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VCBCX vs. VCFVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCBCX vs. VCFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Blue Chip Growth Fund (VCBCX) and VALIC Company I International Value (VCFVX). The values are adjusted to include any dividend payments, if applicable.

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VCBCX vs. VCFVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCBCX
VALIC Company I Blue Chip Growth Fund
-9.92%7.70%34.71%44.42%-38.26%16.36%35.27%29.63%-3.72%36.31%
VCFVX
VALIC Company I International Value
2.93%26.65%8.44%14.26%-10.88%7.05%5.04%16.37%-17.81%17.01%

Returns By Period

In the year-to-date period, VCBCX achieves a -9.92% return, which is significantly lower than VCFVX's 2.93% return. Over the past 10 years, VCBCX has outperformed VCFVX with an annualized return of 12.69%, while VCFVX has yielded a comparatively lower 7.43% annualized return.


VCBCX

1D
3.89%
1M
-5.21%
YTD
-9.92%
6M
-9.33%
1Y
17.09%
3Y*
17.59%
5Y*
5.78%
10Y*
12.69%

VCFVX

1D
2.32%
1M
-6.52%
YTD
2.93%
6M
9.61%
1Y
29.14%
3Y*
15.03%
5Y*
7.48%
10Y*
7.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCBCX vs. VCFVX - Expense Ratio Comparison

VCBCX has a 0.76% expense ratio, which is higher than VCFVX's 0.74% expense ratio.


Return for Risk

VCBCX vs. VCFVX — Risk / Return Rank

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

VCBCX
VCBCX Risk / Return Rank: 3333
Overall Rank
VCBCX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VCBCX Sortino Ratio Rank: 4242
Sortino Ratio Rank
VCBCX Omega Ratio Rank: 3636
Omega Ratio Rank
VCBCX Calmar Ratio Rank: 2727
Calmar Ratio Rank
VCBCX Martin Ratio Rank: 2525
Martin Ratio Rank

VCFVX
VCFVX Risk / Return Rank: 8585
Overall Rank
VCFVX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VCFVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
VCFVX Omega Ratio Rank: 8787
Omega Ratio Rank
VCFVX Calmar Ratio Rank: 8686
Calmar Ratio Rank
VCFVX Martin Ratio Rank: 8585
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.

VCBCX vs. VCFVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Blue Chip Growth Fund (VCBCX) and VALIC Company I International Value (VCFVX). 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.


VCBCXVCFVXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.85

-1.00

Sortino ratio

Return per unit of downside risk

1.39

2.23

-0.84

Omega ratio

Gain probability vs. loss probability

1.19

1.38

-0.20

Calmar ratio

Return relative to maximum drawdown

0.92

2.44

-1.52

Martin ratio

Return relative to average drawdown

3.16

9.56

-6.40

VCBCX vs. VCFVX - Sharpe Ratio Comparison

The current VCBCX Sharpe Ratio is 0.84, which is lower than the VCFVX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of VCBCX and VCFVX, 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


VCBCXVCFVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.85

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.49

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.44

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.13

+0.16

Correlation

The correlation between VCBCX and VCFVX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VCBCX vs. VCFVX - Dividend Comparison

VCBCX's dividend yield for the trailing twelve months is around 16.25%, more than VCFVX's 8.67% yield.


TTM202520242023202220212020201920182017
VCBCX
VALIC Company I Blue Chip Growth Fund
16.25%0.00%10.23%16.65%25.75%8.99%8.63%11.48%0.07%8.44%
VCFVX
VALIC Company I International Value
8.67%0.00%1.66%8.36%1.90%1.59%2.37%2.77%2.31%1.74%

Drawdowns

VCBCX vs. VCFVX - Drawdown Comparison

The maximum VCBCX drawdown since its inception was -55.01%, smaller than the maximum VCFVX drawdown of -67.44%. Use the drawdown chart below to compare losses from any high point for VCBCX and VCFVX.


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Drawdown Indicators


VCBCXVCFVXDifference

Max Drawdown

Largest peak-to-trough decline

-55.01%

-67.44%

+12.43%

Max Drawdown (1Y)

Largest decline over 1 year

-15.94%

-11.65%

-4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-43.31%

-29.92%

-13.39%

Max Drawdown (10Y)

Largest decline over 10 years

-43.31%

-44.63%

+1.32%

Current Drawdown

Current decline from peak

-12.67%

-8.50%

-4.17%

Average Drawdown

Average peak-to-trough decline

-13.55%

-24.28%

+10.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

2.97%

+1.65%

Volatility

VCBCX vs. VCFVX - Volatility Comparison

VALIC Company I Blue Chip Growth Fund (VCBCX) and VALIC Company I International Value (VCFVX) have volatilities of 6.47% and 6.72%, 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.


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Volatility by Period


VCBCXVCFVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

6.72%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

9.96%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

21.78%

16.02%

+5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.93%

15.49%

+8.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.75%

16.76%

+5.99%