Valic Company Correlations

Mutual Funds . USA . 
Fund . Valic Company I
VVSCX Fund  USD 12.64  0.04  0.32%   
The current 90-days correlation between Valic Company I and Mid Cap Index is 0.92 (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 0.86 (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 services.

Moving together with Valic Mutual Fund

  0.67VSIIX Vanguard Small CapPairCorr
  1.0VISVX Vanguard Small CapPairCorr
  0.68DFSVX Us Small CapPairCorr
  0.68DFFVX Us Targeted ValuePairCorr
  0.7UBVCX Undiscovered ManagersPairCorr
  0.7UBVAX Undiscovered ManagersPairCorr
  0.7UBVSX Undiscovered ManagersPairCorr
  1.0AVFIX American Beacon SmallPairCorr
  0.93VSTSX Vanguard Total StockPairCorr
  0.93VSMPX Vanguard Total StockPairCorr
  0.93VITSX Vanguard Total StockPairCorr
  0.92VFFSX Vanguard 500 IndexPairCorr
  0.92VFIAX Vanguard 500 IndexPairCorr
  0.91VTISX Vanguard Total InterPairCorr
  0.91VTSNX Vanguard Total InterPairCorr
  0.91VTPSX Vanguard Total InterPairCorr
  0.92VINIX Vanguard InstitutionalPairCorr
  0.93VTSAX Vanguard Total StockPairCorr
  0.63JRTIX Multi Index 2030PairCorr
  0.65NREMX Neuberger Berman EmergingPairCorr
  0.89MBSAX Multisector Bond SmaPairCorr
  0.66TICRX Tiaa Cref SocialPairCorr
  0.69REITX American Funds 2050PairCorr
  0.61LGPSX Profunds Large CapPairCorr
  0.69JSPGX Janus Global AllocationPairCorr
  0.7RUSTX Us Strategic EquityPairCorr
  0.64LIHKX Blackrock Lifepath IdxPairCorr
  0.69LCBDX Clearbridge TacticalPairCorr
  0.67CBAFX American Funds BalancedPairCorr
  0.63TEQKX Tiaa Cref EmergingPairCorr

Related Correlations Analysis


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  0.68  0.02  0.03  0.11  0.65 
(0.76)
 1.43 
(1.27)
 3.58 
VMSGX  0.67  0.03  0.03  0.13  0.56 
(0.79)
 1.47 
(0.92)
 2.97 
VAPPX  0.62  0.04  0.04  0.14  0.63 
(0.69)
 1.50 
(0.96)
 3.80 
VSRDX  0.49  0.10 (0.02)(0.40) 0.47 
(0.57)
 1.15 
(0.88)
 2.78 
VSTIX  0.48  0.05  0.05  0.15  0.31 
(0.57)
 1.13 
(0.79)
 2.72 
VSSVX  0.96 (0.02) 0.02  0.08  0.88 
(1.23)
 2.38 
(1.52)
 4.85 
VBCVX  0.48  0.02  0.00  0.11  0.41 
(0.55)
 1.02 
(0.84)
 2.47 
VCAAX  0.33  0.05  0.02  0.20  0.00 
(0.41)
 0.73 
(0.49)
 1.58 
VCBDX  0.22  0.04 (0.18) 1.64  0.00 
(0.30)
 0.51 
(0.31)
 1.14 
VCBCX  0.63  0.08  0.08  0.19  0.57 
(0.70)
 1.41 
(1.12)
 3.46 

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