VBCVX vs. FLCOX
Compare and contrast key facts about VALIC Company I Systematic Value Fund (VBCVX) and Fidelity Large Cap Value Index Fund (FLCOX).
VBCVX is managed by VALIC. It was launched on Dec 5, 2005. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
VBCVX vs. FLCOX - Performance Comparison
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VBCVX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBCVX VALIC Company I Systematic Value Fund | 0.32% | 10.37% | 16.75% | 11.06% | -6.57% | 31.26% | -2.16% | 23.66% | -17.02% | 17.05% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, VBCVX achieves a 0.32% return, which is significantly lower than FLCOX's 2.08% return.
VBCVX
- 1D
- 1.80%
- 1M
- -4.78%
- YTD
- 0.32%
- 6M
- 3.50%
- 1Y
- 15.32%
- 3Y*
- 12.25%
- 5Y*
- 9.40%
- 10Y*
- 9.21%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
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VBCVX vs. FLCOX - Expense Ratio Comparison
VBCVX has a 0.48% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
VBCVX vs. FLCOX — Risk / Return Rank
VBCVX
FLCOX
VBCVX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Systematic Value Fund (VBCVX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
| VBCVX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.02 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.48 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.44 | +0.02 |
Martin ratioReturn relative to average drawdown | 7.01 | 6.76 | +0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VBCVX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.02 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.62 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.54 | -0.22 |
Correlation
The correlation between VBCVX and FLCOX is 0.97, 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
VBCVX vs. FLCOX - Dividend Comparison
VBCVX's dividend yield for the trailing twelve months is around 9.22%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBCVX VALIC Company I Systematic Value Fund | 9.22% | 0.00% | 1.61% | 7.29% | 4.41% | 19.32% | 13.79% | 10.74% | 1.92% | 4.14% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% |
Drawdowns
VBCVX vs. FLCOX - Drawdown Comparison
The maximum VBCVX drawdown since its inception was -58.88%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for VBCVX and FLCOX.
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Drawdown Indicators
| VBCVX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.88% | -38.28% | -20.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -11.81% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -19.00% | -0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -40.12% | — | — |
Current DrawdownCurrent decline from peak | -5.05% | -4.82% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -11.09% | -4.52% | -6.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.51% | -0.16% |
Volatility
VBCVX vs. FLCOX - Volatility Comparison
The current volatility for VALIC Company I Systematic Value Fund (VBCVX) is 4.12%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 4.38%. This indicates that VBCVX experiences smaller price fluctuations and is considered to be less risky than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VBCVX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.38% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 8.29% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.99% | 15.73% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 14.83% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.62% | 17.73% | -0.11% |