VBCVX vs. VTSAX

Last updated Jun 4, 2026

VBCVX (VALIC Company I Systematic Value Fund) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - VBCVX is a Large Cap Value Equities fund managed by VALIC, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VBCVX returned 10.11%/yr vs 15.12%/yr for VTSAX. Their correlation of 0.92 suggests significant overlap in exposure. VBCVX charges 0.48%/yr vs 0.04%/yr for VTSAX.

Performance

VBCVX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Systematic Value Fund (VBCVX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with VBCVX having a 12.51% return and VTSAX slightly lower at 11.98%. Over the past 10 years, VBCVX has underperformed VTSAX with an annualized return of 10.11%, while VTSAX has yielded a comparatively higher 15.12% annualized return.

VBCVX

• 1D: 0.47%
• 1M: 5.21%
• YTD: 12.51%
• 6M: 13.54%
• 1Y: 25.85%
• 3Y*: 16.79%
• 5Y*: 10.20%
• 10Y*: 10.11%

VTSAX

• 1D: 0.24%
• 1M: 5.76%
• YTD: 11.98%
• 6M: 11.87%
• 1Y: 29.09%
• 3Y*: 22.34%
• 5Y*: 13.04%
• 10Y*: 15.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VBCVX vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VBCVX VALIC Company I Systematic Value Fund	12.51%	10.37%	16.75%	11.06%	-6.57%	31.26%	-2.16%	23.66%	-17.02%	18.17%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	11.98%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Correlation

The correlation between VBCVX and VTSAX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Dec 8, 2005	0.92

The correlation between VBCVX and VTSAX shifts across timeframes, from 0.80 (3 years) to 0.92 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VBCVX vs. VTSAX — Risk / Return Rank

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

VBCVX

VBCVX Risk / Return Rank: 75
VBCVX Sharpe Ratio Rank: 74
VBCVX Sortino Ratio Rank: 70
VBCVX Omega Ratio Rank: 62
VBCVX Calmar Ratio Rank: 84
VBCVX Martin Ratio Rank: 85

VTSAX

VTSAX Risk / Return Rank: 71
VTSAX Sharpe Ratio Rank: 72
VTSAX Sortino Ratio Rank: 65
VTSAX Omega Ratio Rank: 63
VTSAX Calmar Ratio Rank: 74
VTSAX Martin Ratio Rank: 83

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.

VBCVX vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Systematic Value Fund (VBCVX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	2.50	2.47	+0.03
Sortino ratio: Return per unit of downside risk	3.51	3.36	+0.14
Omega ratio: Gain probability vs. loss probability	1.44	1.44	0.00
Calmar ratio: Return relative to maximum drawdown	3.95	3.37	+0.58
Martin ratio: Return relative to average drawdown	16.11	15.56	+0.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VBCVX vs. VTSAX - Sharpe Ratio Comparison

The current VBCVX Sharpe Ratio is 2.50, which is comparable to the VTSAX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of VBCVX and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VBCVX	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.50	2.47	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.76	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.82	-0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.47	-0.13

Drawdowns

VBCVX vs. VTSAX - Drawdown Comparison

The maximum VBCVX drawdown since its inception was -58.88%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VBCVX and VTSAX.

Drawdown Indicators

	VBCVX	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-58.88%	-55.33%	-3.55%
Max Drawdown (1Y) Largest decline over 1 year	-6.73%	-8.92%	+2.19%
Max Drawdown (3Y) Largest decline over 3 years	-19.90%	-19.36%	-0.54%
Max Drawdown (5Y) Largest decline over 5 years	-19.90%	-25.36%	+5.46%
Max Drawdown (10Y) Largest decline over 10 years	-40.12%	-34.97%	-5.15%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-11.00%	-9.01%	-1.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.65%	1.93%	-0.28%

Volatility

VBCVX vs. VTSAX - Volatility Comparison

VALIC Company I Systematic Value Fund (VBCVX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 2.91% and 2.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VBCVX	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.91%	2.95%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	8.01%	9.19%	-1.18%
Volatility (1Y) Calculated over the trailing 1-year period	10.62%	12.19%	-1.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.02%	17.36%	-2.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.61%	18.41%	-0.80%

VBCVX vs. VTSAX - Expense Ratio Comparison

VBCVX has a 0.48% expense ratio, which is higher than VTSAX's 0.04% expense ratio.

Dividends

VBCVX vs. VTSAX - Dividend Comparison

VBCVX's dividend yield for the trailing twelve months is around 8.22%, more than VTSAX's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VBCVX VALIC Company I Systematic Value Fund	8.22%	0.00%	1.61%	7.29%	4.41%	19.32%	13.79%	10.74%	1.92%	4.14%	0.00%	0.00%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.00%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both VBCVX and VTSAX in my portfolio?

VBCVX and VTSAX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VBCVX or VTSAX?

VTSAX has higher volatility (2.95%) compared to VBCVX (2.91%). In terms of maximum drawdown, VBCVX dropped -58.88% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VBCVX currently has the higher Sharpe Ratio (2.50 vs 2.47), 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.