VSRDX vs. AMFEX

Last updated Jun 4, 2026

VSRDX (VALIC Company I U.S. Socially Responsible Fund) and AMFEX (AAMA Equity Fund) are both Large Cap Blend Equities funds. Over the past 3 years, VSRDX returned 13.68%/yr vs 19.23%/yr for AMFEX. Their correlation of 0.92 suggests significant overlap in exposure. VSRDX charges 0.35%/yr vs 1.17%/yr for AMFEX.

Performance

VSRDX vs. AMFEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I U.S. Socially Responsible Fund (VSRDX) and AAMA Equity Fund (AMFEX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VSRDX achieves a 15.72% return, which is significantly higher than AMFEX's 13.36% return.

VSRDX

• 1D: 0.47%
• 1M: 9.43%
• YTD: 15.72%
• 6M: 16.07%
• 1Y: 25.73%
• 3Y*: 13.68%
• 5Y*: —
• 10Y*: —

AMFEX

• 1D: 0.90%
• 1M: 4.82%
• YTD: 13.36%
• 6M: 13.44%
• 1Y: 28.62%
• 3Y*: 19.23%
• 5Y*: 11.53%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VSRDX vs. AMFEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VSRDX VALIC Company I U.S. Socially Responsible Fund	15.72%	-5.07%	18.72%	21.23%	-16.74%	11.16%
AMFEX AAMA Equity Fund	13.36%	17.33%	16.28%	17.32%	-14.08%	9.60%

Correlation

The correlation between VSRDX and AMFEX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jun 16, 2021	0.92

The correlation between VSRDX and AMFEX shifts across timeframes, from 0.78 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VSRDX vs. AMFEX — Risk / Return Rank

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

VSRDX

VSRDX Risk / Return Rank: 64
VSRDX Sharpe Ratio Rank: 57
VSRDX Sortino Ratio Rank: 53
VSRDX Omega Ratio Rank: 51
VSRDX Calmar Ratio Rank: 80
VSRDX Martin Ratio Rank: 76

AMFEX

AMFEX Risk / Return Rank: 89
AMFEX Sharpe Ratio Rank: 92
AMFEX Sortino Ratio Rank: 88
AMFEX Omega Ratio Rank: 83
AMFEX Calmar Ratio Rank: 91
AMFEX Martin Ratio Rank: 94

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.

VSRDX vs. AMFEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I U.S. Socially Responsible Fund (VSRDX) and AAMA Equity Fund (AMFEX). 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.

	VSRDX	AMFEX	Difference
Sharpe ratio Return per unit of total volatility	2.24	3.09	-0.84
Sortino ratio Return per unit of downside risk	3.09	4.21	-1.12
Omega ratio Gain probability vs. loss probability	1.39	1.55	-0.16
Calmar ratio Return relative to maximum drawdown	3.66	4.84	-1.19
Martin ratio Return relative to average drawdown	14.43	20.79	-6.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VSRDX vs. AMFEX - Sharpe Ratio Comparison

The current VSRDX Sharpe Ratio is 2.24, which is comparable to the AMFEX Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of VSRDX and AMFEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VSRDX	AMFEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	3.09	-0.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.74	-0.32

Drawdowns

VSRDX vs. AMFEX - Drawdown Comparison

The maximum VSRDX drawdown since its inception was -31.74%, roughly equal to the maximum AMFEX drawdown of -30.41%. Use the drawdown chart below to compare losses from any high point for VSRDX and AMFEX.

Drawdown Indicators

	VSRDX	AMFEX	Difference
Max Drawdown Largest peak-to-trough decline	-31.74%	-30.41%	-1.33%
Max Drawdown (1Y) Largest decline over 1 year	-7.44%	-6.07%	-1.37%
Max Drawdown (3Y) Largest decline over 3 years	-31.74%	-15.23%	-16.51%
Max Drawdown (5Y) Largest decline over 5 years	—	-21.21%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.53%	-4.31%	-4.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	1.41%	+0.46%

Volatility

VSRDX vs. AMFEX - Volatility Comparison

VALIC Company I U.S. Socially Responsible Fund (VSRDX) has a higher volatility of 3.42% compared to AAMA Equity Fund (AMFEX) at 2.44%. This indicates that VSRDX's price experiences larger fluctuations and is considered to be riskier than AMFEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VSRDX	AMFEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	2.44%	+0.98%
Volatility (6M) Calculated over the trailing 6-month period	9.52%	7.17%	+2.35%
Volatility (1Y) Calculated over the trailing 1-year period	12.13%	9.52%	+2.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.45%	14.18%	+5.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.45%	16.95%	+2.50%

VSRDX vs. AMFEX - Expense Ratio Comparison

VSRDX has a 0.35% expense ratio, which is lower than AMFEX's 1.17% expense ratio.

Dividends

VSRDX vs. AMFEX - Dividend Comparison

VSRDX's dividend yield for the trailing twelve months is around 16.83%, more than AMFEX's 10.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AMFEX AAMA Equity Fund	10.58%	11.99%	9.19%	0.92%	4.82%	0.22%	0.44%	0.78%	0.83%
VSRDX VALIC Company I U.S. Socially Responsible Fund	16.83%	0.00%	8.96%	20.78%	18.01%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VSRDX and AMFEX in my portfolio?

VSRDX and AMFEX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VSRDX or AMFEX?

VSRDX has higher volatility (3.42%) compared to AMFEX (2.44%). In terms of maximum drawdown, VSRDX dropped -31.74% vs AMFEX's -30.41%.

Which has better risk-adjusted returns?

AMFEX currently has the higher Sharpe Ratio (3.09 vs 2.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.