VSRDX vs. FGRTX

Last updated Jun 4, 2026

VSRDX (VALIC Company I U.S. Socially Responsible Fund) and FGRTX (Fidelity Mega Cap Stock Fund) are both Large Cap Blend Equities funds. Over the past 3 years, VSRDX returned 13.68%/yr vs 25.59%/yr for FGRTX. Their correlation of 0.90 suggests significant overlap in exposure. VSRDX charges 0.35%/yr vs 0.61%/yr for FGRTX.

Performance

VSRDX vs. FGRTX - 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 Fidelity Mega Cap Stock Fund (FGRTX). 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 FGRTX's 10.50% return.

VSRDX

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

FGRTX

• 1D: -0.32%
• 1M: 3.41%
• YTD: 10.50%
• 6M: 12.42%
• 1Y: 31.38%
• 3Y*: 25.59%
• 5Y*: 16.32%
• 10Y*: 16.48%

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

VSRDX vs. FGRTX - 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%
FGRTX Fidelity Mega Cap Stock Fund	10.50%	26.92%	25.98%	26.51%	-8.98%	4.76%

Correlation

The correlation between VSRDX and FGRTX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
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	0.90

The correlation between VSRDX and FGRTX has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.

Return for Risk

VSRDX vs. FGRTX — 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

FGRTX

FGRTX Risk / Return Rank: 80
FGRTX Sharpe Ratio Rank: 84
FGRTX Sortino Ratio Rank: 78
FGRTX Omega Ratio Rank: 75
FGRTX Calmar Ratio Rank: 79
FGRTX Martin Ratio Rank: 85

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. FGRTX - 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 Fidelity Mega Cap Stock Fund (FGRTX). 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	FGRTX	Difference
Sharpe ratio Return per unit of total volatility	2.24	2.70	-0.46
Sortino ratio Return per unit of downside risk	3.09	3.70	-0.61
Omega ratio Gain probability vs. loss probability	1.39	1.49	-0.10
Calmar ratio Return relative to maximum drawdown	3.66	3.59	+0.06
Martin ratio Return relative to average drawdown	14.43	16.31	-1.89
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. FGRTX - Sharpe Ratio Comparison

The current VSRDX Sharpe Ratio is 2.24, which is comparable to the FGRTX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of VSRDX and FGRTX, 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	FGRTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	2.70	-0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.98	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.91	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.48	-0.06

Drawdowns

VSRDX vs. FGRTX - Drawdown Comparison

The maximum VSRDX drawdown since its inception was -31.74%, smaller than the maximum FGRTX drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for VSRDX and FGRTX.

Drawdown Indicators

	VSRDX	FGRTX	Difference
Max Drawdown Largest peak-to-trough decline	-31.74%	-56.17%	+24.43%
Max Drawdown (1Y) Largest decline over 1 year	-7.44%	-8.99%	+1.55%
Max Drawdown (3Y) Largest decline over 3 years	-31.74%	-18.51%	-13.23%
Max Drawdown (5Y) Largest decline over 5 years	—	-23.35%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.18%	—
Current Drawdown Current decline from peak	0.00%	-0.32%	+0.32%
Average Drawdown Average peak-to-trough decline	-8.53%	-8.72%	+0.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	1.98%	-0.11%

Volatility

VSRDX vs. FGRTX - Volatility Comparison

VALIC Company I U.S. Socially Responsible Fund (VSRDX) has a higher volatility of 3.42% compared to Fidelity Mega Cap Stock Fund (FGRTX) at 2.71%. This indicates that VSRDX's price experiences larger fluctuations and is considered to be riskier than FGRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VSRDX	FGRTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	2.71%	+0.71%
Volatility (6M) Calculated over the trailing 6-month period	9.52%	9.06%	+0.46%
Volatility (1Y) Calculated over the trailing 1-year period	12.13%	11.98%	+0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.45%	16.70%	+2.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.45%	18.12%	+1.33%

VSRDX vs. FGRTX - Expense Ratio Comparison

VSRDX has a 0.35% expense ratio, which is lower than FGRTX's 0.61% expense ratio.

Dividends

VSRDX vs. FGRTX - Dividend Comparison

VSRDX's dividend yield for the trailing twelve months is around 16.83%, more than FGRTX's 3.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FGRTX Fidelity Mega Cap Stock Fund	3.52%	3.89%	2.68%	2.06%	4.38%	4.79%	7.96%	12.98%	21.72%	15.57%	1.97%	4.16%
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%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VSRDX and FGRTX in my portfolio?

VSRDX and FGRTX have a correlation of 0.81, 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 FGRTX?

VSRDX has higher volatility (3.42%) compared to FGRTX (2.71%). In terms of maximum drawdown, VSRDX dropped -31.74% vs FGRTX's -56.17%.

Which has better risk-adjusted returns?

FGRTX currently has the higher Sharpe Ratio (2.70 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.