VBCVX vs. VSTIX
Compare and contrast key facts about VALIC Company I Systematic Value Fund (VBCVX) and VALIC Company I Stock Index Fund (VSTIX).
VBCVX is managed by VALIC. It was launched on Dec 5, 2005. VSTIX is managed by VALIC. It was launched on Apr 20, 1987.
Performance
VBCVX vs. VSTIX - Performance Comparison
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VBCVX vs. VSTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBCVX VALIC Company I Systematic Value Fund | -1.45% | 10.37% | 16.75% | 11.06% | -6.57% | 31.26% | -2.16% | 23.66% | -17.02% | 18.17% |
VSTIX VALIC Company I Stock Index Fund | -7.17% | 14.28% | 24.76% | 25.62% | -18.11% | 28.40% | 18.55% | 31.05% | -8.09% | 21.46% |
Returns By Period
In the year-to-date period, VBCVX achieves a -1.45% return, which is significantly higher than VSTIX's -7.17% return. Over the past 10 years, VBCVX has underperformed VSTIX with an annualized return of 9.01%, while VSTIX has yielded a comparatively higher 12.75% annualized return.
VBCVX
- 1D
- -0.33%
- 1M
- -6.57%
- YTD
- -1.45%
- 6M
- 1.74%
- 1Y
- 13.29%
- 3Y*
- 11.59%
- 5Y*
- 9.21%
- 10Y*
- 9.01%
VSTIX
- 1D
- -0.39%
- 1M
- -7.75%
- YTD
- -7.17%
- 6M
- -4.75%
- 1Y
- 14.10%
- 3Y*
- 15.74%
- 5Y*
- 10.49%
- 10Y*
- 12.75%
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VBCVX vs. VSTIX - Expense Ratio Comparison
VBCVX has a 0.48% expense ratio, which is higher than VSTIX's 0.29% expense ratio.
Return for Risk
VBCVX vs. VSTIX — Risk / Return Rank
VBCVX
VSTIX
VBCVX vs. VSTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Systematic Value Fund (VBCVX) and VALIC Company I Stock Index Fund (VSTIX). 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 | VSTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.85 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.35 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.85 | +0.30 |
Martin ratioReturn relative to average drawdown | 5.61 | 4.16 | +1.46 |
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 | VSTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.85 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.61 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.70 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.30 | +0.01 |
Correlation
The correlation between VBCVX and VSTIX is 0.92, 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. VSTIX - Dividend Comparison
VBCVX's dividend yield for the trailing twelve months is around 9.39%, less than VSTIX's 13.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBCVX VALIC Company I Systematic Value Fund | 9.39% | 0.00% | 1.61% | 7.29% | 4.41% | 19.32% | 13.79% | 10.74% | 1.92% | 4.14% |
VSTIX VALIC Company I Stock Index Fund | 13.79% | 0.00% | 6.25% | 7.76% | 11.33% | 5.68% | 7.26% | 3.37% | 1.81% | 5.48% |
Drawdowns
VBCVX vs. VSTIX - Drawdown Comparison
The maximum VBCVX drawdown since its inception was -58.88%, smaller than the maximum VSTIX drawdown of -69.93%. Use the drawdown chart below to compare losses from any high point for VBCVX and VSTIX.
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Drawdown Indicators
| VBCVX | VSTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.88% | -69.93% | +11.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -12.14% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -24.41% | +4.51% |
Max Drawdown (10Y)Largest decline over 10 years | -40.12% | -33.52% | -6.60% |
Current DrawdownCurrent decline from peak | -6.73% | -8.98% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -11.09% | -20.78% | +9.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.61% | -0.29% |
Volatility
VBCVX vs. VSTIX - Volatility Comparison
The current volatility for VALIC Company I Systematic Value Fund (VBCVX) is 3.55%, while VALIC Company I Stock Index Fund (VSTIX) has a volatility of 3.95%. This indicates that VBCVX experiences smaller price fluctuations and is considered to be less risky than VSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VBCVX | VSTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 3.95% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 8.50% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 17.66% | -2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 17.40% | -2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 18.33% | -0.72% |