Valic Company Correlations

VCBDX Fund

USD 9.75 0.02 0.20%

The current 90-days correlation between Valic Company I and Mid Cap Index is -0.07 (i.e., Good diversification). The correlation of Valic Company is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Valic Company Correlation With Market

Good diversification

The correlation between Valic Company I and DJI is -0.05 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Valic Company I and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Valic Company I. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with Valic Mutual Fund

0.65	VMIDX	Mid Cap Index	Pair Corr
0.69	VMSGX	Mid Cap Strategic	Pair Corr
0.68	VAPPX	Valic Company I	Pair Corr
0.67	VSRDX	Valic Company I	Pair Corr
0.7	VSTIX	Stock Index Fund	Pair Corr
0.69	VBCVX	Broad Cap Value	Pair Corr
0.74	VCAAX	Asset Allocation	Pair Corr
0.67	VCBCX	Blue Chip Growth	Pair Corr
0.68	VCGAX	Growth Income	Pair Corr
0.7	VCGEX	Emerging Economies	Pair Corr
0.87	VCGSX	Government Securities	Pair Corr
0.71	VCFVX	Foreign Value	Pair Corr
0.66	VCIEX	International Equities	Pair Corr
0.89	VCIFX	International Government	Pair Corr
0.73	VCIGX	Valic Company I	Pair Corr
0.68	VCNIX	Nasdaq 100 Index	Pair Corr
0.7	VCSTX	Science Technology	Pair Corr
0.93	VCTPX	Inflation Protected	Pair Corr
0.66	VCSOX	Global Social Awareness	Pair Corr
0.71	VCSLX	Small Cap Index	Pair Corr
0.68	VCULX	Growth Fund Growth	Pair Corr
0.75	VDAFX	Dynamic Allocation	Pair Corr
0.67	VVMCX	Valic Company I	Pair Corr
0.67	VVSGX	Valic Company I	Pair Corr
0.72	VVSCX	Valic Company I	Pair Corr
0.81	VGCLX	Valic Company I	Pair Corr
0.73	VGLSX	Global Strategy	Pair Corr
0.65	VGREX	Global Real Estate	Pair Corr
0.79	VHYLX	Valic Company I	Pair Corr
0.73	VIOPX	Valic Company I	Pair Corr
0.72	VLAGX	Valic Company I	Pair Corr
0.66	VLCGX	Large Capital Growth	Pair Corr
0.74	VLSMX	Valic Company I	Pair Corr
0.91	MWTNX	Metropolitan West Total	Pair Corr
0.91	MWTSX	Metropolitan West Total	Pair Corr
0.93	PTTPX	Pimco Total Return	Pair Corr
0.92	PTRRX	Total Return	Pair Corr

Moving against Valic Mutual Fund

0.64	USPSX	Profunds Ultrashort	Pair Corr
0.63	USPIX	Profunds Ultrashort	Pair Corr
0.62	UIPIX	Ultrashort Mid Cap	Pair Corr
0.52	TCSUX	Cleartrack 2020 Class	Pair Corr
0.51	TCTGX	Transamerica Cleartrack	Pair Corr
0.5	TCTJX	Transamerica Cleartrack	Pair Corr
0.49	TDKTX	Cleartrack 2015 Class	Pair Corr

Related Correlations Analysis

	VMIDX	VVMCX	VMSGX	VVSGX	VGCLX	VGLSX	VGREX	VHYLX	VIOPX
VMIDX		1.0	0.98	0.98	0.94	0.97	0.86	0.95	0.93	VMIDX
VVMCX	1.0		0.98	0.99	0.95	0.98	0.85	0.96	0.94	VVMCX
VMSGX	0.98	0.98		0.99	0.97	0.99	0.89	0.97	0.97	VMSGX
VVSGX	0.98	0.99	0.99		0.96	0.99	0.9	0.96	0.96	VVSGX
VGCLX	0.94	0.95	0.97	0.96		0.98	0.86	0.99	0.98	VGCLX
VGLSX	0.97	0.98	0.99	0.99	0.98		0.89	0.98	0.98	VGLSX
VGREX	0.86	0.85	0.89	0.9	0.86	0.89		0.85	0.88	VGREX
VHYLX	0.95	0.96	0.97	0.96	0.99	0.98	0.85		0.98	VHYLX
VIOPX	0.93	0.94	0.97	0.96	0.98	0.98	0.88	0.98		VIOPX
	VMIDX	VVMCX	VMSGX	VVSGX	VGCLX	VGLSX	VGREX	VHYLX	VIOPX

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Risk-Adjusted Indicators

There is a big difference between Valic Mutual Fund performing well and Valic Company Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Valic Company's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
VMIDX	0.74	0.08	0.08	0.22	0.76	(0.85)	2.16	(1.56)	6.18
VVMCX	0.75	0.10	0.10	0.23	0.72	(0.86)	2.20	(1.46)	6.00
VMSGX	0.79	0.19	0.18	0.32	0.63	(0.93)	2.37	(1.36)	5.47
VVSGX	0.88	0.12	0.11	0.24	0.84	(0.99)	2.42	(1.71)	6.41
VGCLX	0.29	0.11	(0.06)	(2.24)	0.00	(0.35)	0.88	(0.51)	2.04
VGLSX	0.34	0.09	0.04	0.35	0.00	(0.44)	1.06	(0.76)	2.18
VGREX	0.52	0.05	(0.02)	0.24	0.70	(0.55)	1.48	(1.14)	3.74
VHYLX	0.17	0.10	(0.19)	(1.67)	0.00	(0.26)	0.45	(0.15)	1.20
VIOPX	0.51	0.27	0.22	(4.00)	0.00	(0.67)	1.41	(0.91)	2.94

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