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ISIN
US91915R5090
Issuer
VALIC
Inception Date
Apr 29, 1994
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

VCGAX Performance Chart

VALIC Company I Systematic Core Fund (VCGAX) is up 5.4% since the beginning of the year. VCGAX is currently trading at $37 per share. Investors who bought $1,000 worth of VCGAX shares 5 years ago would now be looking at an investment worth $1,587.


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S&P 500 Index

Returns By Period

VALIC Company I Systematic Core Fund (VCGAX) has returned 5.35% so far this year and 18.87% over the past 12 months. Over the last ten years, VCGAX has had an annualized return of 13.68%, just under the S&P 500 Index benchmark’s 13.71%.


VALIC Company I Systematic Core Fund

1D
-0.57%
1M
-0.73%
YTD
5.35%
6M
4.15%
1Y
18.87%
3Y*
16.38%
5Y*
9.68%
10Y*
13.68%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCGAX Monthly Returns History

Based on dividend-adjusted daily data since Mar 7, 1997, VCGAX's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +13.8%, while the worst month was Dec 2000 at -19.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, VCGAX closed higher 52% of trading days. The best single day was Oct 28, 2008 with a return of +11.5%, while the worst single day was Dec 21, 2000 at -20.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.32%-1.18%-4.39%9.55%3.04%-1.53%5.35%
20253.03%-1.83%-9.94%-1.03%5.81%4.38%1.98%2.58%2.77%0.96%1.03%0.22%9.41%
20241.39%5.36%3.37%-4.69%4.82%2.89%1.91%2.10%1.75%-0.90%6.60%-3.00%23.14%
20236.75%-2.38%2.16%1.03%-0.37%6.98%3.30%-1.60%-4.46%-2.61%8.65%5.19%23.94%
2022-5.85%-2.68%2.81%-8.16%0.04%-8.26%8.87%-4.00%-9.10%8.31%5.64%-5.81%-18.71%
2021-0.23%2.72%4.08%5.22%0.72%2.03%1.88%2.86%-4.82%6.35%-1.08%4.39%26.34%

Benchmark Metrics

VALIC Company I Systematic Core Fund has an annualized alpha of -2.68%, beta of 0.98, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since March 07, 1997.

  • This fund participated in 102.78% of S&P 500 Index downside but only 88.57% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.68% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.98 and R2 of 0.90, 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
-2.68%
Beta
0.98
0.90
Upside Capture
88.57%
Downside Capture
102.78%

Expense Ratio

VCGAX has an expense ratio of 0.63%, placing it in the medium range.


Return for Risk

Risk / Return Rank

VCGAX ranks 39 for risk / return — below 39% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


VCGAX Risk / Return Rank: 3939
Overall Rank
VCGAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VCGAX Sortino Ratio Rank: 4040
Sortino Ratio Rank
VCGAX Omega Ratio Rank: 3737
Omega Ratio Rank
VCGAX Calmar Ratio Rank: 3434
Calmar Ratio Rank
VCGAX Martin Ratio Rank: 4545
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 Core Fund (VCGAX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VCGAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.30

1.32

-0.02

Calmar ratioReturn relative to maximum drawdown

2.11

2.46

-0.34

Martin ratioReturn relative to average drawdown

9.00

10.92

-1.92

Dividends

Dividend History

VALIC Company I Systematic Core Fund provided a 6.44% dividend yield over the last twelve months, with an annual payout of $2.36 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.00$2.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$2.36$0.00$0.58$1.36$0.19$2.74$2.64$2.52$0.21$0.88

Dividend yield

6.44%0.00%1.69%4.83%0.79%9.20%10.09%10.41%1.01%3.82%

Monthly Dividends

The table displays the monthly dividend distributions for VALIC Company I Systematic Core 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$2.36$0.00$0.00$0.00$2.36
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$0.58$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58
2023$0.00$0.00$1.36$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.36
2022$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19
2021$0.00$0.00$2.74$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.74

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 Core 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 Core Fund was 71.37%, occurring on Mar 9, 2009. Recovery took 2208 trading sessions.

The current VALIC Company I Systematic Core Fund drawdown is 1.77%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-71.37%Mar 2009
9y 7mo8y 9mo
18y 5moJul 1999 - Dec 2017
COVID crash2020
-34.41%Mar 2020
1mo 2d4mo 13d
5mo 15dFeb 2020 - Aug 2020
1998 bear market1998
-29.97%Oct 1998
2mo 19d5mo 4d
7mo 23dJul 1998 - Mar 1999
Bear market2022
-24.90%Sep 2022
9mo 4d1y 2mo
1y 11moDec 2021 - Dec 2023
2025 selloff2025
-22.35%Apr 2025
1mo 17d4mo 16d
6mo 3dFeb 2025 - Aug 2025

Drawdown Indicators


VCGAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-71.37%

-56.78%

-14.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-9.10%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-22.35%

-18.90%

-3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-25.43%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

-33.92%

-0.49%

Current Drawdown

Current decline from peak

-1.77%

-3.21%

+1.44%

Average Drawdown

Average peak-to-trough decline

-25.21%

-10.71%

-14.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.04%

+0.19%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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