLSX's maximum drawdown of -44.78%. Use the drawdown chart below to compare losses from any high point for VMIDX and VGLSX.


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Drawdown Indicators


VMIDXVGLSXDifference

Max Drawdown

Largest peak-to-trough decline

-67.05%

-44.78%

-22.27%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-8.19%

-5.99%

Max Drawdown (5Y)

Largest decline over 5 years

-34.16%

-23.13%

-11.03%

Max Drawdown (10Y)

Largest decline over 10 years

-41.76%

-25.65%

-16.11%

Current Drawdown

Current decline from peak

-14.83%

-7.23%

-7.60%

Average Drawdown

Average peak-to-trough decline

-17.03%

-12.21%

-4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

1.84%

+1.43%

Volatility

VMIDX vs. VGLSX - Volatility Comparison

VALIC Company I Mid Cap Index Fund (VMIDX) has a higher volatility of 5.37% compared to VALIC Company I Global Strategy Fund (VGLSX) at 3.38%. This indicates that VMIDX's price experiences larger fluctuations and is considered to be riskier than VGLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMIDXVGLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

3.38%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

6.00%

+5.36%

Volatility (1Y)

Calculated over the trailing 1-year period

20.83%

10.19%

+10.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.04%

10.15%

+10.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

10.92%

+10.86%