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VCFVX vs. IVFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCFVX vs. IVFIX - Performance Comparison

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

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VCFVX vs. IVFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCFVX
VALIC Company I International Value
0.60%26.65%8.44%14.26%-10.88%7.05%5.04%16.37%-17.81%17.01%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
5.22%31.79%1.91%11.05%-2.54%11.58%-1.74%20.15%-11.96%14.63%

Returns By Period

In the year-to-date period, VCFVX achieves a 0.60% return, which is significantly lower than IVFIX's 5.22% return. Both investments have delivered pretty close results over the past 10 years, with VCFVX having a 7.19% annualized return and IVFIX not far behind at 7.06%.


VCFVX

1D
0.81%
1M
-10.57%
YTD
0.60%
6M
7.72%
1Y
26.45%
3Y*
14.16%
5Y*
7.20%
10Y*
7.19%

IVFIX

1D
0.21%
1M
-6.40%
YTD
5.22%
6M
10.50%
1Y
23.17%
3Y*
13.89%
5Y*
10.28%
10Y*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCFVX vs. IVFIX - Expense Ratio Comparison

VCFVX has a 0.74% expense ratio, which is lower than IVFIX's 0.86% expense ratio.


Return for Risk

VCFVX vs. IVFIX — Risk / Return Rank

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

VCFVX
VCFVX Risk / Return Rank: 8282
Overall Rank
VCFVX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VCFVX Sortino Ratio Rank: 7878
Sortino Ratio Rank
VCFVX Omega Ratio Rank: 8383
Omega Ratio Rank
VCFVX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VCFVX Martin Ratio Rank: 8383
Martin Ratio Rank

IVFIX
IVFIX Risk / Return Rank: 9393
Overall Rank
IVFIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IVFIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
IVFIX Omega Ratio Rank: 9090
Omega Ratio Rank
IVFIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
IVFIX Martin Ratio Rank: 9797
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.

VCFVX vs. IVFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I International Value (VCFVX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.


VCFVXIVFIXDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.98

-0.36

Sortino ratio

Return per unit of downside risk

1.98

2.58

-0.60

Omega ratio

Gain probability vs. loss probability

1.34

1.41

-0.07

Calmar ratio

Return relative to maximum drawdown

2.04

4.08

-2.04

Martin ratio

Return relative to average drawdown

8.31

17.43

-9.12

VCFVX vs. IVFIX - Sharpe Ratio Comparison

The current VCFVX Sharpe Ratio is 1.62, which is comparable to the IVFIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of VCFVX and IVFIX, 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


VCFVXIVFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.98

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.83

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.49

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.21

-0.08

Correlation

The correlation between VCFVX and IVFIX is 0.81, 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

VCFVX vs. IVFIX - Dividend Comparison

VCFVX's dividend yield for the trailing twelve months is around 8.87%, more than IVFIX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
VCFVX
VALIC Company I International Value
8.87%0.00%1.66%8.36%1.90%1.59%2.37%2.77%2.31%1.74%0.00%0.00%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
3.14%3.37%4.44%4.01%3.99%3.67%3.62%3.98%4.97%4.17%3.38%3.95%

Drawdowns

VCFVX vs. IVFIX - Drawdown Comparison

The maximum VCFVX drawdown since its inception was -67.44%, which is greater than IVFIX's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for VCFVX and IVFIX.


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Drawdown Indicators


VCFVXIVFIXDifference

Max Drawdown

Largest peak-to-trough decline

-67.44%

-51.49%

-15.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-8.47%

-3.18%

Max Drawdown (5Y)

Largest decline over 5 years

-29.92%

-21.29%

-8.63%

Max Drawdown (10Y)

Largest decline over 10 years

-44.63%

-33.46%

-11.17%

Current Drawdown

Current decline from peak

-10.57%

-6.58%

-3.99%

Average Drawdown

Average peak-to-trough decline

-24.28%

-11.69%

-12.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

1.98%

+0.98%

Volatility

VCFVX vs. IVFIX - Volatility Comparison

VALIC Company I International Value (VCFVX) has a higher volatility of 6.36% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that VCFVX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCFVXIVFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

4.54%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

8.10%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

14.63%

+1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

12.96%

+2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

14.74%

+2.02%