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VCBCX vs. VCULX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCBCX vs. VCULX - 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 Growth Fund (VCULX). The values are adjusted to include any dividend payments, if applicable.

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VCBCX vs. VCULX - 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%
VCULX
VALIC Company I Growth Fund
-12.67%10.84%32.74%46.14%-35.17%20.88%42.64%31.75%-6.16%30.29%

Returns By Period

The year-to-date returns for both investments are quite close, with VCBCX having a -13.29% return and VCULX slightly higher at -12.67%. Over the past 10 years, VCBCX has underperformed VCULX with an annualized return of 12.26%, while VCULX has yielded a comparatively higher 13.50% 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%

VCULX

1D
-0.73%
1M
-8.95%
YTD
-12.67%
6M
-13.08%
1Y
11.79%
3Y*
17.48%
5Y*
8.11%
10Y*
13.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCBCX vs. VCULX - Expense Ratio Comparison

VCBCX has a 0.76% expense ratio, which is higher than VCULX's 0.61% expense ratio.


Return for Risk

VCBCX vs. VCULX — 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

VCULX
VCULX Risk / Return Rank: 1818
Overall Rank
VCULX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VCULX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VCULX Omega Ratio Rank: 2222
Omega Ratio Rank
VCULX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VCULX Martin Ratio Rank: 1313
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. VCULX - 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 Growth Fund (VCULX). 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.


VCBCXVCULXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.53

+0.12

Sortino ratio

Return per unit of downside risk

1.11

0.94

+0.17

Omega ratio

Gain probability vs. loss probability

1.15

1.13

+0.02

Calmar ratio

Return relative to maximum drawdown

0.50

0.33

+0.17

Martin ratio

Return relative to average drawdown

1.74

1.15

+0.59

VCBCX vs. VCULX - Sharpe Ratio Comparison

The current VCBCX Sharpe Ratio is 0.65, which is comparable to the VCULX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of VCBCX and VCULX, 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


VCBCXVCULXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.53

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.35

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.62

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.37

-0.08

Correlation

The correlation between VCBCX and VCULX is 0.97, 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

VCBCX vs. VCULX - Dividend Comparison

VCBCX's dividend yield for the trailing twelve months is around 16.88%, more than VCULX's 13.48% 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%
VCULX
VALIC Company I Growth Fund
13.48%0.00%0.07%30.05%37.81%12.80%7.28%7.63%0.63%6.70%

Drawdowns

VCBCX vs. VCULX - Drawdown Comparison

The maximum VCBCX drawdown since its inception was -55.01%, which is greater than VCULX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for VCBCX and VCULX.


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Drawdown Indicators


VCBCXVCULXDifference

Max Drawdown

Largest peak-to-trough decline

-55.01%

-51.32%

-3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-15.94%

-16.39%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-43.31%

-39.13%

-4.18%

Max Drawdown (10Y)

Largest decline over 10 years

-43.31%

-39.13%

-4.18%

Current Drawdown

Current decline from peak

-15.94%

-16.39%

+0.45%

Average Drawdown

Average peak-to-trough decline

-13.55%

-10.37%

-3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

4.71%

-0.11%

Volatility

VCBCX vs. VCULX - Volatility Comparison

The current volatility for VALIC Company I Blue Chip Growth Fund (VCBCX) is 4.90%, while VALIC Company I Growth Fund (VCULX) has a volatility of 5.53%. This indicates that VCBCX experiences smaller price fluctuations and is considered to be less risky than VCULX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCBCXVCULXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

5.53%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

12.12%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

21.48%

22.57%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.87%

23.07%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.72%

21.91%

+0.81%