VSRDX vs. AUEIX

Last updated Jul 28, 2026

VSRDX (VALIC Company I U.S. Socially Responsible Fund) and AUEIX (AQR Large Cap Defensive Style Fund) are both Large Cap Blend Equities funds. Over the past 5 years, VSRDX returned 6.97%/yr vs 5.90%/yr for AUEIX. Their correlation of 0.83 means they have usually moved in the same direction. VSRDX charges 0.35%/yr vs 0.37%/yr for AUEIX.

Performance

VSRDX vs. AUEIX - 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 AQR Large Cap Defensive Style Fund (AUEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VSRDX achieves a 14.82% return, which is significantly higher than AUEIX's 7.82% return.

VSRDX

• 1D: 0.16%
• 1M: 1.11%
• 6M: 12.27%
• YTD: 14.82%
• 1Y: 18.22%
• 3Y*: 10.84%
• 5Y*: 6.97%
• 10Y*: —
• ALL TIME*: 7.57%

AUEIX

• 1D: 0.48%
• 1M: 3.03%
• 6M: 4.85%
• YTD: 7.82%
• 1Y: 7.46%
• 3Y*: 10.35%
• 5Y*: 5.90%
• 10Y*: 10.70%
• ALL TIME*: 12.10%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AUEIX AQR Large Cap Defensive Style Fund	$0.00	$0.00	$0.00
VSRDX VALIC Company I U.S. Socially Responsible Fund	$0.00	$0.00	$0.00

VSRDX vs. AUEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VSRDX VALIC Company I U.S. Socially Responsible Fund	14.82%	-5.07%	18.72%	21.23%	-16.74%	11.16%
AUEIX AQR Large Cap Defensive Style Fund	7.82%	6.95%	13.85%	9.49%	-13.81%	11.93%

Correlation

The correlation between VSRDX and AUEIX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.65
Correlation (3Y) Balances recent behavior with more history.	0.71
Correlation (5Y) Shows whether the relationship held over a longer period.	0.83
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021	0.83

The correlation between VSRDX and AUEIX shifts across timeframes, from 0.65 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VSRDX vs. AUEIX — 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: 58
VSRDX Sortino Ratio Rank: 54
VSRDX Omega Ratio Rank: 52
VSRDX Calmar Ratio Rank: 77
VSRDX Martin Ratio Rank: 77

AUEIX

AUEIX Risk / Return Rank: 28
AUEIX Sharpe Ratio Rank: 28
AUEIX Sortino Ratio Rank: 28
AUEIX Omega Ratio Rank: 27
AUEIX Calmar Ratio Rank: 30
AUEIX Martin Ratio Rank: 30

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. AUEIX - 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 AQR Large Cap Defensive Style Fund (AUEIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VSRDX	AUEIX	Difference
Sharpe ratio: Return per unit of total volatility	1.45	0.95	+0.51
Sortino ratio: Return per unit of downside risk	2.03	1.38	+0.65
Omega ratio: Gain probability vs. loss probability	1.26	1.17	+0.09
Calmar ratio: Return relative to maximum drawdown	2.53	1.31	+1.22
Martin ratio: Return relative to average drawdown	9.47	4.29	+5.18

VSRDX vs. AUEIX - Sharpe Ratio Comparison

The current VSRDX Sharpe Ratio is 1.45, which is higher than the AUEIX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VSRDX and AUEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VSRDX vs. AUEIX - Drawdown Comparison

The maximum VSRDX drawdown since its inception was -31.74%, roughly equal to the maximum AUEIX drawdown of -30.82%. Use the drawdown chart below to compare losses from any high point for VSRDX and AUEIX.

Drawdown Indicators

	VSRDX	AUEIX	Difference
Max Drawdown Largest peak-to-trough decline	-31.74%	-30.82%	-0.92%
Max Drawdown (1Y) Largest decline over 1 year	-7.44%	-5.91%	-1.53%
Max Drawdown (3Y) Largest decline over 3 years	-31.74%	-10.27%	-21.47%
Max Drawdown (5Y) Largest decline over 5 years	-31.74%	-22.08%	-9.66%
Max Drawdown (10Y) Largest decline over 10 years	—	-30.82%	—
Current Drawdown Current decline from peak	-1.49%	-0.26%	-1.23%
Average Drawdown Average peak-to-trough decline	-8.33%	-3.40%	-4.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.98%	1.80%	+0.18%

Volatility

VSRDX vs. AUEIX - Volatility Comparison

VALIC Company I U.S. Socially Responsible Fund (VSRDX) has a higher volatility of 2.94% compared to AQR Large Cap Defensive Style Fund (AUEIX) at 1.71%. This indicates that VSRDX's price experiences larger fluctuations and is considered to be riskier than AUEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VSRDX	AUEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.94%	1.71%	+1.23%
Volatility (6M) Calculated over the trailing 6-month period	10.30%	6.15%	+4.15%
Volatility (1Y) Calculated over the trailing 1-year period	12.95%	8.18%	+4.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.48%	12.99%	+6.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.34%	15.17%	+4.17%

VSRDX vs. AUEIX - Expense Ratio Comparison

VSRDX has a 0.35% expense ratio, which is lower than AUEIX's 0.37% expense ratio.

Dividends

VSRDX vs. AUEIX - Dividend Comparison

VSRDX's dividend yield for the trailing twelve months is around 16.96%, less than AUEIX's 21.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AUEIX AQR Large Cap Defensive Style Fund	21.05%	22.70%	24.31%	24.28%	10.26%	2.54%	1.29%	1.12%	1.67%	2.36%	1.99%	6.18%
VSRDX VALIC Company I U.S. Socially Responsible Fund	16.96%	0.00%	8.96%	20.78%	18.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VSRDX and AUEIX in my portfolio?

VSRDX and AUEIX have a correlation of 0.65, 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 AUEIX?

VSRDX has higher volatility (2.94%) compared to AUEIX (1.71%). In terms of maximum drawdown, VSRDX dropped -31.74% vs AUEIX's -30.82%.

Which has better risk-adjusted returns?

VSRDX currently has the higher Sharpe Ratio (1.45 vs 0.95), 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.