VBCVX vs. THPGX
VBCVX (VALIC Company I Systematic Value Fund) and THPGX (Thompson LargeCap Fund) are both Large Cap Value Equities funds. Over the past 10 years, VBCVX returned 10.65%/yr vs 14.28%/yr for THPGX. Their correlation of 0.92 means they have usually moved in the same direction. VBCVX charges 0.48%/yr vs 0.99%/yr for THPGX.
Performance
VBCVX vs. THPGX - Performance Comparison
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Returns By Period
In the year-to-date period, VBCVX achieves a 19.39% return, which is significantly higher than THPGX's 12.42% return. Over the past 10 years, VBCVX has underperformed THPGX with an annualized return of 10.65%, while THPGX has yielded a comparatively higher 14.28% annualized return.
VBCVX
- 1D
- 0.61%
- 1M
- 2.30%
- 6M
- 14.96%
- YTD
- 19.39%
- 1Y
- 30.64%
- 3Y*
- 16.42%
- 5Y*
- 11.30%
- 10Y*
- 10.65%
- ALL TIME*
- 6.86%
THPGX
- 1D
- -0.11%
- 1M
- 0.60%
- 6M
- 10.60%
- YTD
- 12.42%
- 1Y
- 33.89%
- 3Y*
- 19.48%
- 5Y*
- 12.66%
- 10Y*
- 14.28%
- ALL TIME*
- 9.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VBCVX vs. THPGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBCVX VALIC Company I Systematic Value Fund | 19.39% | 10.37% | 16.75% | 11.06% | -6.57% | 31.26% | -2.16% | 23.66% | -17.02% | 18.17% |
THPGX Thompson LargeCap Fund | 12.42% | 27.10% | 17.14% | 22.06% | -15.78% | 28.09% | 15.49% | 33.59% | -12.31% | 18.24% |
Correlation
The correlation between VBCVX and THPGX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2005 | 0.92 |
The correlation between VBCVX and THPGX has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
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Return for Risk
VBCVX vs. THPGX — Risk / Return Rank
VBCVX
THPGX
VBCVX vs. THPGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Systematic Value Fund (VBCVX) and Thompson LargeCap Fund (THPGX). 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.
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.
| VBCVX | THPGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.43 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 3.83 | +0.36 |
| Martin ratioReturn relative to average drawdown | 17.44 | 15.42 | +2.02 |
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Drawdowns
VBCVX vs. THPGX - Drawdown Comparison
The maximum VBCVX drawdown since its inception was -58.88%, smaller than the maximum THPGX drawdown of -65.52%. Use the drawdown chart below to compare losses from any high point for VBCVX and THPGX.
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Drawdown Indicators
| VBCVX | THPGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.88% | -65.52% | +6.64% |
Max Drawdown (1Y)Largest decline over 1 year | -6.73% | -8.16% | +1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -19.90% | -18.75% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -26.49% | +6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -40.12% | -40.68% | +0.56% |
Current DrawdownCurrent decline from peak | -0.33% | -0.96% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -9.54% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.03% | -0.41% |
Volatility
VBCVX vs. THPGX - Volatility Comparison
The current volatility for VALIC Company I Systematic Value Fund (VBCVX) is 3.00%, while Thompson LargeCap Fund (THPGX) has a volatility of 3.72%. This indicates that VBCVX experiences smaller price fluctuations and is considered to be less risky than THPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VBCVX | THPGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 3.72% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 9.54% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 12.79% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.03% | 17.71% | -2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 19.83% | -2.31% |
VBCVX vs. THPGX - Expense Ratio Comparison
VBCVX has a 0.48% expense ratio, which is lower than THPGX's 0.99% expense ratio.
Dividends
VBCVX vs. THPGX - Dividend Comparison
VBCVX's dividend yield for the trailing twelve months is around 7.75%, more than THPGX's 4.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THPGX Thompson LargeCap Fund | 4.98% | 5.60% | 11.97% | 8.38% | 5.06% | 4.95% | 0.90% | 2.73% | 0.89% | 0.82% | 0.80% | 0.72% |
VBCVX VALIC Company I Systematic Value Fund | 7.75% | 0.00% | 1.61% | 7.29% | 4.41% | 19.32% | 13.79% | 10.74% | 1.92% | 4.14% | 0.00% | 0.00% |
Frequently Asked Questions
VBCVX and THPGX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
THPGX has higher volatility (3.72%) compared to VBCVX (3.00%). In terms of maximum drawdown, VBCVX dropped -58.88% vs THPGX's -65.52%.
VBCVX currently has the higher Sharpe Ratio (2.53 vs 2.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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