- ISIN
- US91915R8557
- Issuer
- VALIC
- Inception Date
- Oct 2, 1989
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
VCSOX Performance Chart
VALIC Company I International Socially Responsible Fund (VCSOX) is up 12.2% since the beginning of the year. VCSOX is currently trading at $32 per share. Investors who bought $1,000 worth of VCSOX shares 5 years ago would now be looking at an investment worth $1,436.
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Returns By Period
VALIC Company I International Socially Responsible Fund (VCSOX) has returned 12.20% so far this year and 23.74% over the past 12 months. Over the last ten years, VCSOX has returned 9.44% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
VALIC Company I International Socially Responsible Fund
- 1D
- 2.86%
- 1M
- 1.25%
- 6M
- 7.11%
- YTD
- 12.20%
- 1Y
- 23.74%
- 3Y*
- 13.57%
- 5Y*
- 7.50%
- 10Y*
- 9.44%
- ALL TIME*
- 4.44%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
VCSOX Monthly Returns History
Based on dividend-adjusted daily data since Dec 28, 1995, VCSOX's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +14.2%, while the worst month was Oct 2008 at -20.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 9 months.
On a daily basis, VCSOX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +13.0%, while the worst single day was Dec 22, 2008 at -16.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.75% | 5.36% | -9.09% | 6.78% | 2.61% | 0.58% | 1.47% | 12.20% | |||||
| 2025 | 4.15% | 2.36% | -4.12% | 3.78% | 4.84% | 2.58% | -1.62% | 3.47% | 1.80% | 1.01% | 0.69% | 2.15% | 22.82% |
| 2024 | -0.71% | 3.10% | 2.63% | -3.38% | 5.16% | -1.54% | 3.14% | 3.67% | 0.30% | -5.66% | 0.12% | -3.26% | 2.99% |
| 2023 | 8.23% | -2.64% | 2.78% | 2.77% | -3.53% | 3.89% | 2.73% | -3.82% | -3.88% | -2.97% | 8.80% | 5.76% | 18.28% |
| 2022 | -4.63% | -3.24% | 0.31% | -6.97% | 1.48% | -8.98% | 5.66% | -6.40% | -10.28% | 5.64% | 14.21% | -1.64% | -16.24% |
| 2021 | -1.20% | 2.15% | 2.53% | 3.00% | 3.73% | -1.53% | 1.25% | 2.21% | -3.60% | 2.93% | -3.81% | 4.65% | 12.54% |
Benchmark Metrics
VALIC Company I International Socially Responsible Fund has an annualized alpha of -3.00%, beta of 0.92, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since December 28, 1995.
- This fund participated in 104.02% of S&P 500 Index downside but only 85.76% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -3.00% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.92 and R2 of 0.82, 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
- -3.00%
- Beta
- 0.92
- R²
- 0.82
- Upside Capture
- 85.76%
- Downside Capture
- 104.02%
Expense Ratio
VCSOX has an expense ratio of 0.64%, placing it in the medium range.
Return for Risk
Risk / Return Rank
VCSOX ranks 48 for risk / return — above 48% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for VALIC Company I International Socially Responsible Fund (VCSOX) 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.
| VCSOX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.00 | -0.14 |
| Martin ratioReturn relative to average drawdown | 6.91 | 8.49 | -1.59 |
Dividends
Dividend History
VALIC Company I International Socially Responsible Fund provided a 5.62% dividend yield over the last twelve months, with an annual payout of $1.78 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.78 | $0.00 | $0.43 | $0.73 | $1.77 | $6.09 | $1.40 | $0.48 | $0.43 | $0.39 |
Dividend yield | 5.62% | 0.00% | 1.78% | 3.03% | 8.42% | 22.36% | 4.64% | 1.62% | 1.83% | 1.48% |
Monthly Dividends
The table displays the monthly dividend distributions for VALIC Company I International Socially Responsible Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $1.78 | $0.00 | $0.00 | $0.00 | $0.00 | $1.78 | |||||
| 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 | $0.43 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 |
| 2023 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 |
| 2022 | $0.00 | $0.00 | $1.77 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.77 |
| 2021 | $0.00 | $0.00 | $6.09 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.09 |
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 International Socially Responsible 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 International Socially Responsible Fund was 71.49%, occurring on Mar 9, 2009. Recovery took 2222 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-71.49%Mar 2009 | 8y 11mo | 8y 10mo | 17y 9moMar 2000 - Jan 2018 | Financial crisis2007–2009 |
-33.08%Mar 2020 | 2mo | 7mo 23d | 9mo 23dJan 2020 - Nov 2020 | COVID crash2020 |
-31.15%Oct 2022 | 1y 1mo | 1y 4mo | 2y 5moSep 2021 - Mar 2024 | Bear market2022 |
-19.90%Aug 1998 | 1mo 12d | 2mo 24d | 4mo 6dJul 1998 - Nov 1998 | — |
-18.57%Dec 2018 | 10mo 29d | 4mo | 1y 2moJan 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
Drawdown Indicators
| VCSOX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.49% | -56.78% | -14.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -9.10% | -2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -18.48% | -18.90% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -31.15% | -25.43% | -5.72% |
Max Drawdown (10Y)Largest decline over 10 years | -33.08% | -33.92% | +0.84% |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -20.45% | -10.70% | -9.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.14% | +1.05% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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