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VAPPX vs. VCGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VAPPX vs. VCGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Capital Appreciation Fund (VAPPX) and VALIC Company I Systematic Core Fund (VCGAX). The values are adjusted to include any dividend payments, if applicable.

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VAPPX vs. VCGAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VAPPX
VALIC Company I Capital Appreciation Fund
-13.96%11.88%31.97%40.53%-25.71%11.78%
VCGAX
VALIC Company I Systematic Core Fund
-7.95%9.41%23.14%23.94%-18.71%10.80%

Returns By Period

In the year-to-date period, VAPPX achieves a -13.96% return, which is significantly lower than VCGAX's -7.95% return.


VAPPX

1D
-0.66%
1M
-8.59%
YTD
-13.96%
6M
-12.31%
1Y
10.12%
3Y*
16.80%
5Y*
10Y*

VCGAX

1D
-0.28%
1M
-7.15%
YTD
-7.95%
6M
-5.90%
1Y
10.57%
3Y*
13.02%
5Y*
8.16%
10Y*
11.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VAPPX vs. VCGAX - Expense Ratio Comparison

VAPPX has a 0.60% expense ratio, which is lower than VCGAX's 0.63% expense ratio.


Return for Risk

VAPPX vs. VCGAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VAPPX
VAPPX Risk / Return Rank: 1717
Overall Rank
VAPPX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VAPPX Sortino Ratio Rank: 2020
Sortino Ratio Rank
VAPPX Omega Ratio Rank: 1818
Omega Ratio Rank
VAPPX Calmar Ratio Rank: 1414
Calmar Ratio Rank
VAPPX Martin Ratio Rank: 1414
Martin Ratio Rank

VCGAX
VCGAX Risk / Return Rank: 2727
Overall Rank
VCGAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VCGAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
VCGAX Omega Ratio Rank: 2828
Omega Ratio Rank
VCGAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
VCGAX Martin Ratio Rank: 2929
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.

VAPPX vs. VCGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Capital Appreciation Fund (VAPPX) and VALIC Company I Systematic Core Fund (VCGAX). 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.


VAPPXVCGAXDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.65

-0.17

Sortino ratio

Return per unit of downside risk

0.86

1.06

-0.20

Omega ratio

Gain probability vs. loss probability

1.12

1.15

-0.04

Calmar ratio

Return relative to maximum drawdown

0.40

0.70

-0.30

Martin ratio

Return relative to average drawdown

1.38

3.14

-1.76

VAPPX vs. VCGAX - Sharpe Ratio Comparison

The current VAPPX Sharpe Ratio is 0.48, which is comparable to the VCGAX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of VAPPX and VCGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VAPPXVCGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.65

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.22

+0.19

Correlation

The correlation between VAPPX and VCGAX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VAPPX vs. VCGAX - Dividend Comparison

VAPPX's dividend yield for the trailing twelve months is around 5.72%, less than VCGAX's 7.37% yield.


TTM202520242023202220212020201920182017
VAPPX
VALIC Company I Capital Appreciation Fund
5.72%0.00%8.31%29.25%6.45%0.00%0.00%0.00%0.00%0.00%
VCGAX
VALIC Company I Systematic Core Fund
7.37%0.00%1.69%4.83%0.79%9.20%10.09%10.41%1.01%3.82%

Drawdowns

VAPPX vs. VCGAX - Drawdown Comparison

The maximum VAPPX drawdown since its inception was -30.00%, smaller than the maximum VCGAX drawdown of -71.37%. Use the drawdown chart below to compare losses from any high point for VAPPX and VCGAX.


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Drawdown Indicators


VAPPXVCGAXDifference

Max Drawdown

Largest peak-to-trough decline

-30.00%

-71.37%

+41.37%

Max Drawdown (1Y)

Largest decline over 1 year

-16.59%

-12.22%

-4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

Current Drawdown

Current decline from peak

-16.59%

-9.55%

-7.04%

Average Drawdown

Average peak-to-trough decline

-8.50%

-25.40%

+16.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

2.77%

+2.00%

Volatility

VAPPX vs. VCGAX - Volatility Comparison

VALIC Company I Capital Appreciation Fund (VAPPX) has a higher volatility of 5.04% compared to VALIC Company I Systematic Core Fund (VCGAX) at 4.05%. This indicates that VAPPX's price experiences larger fluctuations and is considered to be riskier than VCGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAPPXVCGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

4.05%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

8.40%

+2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

21.38%

17.43%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.99%

16.89%

+4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.99%

18.36%

+2.63%