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VCBCX vs. VCULX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, VCBCX achieves a 2.55% return, which is significantly lower than VCULX's 9.49% return. Over the past 10 years, VCBCX has underperformed VCULX with an annualized return of 14.24%, while VCULX has yielded a comparatively higher 16.17% annualized return.


VCBCX

1D
1.32%
1M
-1.69%
YTD
2.55%
6M
1.99%
1Y
20.83%
3Y*
18.37%
5Y*
7.10%
10Y*
14.24%

VCULX

1D
1.34%
1M
0.05%
YTD
9.49%
6M
8.82%
1Y
23.77%
3Y*
21.88%
5Y*
11.20%
10Y*
16.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCBCX vs. VCULX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCBCX
VALIC Company I Blue Chip Growth Fund
2.55%7.70%34.71%44.42%-38.26%16.36%35.27%29.63%-3.72%36.31%
VCULX
VALIC Company I Growth Fund
9.49%10.84%32.74%46.14%-35.17%20.88%42.64%31.75%-6.16%30.29%

Correlation

The correlation between VCBCX and VCULX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2005

0.97

The correlation between VCBCX and VCULX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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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: 2020
Overall Rank
VCBCX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VCBCX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VCBCX Omega Ratio Rank: 2222
Omega Ratio Rank
VCBCX Calmar Ratio Rank: 1515
Calmar Ratio Rank
VCBCX Martin Ratio Rank: 1717
Martin Ratio Rank

VCULX
VCULX Risk / Return Rank: 2222
Overall Rank
VCULX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VCULX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VCULX Omega Ratio Rank: 2525
Omega Ratio Rank
VCULX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VCULX Martin Ratio Rank: 2020
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VCBCXVCULXDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratioReturn relative to maximum drawdown

1.28

1.43

-0.15

Martin ratioReturn relative to average drawdown

4.31

4.85

-0.54

VCBCX vs. VCULX - Sharpe Ratio Comparison

The current VCBCX Sharpe Ratio is 1.31, which is comparable to the VCULX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VCBCX and VCULX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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 (3Y)

Largest decline over 3 years

-29.70%

-26.46%

-3.24%

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

-4.30%

-3.68%

-0.62%

Average Drawdown

Average peak-to-trough decline

-13.46%

-10.29%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.72%

4.81%

-0.09%

Volatility

VCBCX vs. VCULX - Volatility Comparison

The current volatility for VALIC Company I Blue Chip Growth Fund (VCBCX) is 5.57%, while VALIC Company I Growth Fund (VCULX) has a volatility of 6.89%. 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

5.57%

6.89%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

13.97%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

17.20%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.96%

23.25%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.81%

22.08%

+0.73%

VCBCX vs. VCULX - Expense Ratio Comparison

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


Dividends

VCBCX vs. VCULX - Dividend Comparison

VCBCX's dividend yield for the trailing twelve months is around 14.27%, more than VCULX's 10.75% yield.


PositionTTM202520242023202220212020201920182017
VCBCX
VALIC Company I Blue Chip Growth Fund
14.27%0.00%10.23%16.65%25.75%8.99%8.63%11.48%0.07%8.44%
VCULX
VALIC Company I Growth Fund
10.75%0.00%0.07%30.05%37.81%12.80%7.28%7.63%0.63%6.70%

Frequently Asked Questions


With a correlation of 0.97, VCBCX and VCULX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VCULX has higher volatility (6.89%) compared to VCBCX (5.57%). In terms of maximum drawdown, VCBCX dropped -55.01% vs VCULX's -51.32%.

VCULX currently has the higher Sharpe Ratio (1.36 vs 1.31), 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.

Portfolio Optimizer

Find the right allocation for VCBCX and VCULX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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