Valic Company Correlations

Mutual Funds . USA . 
Fund . Valic Company I
VGCLX Fund  USD 11.81  0.01  0.08%   
The current 90-days correlation between Valic Company I and Mid Cap Index is -0.16 (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 -0.11 (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 bureau of economic analysis.

Moving together with Valic Mutual Fund

  0.94VMIDX Mid Cap IndexPairCorr
  0.97VMSGX Mid Cap StrategicPairCorr
  0.98VAPPX Valic Company IPairCorr
  0.98VSRDX Valic Company IPairCorr
  0.97VSTIX Stock Index FundPairCorr
  0.85VSSVX Small Cap SpecialPairCorr
  0.96VBCVX Broad Cap ValuePairCorr
  0.72VCAAX Asset AllocationPairCorr
  0.81VCBDX Valic Company IPairCorr
  0.97VCBCX Blue Chip GrowthPairCorr
  0.97VCGAX Growth IncomePairCorr
  0.97VCGEX Emerging EconomiesPairCorr
  0.96VCFVX Foreign ValuePairCorr
  0.94VCIEX International EquitiesPairCorr
  0.74VCIFX International GovernmentPairCorr
  0.99VCIGX Valic Company IPairCorr
  0.92VCINX International GrowthPairCorr
  0.97VCNIX Nasdaq 100 IndexPairCorr
  0.97VCSTX Science TechnologyPairCorr
  0.8VCTPX Inflation ProtectedPairCorr
  0.95VCSOX Global Social AwarenessPairCorr
  0.96VCSLX Small Cap IndexPairCorr
  0.97VCULX Growth Fund GrowthPairCorr
  0.98VDAFX Dynamic AllocationPairCorr
  0.95VVMCX Valic Company IPairCorr
  0.96VVSGX Valic Company IPairCorr
  0.98VGLSX Global StrategyPairCorr
  0.86VGREX Global Real EstatePairCorr
  0.99VHYLX Valic Company IPairCorr
  0.98VIOPX Valic Company IPairCorr
  0.99VLAGX Valic Company IPairCorr
  0.96VLCGX Large Capital GrowthPairCorr
  0.67VLSMX Valic Company IPairCorr
  0.66VWINX Vanguard Wellesley IncomePairCorr
  0.66VWIAX Vanguard Wellesley IncomePairCorr
  0.76BKMIX Blackrock Multi AssetPairCorr
  0.67HBLTX Hartford BalancedPairCorr

Related Correlations Analysis

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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 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  0.39  0.21  0.14 (8.59) 0.00 
(0.52)
 1.37 
(0.49)
 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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