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ISIN
US91915R6999
Issuer
VALIC
Inception Date
Dec 5, 2005
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

VBCVX Performance Chart

VALIC Company I Systematic Value Fund (VBCVX) is up 12.0% since the beginning of the year. VBCVX is currently trading at $17 per share. Investors who bought $1,000 worth of VBCVX shares 5 years ago would now be looking at an investment worth $1,616.


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S&P 500 Index

Returns By Period

VALIC Company I Systematic Value Fund (VBCVX) has returned 11.99% so far this year and 25.85% over the past 12 months. Over the last ten years, VBCVX has returned 10.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


VALIC Company I Systematic Value Fund

1D
0.29%
1M
4.65%
YTD
11.99%
6M
13.84%
1Y
25.85%
3Y*
16.61%
5Y*
10.08%
10Y*
10.05%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBCVX Monthly Returns History

Based on dividend-adjusted daily data since Dec 7, 2005, VBCVX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +12.8%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VBCVX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.0%, while the worst single day was Mar 16, 2020 at -13.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.85%1.57%-4.89%6.79%4.22%0.29%11.99%
20254.12%0.57%-8.31%-2.01%4.45%3.04%0.92%2.67%1.90%-0.68%3.07%0.85%10.37%
20240.76%3.63%5.49%-4.86%3.55%-0.93%5.05%3.37%1.13%-0.20%6.19%-6.70%16.75%
20235.26%-2.46%-1.14%0.25%-3.58%7.08%3.06%-1.49%-3.73%-3.63%6.67%5.21%11.06%
2022-2.88%-1.88%2.82%-5.17%2.76%-7.69%6.83%-3.59%-8.41%9.80%6.35%-3.78%-6.57%
2021-0.30%4.35%7.03%5.22%3.23%-0.38%1.84%2.18%-3.68%4.81%-2.77%6.67%31.26%

Benchmark Metrics

VALIC Company I Systematic Value Fund has an annualized alpha of -1.78%, beta of 0.94, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since December 08, 2005.

  • This fund participated in 104.33% of S&P 500 Index downside but only 92.88% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.94 and R2 of 0.89, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.78%
Beta
0.94
0.89
Upside Capture
92.88%
Downside Capture
104.33%

Expense Ratio

VBCVX has an expense ratio of 0.48%, placing it in the medium range.


Return for Risk

Risk / Return Rank

VBCVX ranks 73 for risk / return — better than 73% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VBCVX Risk / Return Rank: 7373
Overall Rank
VBCVX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VBCVX Sortino Ratio Rank: 6868
Sortino Ratio Rank
VBCVX Omega Ratio Rank: 5959
Omega Ratio Rank
VBCVX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VBCVX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for VALIC Company I Systematic Value Fund (VBCVX) and compare them to S&P 500 Index.


VBCVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.44

2.39

+0.05

Sortino ratio

Return per unit of downside risk

3.43

3.25

+0.17

Omega ratio

Gain probability vs. loss probability

1.43

1.43

0.00

Calmar ratio

Return relative to maximum drawdown

3.85

3.11

+0.74

Martin ratio

Return relative to average drawdown

15.70

14.38

+1.32

Dividends

Dividend History

VALIC Company I Systematic Value Fund provided a 8.26% dividend yield over the last twelve months, with an annual payout of $1.41 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.00$2.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.41$0.00$0.24$0.96$0.56$2.75$1.85$1.71$0.28$0.73

Dividend yield

8.26%0.00%1.61%7.29%4.41%19.32%13.79%10.74%1.92%4.14%

Monthly Dividends

The table displays the monthly dividend distributions for VALIC Company I Systematic Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$1.41$0.00$0.00$0.00$1.41
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24
2023$0.00$0.00$0.96$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.96
2022$0.00$0.00$0.56$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56
2021$0.00$0.00$2.75$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.75

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the VALIC Company I Systematic Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the VALIC Company I Systematic Value Fund was 58.88%, occurring on Mar 9, 2009. Recovery took 1048 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-58.88%Mar 2009
1y 9mo4y 2mo
5y 11moJun 2007 - May 2013
COVID crash2020
-40.12%Mar 2020
2y 1mo11mo 8d
3y 27dJan 2018 - Feb 2021
2016 bear market2016
-25.28%Feb 2016
7mo 23d1y 4d
1y 7moJun 2015 - Feb 2017
2025 selloff2025
-19.90%Apr 2025
4mo 7d5mo 28d
10mo 5dDec 2024 - Oct 2025
Bear market2022
-17.71%Sep 2022
8mo 20d10mo 4d
1y 6moJan 2022 - Jul 2023

Drawdown Indicators


VBCVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.88%

-56.78%

-2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-6.73%

-9.10%

+2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-19.90%

-18.90%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

-25.43%

+5.53%

Max Drawdown (10Y)

Largest decline over 10 years

-40.12%

-33.92%

-6.20%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-11.00%

-10.72%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.97%

-0.32%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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