VCBCX vs. VCULX
VCBCX (VALIC Company I Blue Chip Growth Fund) and VCULX (VALIC Company I Growth Fund) are both Large Cap Growth Equities funds from VALIC. Over the past 10 years, VCBCX returned 14.24%/yr vs 16.17%/yr for VCULX. With a 0.97 correlation, they move nearly in lockstep. VCBCX charges 0.76%/yr vs 0.61%/yr for VCULX.
Performance
VCBCX vs. VCULX - Performance Comparison
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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%
VCBCX vs. VCULX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
VCBCX
VCULX
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.
| VCBCX | VCULX | Difference | |
|---|---|---|---|
| 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 |
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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
| VCBCX | VCULX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.30% | -3.68% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -13.46% | -10.29% | -3.17% |
Ulcer IndexDepth 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
| VCBCX | VCULX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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