VAPPX vs. PRWCX

In the year-to-date period, VAPPX achieves a -2.06% return, which is significantly lower than PRWCX's 3.00% return. Over the past 10 years, VAPPX has underperformed PRWCX with an annualized return of 7.16%, while PRWCX has yielded a comparatively higher 10.32% annualized return.

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VAPPX has a 0.60% expense ratio, which is lower than PRWCX's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Capital Appreciation Fund (VAPPX) and T. Rowe Price Capital Appreciation Fund (PRWCX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current VAPPX Sharpe Ratio is 0.61, which is lower than the PRWCX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VAPPX and PRWCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VAPPX's dividend yield for the trailing twelve months is around 1.97%, less than PRWCX's 10.07% yield.

The maximum VAPPX drawdown since its inception was -70.11%, which is greater than PRWCX's maximum drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for VAPPX and PRWCX.

VALIC Company I Capital Appreciation Fund (VAPPX) has a higher volatility of 5.75% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 3.17%. This indicates that VAPPX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.