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VCBCX vs. VCTPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCBCX vs. VCTPX - 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 Inflation Protected Fund (VCTPX). The values are adjusted to include any dividend payments, if applicable.

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VCBCX vs. VCTPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCBCX
VALIC Company I Blue Chip Growth Fund
-13.29%7.70%34.71%44.42%-38.26%16.36%35.27%29.63%-3.72%36.31%
VCTPX
VALIC Company I Inflation Protected Fund
0.73%4.22%1.15%4.03%-10.23%5.10%8.76%8.66%-3.13%4.86%

Returns By Period

In the year-to-date period, VCBCX achieves a -13.29% return, which is significantly lower than VCTPX's 0.73% return. Over the past 10 years, VCBCX has outperformed VCTPX with an annualized return of 12.26%, while VCTPX has yielded a comparatively lower 2.32% annualized return.


VCBCX

1D
-0.43%
1M
-8.54%
YTD
-13.29%
6M
-12.39%
1Y
13.66%
3Y*
16.10%
5Y*
5.41%
10Y*
12.26%

VCTPX

1D
0.58%
1M
-1.27%
YTD
0.73%
6M
0.73%
1Y
3.28%
3Y*
2.20%
5Y*
1.23%
10Y*
2.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCBCX vs. VCTPX - Expense Ratio Comparison

VCBCX has a 0.76% expense ratio, which is higher than VCTPX's 0.52% expense ratio.


Return for Risk

VCBCX vs. VCTPX — Risk / Return Rank

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

VCBCX
VCBCX Risk / Return Rank: 2424
Overall Rank
VCBCX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VCBCX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VCBCX Omega Ratio Rank: 2828
Omega Ratio Rank
VCBCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
VCBCX Martin Ratio Rank: 1717
Martin Ratio Rank

VCTPX
VCTPX Risk / Return Rank: 4646
Overall Rank
VCTPX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VCTPX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VCTPX Omega Ratio Rank: 4242
Omega Ratio Rank
VCTPX Calmar Ratio Rank: 5252
Calmar Ratio Rank
VCTPX Martin Ratio Rank: 4040
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. VCTPX - 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 Inflation Protected Fund (VCTPX). 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.


VCBCXVCTPXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.99

-0.35

Sortino ratio

Return per unit of downside risk

1.11

1.39

-0.28

Omega ratio

Gain probability vs. loss probability

1.15

1.19

-0.04

Calmar ratio

Return relative to maximum drawdown

0.50

1.27

-0.76

Martin ratio

Return relative to average drawdown

1.74

4.18

-2.44

VCBCX vs. VCTPX - Sharpe Ratio Comparison

The current VCBCX Sharpe Ratio is 0.65, which is lower than the VCTPX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of VCBCX and VCTPX, 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


VCBCXVCTPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.99

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.22

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.48

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.25

+0.04

Correlation

The correlation between VCBCX and VCTPX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VCBCX vs. VCTPX - Dividend Comparison

VCBCX's dividend yield for the trailing twelve months is around 16.88%, more than VCTPX's 2.59% yield.


TTM202520242023202220212020201920182017
VCBCX
VALIC Company I Blue Chip Growth Fund
16.88%0.00%10.23%16.65%25.75%8.99%8.63%11.48%0.07%8.44%
VCTPX
VALIC Company I Inflation Protected Fund
2.59%0.00%13.97%13.35%8.00%1.86%2.20%1.63%1.98%0.39%

Drawdowns

VCBCX vs. VCTPX - Drawdown Comparison

The maximum VCBCX drawdown since its inception was -55.01%, which is greater than VCTPX's maximum drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for VCBCX and VCTPX.


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Drawdown Indicators


VCBCXVCTPXDifference

Max Drawdown

Largest peak-to-trough decline

-55.01%

-17.48%

-37.53%

Max Drawdown (1Y)

Largest decline over 1 year

-15.94%

-3.45%

-12.49%

Max Drawdown (5Y)

Largest decline over 5 years

-43.31%

-12.81%

-30.50%

Max Drawdown (10Y)

Largest decline over 10 years

-43.31%

-12.81%

-30.50%

Current Drawdown

Current decline from peak

-15.94%

-1.27%

-14.67%

Average Drawdown

Average peak-to-trough decline

-13.55%

-5.88%

-7.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

1.04%

+3.56%

Volatility

VCBCX vs. VCTPX - Volatility Comparison

VALIC Company I Blue Chip Growth Fund (VCBCX) has a higher volatility of 4.90% compared to VALIC Company I Inflation Protected Fund (VCTPX) at 1.32%. This indicates that VCBCX's price experiences larger fluctuations and is considered to be riskier than VCTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCBCXVCTPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

1.32%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

2.14%

+8.94%

Volatility (1Y)

Calculated over the trailing 1-year period

21.48%

3.94%

+17.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.87%

5.61%

+18.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.72%

4.86%

+17.86%