Valic Company Correlations

Mutual Funds . USA . 
Fund . Valic Company I
VVSGX Fund  USD 16.84  0.10  0.59%   
The current 90-days correlation between Valic Company I and Mid Cap Index is 0.94 (i.e., Almost no 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

Very poor diversification

The correlation between Valic Company I and DJI is 0.85 (i.e., Very poor 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

  0.98VMIDX Mid Cap IndexPairCorr
  0.99VMSGX Mid Cap StrategicPairCorr
  0.97VAPPX Valic Company IPairCorr
  0.97VSRDX Valic Company IPairCorr
  0.99VSTIX Stock Index FundPairCorr
  0.91VSSVX Small Cap SpecialPairCorr
  0.99VBCVX Broad Cap ValuePairCorr
  0.98VCAAX Asset AllocationPairCorr
  0.67VCBDX Valic Company IPairCorr
  0.99VCBCX Blue Chip GrowthPairCorr
  0.99VCGAX Growth IncomePairCorr
  0.98VCGEX Emerging EconomiesPairCorr
  0.96VCFVX Foreign ValuePairCorr
  0.96VCIEX International EquitiesPairCorr
  0.63VCIFX International GovernmentPairCorr
  0.97VCIGX Valic Company IPairCorr
  0.97VCINX International GrowthPairCorr
  0.99VCNIX Nasdaq 100 IndexPairCorr
  0.99VCSTX Science TechnologyPairCorr
  0.71VCTPX Inflation ProtectedPairCorr
  0.95VCSOX Global Social AwarenessPairCorr
  0.99VCSLX Small Cap IndexPairCorr
  0.97VCULX Growth Fund GrowthPairCorr
  0.99VDAFX Dynamic AllocationPairCorr
  0.99VVMCX Valic Company IPairCorr
  0.93VVSCX Valic Company IPairCorr
  0.96VGCLX Valic Company IPairCorr
  0.99VGLSX Global StrategyPairCorr
  0.9VGREX Global Real EstatePairCorr
  0.96VHYLX Valic Company IPairCorr
  0.96VIOPX Valic Company IPairCorr
  0.97VLAGX Valic Company IPairCorr
  0.99VLCGX Large Capital GrowthPairCorr
  0.99VLSMX Valic Company IPairCorr
  0.97VSGAX Vanguard Small CapPairCorr
  1.0VSGIX Vanguard Small CapPairCorr
  1.0VISGX Vanguard Small CapPairCorr
  1.0VEXPX Vanguard ExplorerPairCorr

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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