Using lag-correlation function analysis, the correlation coefficient at zero lag (<I>r</I><sub>0</sub>), the maximum (<I>r</I><sub>m</sub>) and the corresponding lag time (<I>L</I><sub>m</sub>) between solar (<I>R</I><sub>z</sub>) and geomagnetic (<I>aa</I>) activity for a 528-month (44-year) running time window are shown to vary in a declining, declining and rising secular trend, respectively, before 1958. However, these trends changed since 1958 with a rising secular trend in both <I>r</I><sub>0</sub> and <I>r</I><sub>m</sub> and without a significant trend in <I>L</I><sub>m</sub>, probably related to a periodicity longer than 140 years. An odd-numbered solar cycle tends to show a higher correlation and a shorter lag time between <I>R</I><sub>z</sub> and <I>aa</I> than the previous even-numbered one, suggesting a 2-cycle periodicity superimposed on secular trends. An even-numbered Hale cycle tends to show a higher correlation and a shorter lag time between <I>R</I><sub>z</sub> and <I>aa</I> than the previous odd-numbered one, suggesting a 4-cycle periodicity superimposed on secular trends. The variations in the correlations may be related to the non-linearity between <I>R</I><sub>z</sub> and <I>aa</I>, and the decreasing trend in the correlation (<I>r</I><sub>0</sub>) is not exclusively caused by the increasing trend in the lag time of <I>aa</I> to <I>R</I><sub>z</sub>. These results represent an observational constraint on solar-dynamo models and can help us gain a better understanding of the long-term evolution of solar activities. In applications, therefore, cautions must be taken when using the correlation for molding the dynamical process of the Sun and for predicting solar activities.