Valic Company Correlations

Mutual Funds . USA . 
Fund . Valic Company I
VCIGX Fund  USD 12.84  0.07  0.55%   
The current 90-days correlation between Valic Company I and Mid Cap Index is -0.18 (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 -0.14 (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 price.

Moving together with Valic Mutual Fund

  0.96VMIDX Mid Cap IndexPairCorr
  0.97VMSGX Mid Cap StrategicPairCorr
  0.99VAPPX Valic Company IPairCorr
  0.99VSRDX Valic Company IPairCorr
  0.98VSTIX Stock Index FundPairCorr
  0.87VSSVX Small Cap SpecialPairCorr
  0.97VBCVX Broad Cap ValuePairCorr
  0.98VCAAX Asset AllocationPairCorr
  0.73VCBDX Valic Company IPairCorr
  0.98VCBCX Blue Chip GrowthPairCorr
  0.98VCGAX Growth IncomePairCorr
  0.97VCGEX Emerging EconomiesPairCorr
  0.96VCFVX Foreign ValuePairCorr
  0.94VCIEX International EquitiesPairCorr
  0.68VCIFX International GovernmentPairCorr
  0.94VCINX International GrowthPairCorr
  0.98VCNIX Nasdaq 100 IndexPairCorr
  0.98VCSTX Science TechnologyPairCorr
  0.74VCTPX Inflation ProtectedPairCorr
  0.96VCSOX Global Social AwarenessPairCorr
  0.97VCSLX Small Cap IndexPairCorr
  0.99VCULX Growth Fund GrowthPairCorr
  0.98VDAFX Dynamic AllocationPairCorr
  0.97VVMCX Valic Company IPairCorr
  0.97VVSGX Valic Company IPairCorr
  0.97VVSCX Valic Company IPairCorr
  0.99VGCLX Valic Company IPairCorr
  0.98VGLSX Global StrategyPairCorr
  0.85VGREX Global Real EstatePairCorr
  0.98VHYLX Valic Company IPairCorr
  0.98VIOPX Valic Company IPairCorr
  1.0VLAGX Valic Company IPairCorr
  0.97VLCGX Large Capital GrowthPairCorr
  0.98VLSMX Valic Company IPairCorr
  0.97VVIAX Vanguard Value IndexPairCorr
  0.98DOXGX Dodge Cox StockPairCorr
  0.98AFMFX American MutualPairCorr
  0.98FFMMX American Funds AmericanPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
VMIDX  0.74  0.08  0.08  0.22  0.76 
(0.85)
 2.16 
(1.56)
 6.18 
VMSGX  0.79  0.19  0.18  0.32  0.63 
(0.93)
 2.37 
(1.36)
 5.47 
VAPPX  0.82  0.30  0.15 (1.96) 0.68 
(0.98)
 2.27 
(1.56)
 5.92 
VSRDX  0.67  0.27  0.13 (1.78) 0.49 
(0.81)
 1.92 
(1.52)
 4.31 
VSTIX  0.65  0.11  0.11  0.25  0.56 
(0.77)
 2.02 
(1.12)
 4.86 
VSSVX  0.99  0.00  0.01  0.13  1.00 
(1.13)
 2.38 
(1.75)
 6.32 
VBCVX  0.58  0.05  0.03  0.19  0.52 
(0.66)
 1.63 
(1.09)
 3.91 
VCAAX  0.43  0.07  0.02  0.25  0.33 
(0.52)
 1.37 
(0.85)
 3.15 
VCBDX  0.25  0.03 (0.31)(1.63) 0.17 
(0.32)
 0.52 
(0.41)
 1.46 
VCBCX  0.82  0.17  0.16  0.29  0.71 
(0.98)
 2.43 
(1.40)
 5.66 

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