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VCFVX vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCFVX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I International Value (VCFVX) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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VCFVX vs. SPY - 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%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, VCFVX achieves a 0.60% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, VCFVX has underperformed SPY with an annualized return of 7.19%, while SPY has yielded a comparatively higher 13.98% annualized return.


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%

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCFVX vs. SPY - Expense Ratio Comparison

VCFVX has a 0.74% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

VCFVX vs. SPY — 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

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I International Value (VCFVX) and State Street SPDR S&P 500 ETF (SPY). 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.


VCFVXSPYDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.93

+0.69

Sortino ratio

Return per unit of downside risk

1.98

1.45

+0.52

Omega ratio

Gain probability vs. loss probability

1.34

1.22

+0.11

Calmar ratio

Return relative to maximum drawdown

2.04

1.53

+0.51

Martin ratio

Return relative to average drawdown

8.31

7.30

+1.01

VCFVX vs. SPY - Sharpe Ratio Comparison

The current VCFVX Sharpe Ratio is 1.62, which is higher than the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VCFVX and SPY, 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


VCFVXSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.93

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.69

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.78

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.56

-0.43

Correlation

The correlation between VCFVX and SPY is 0.74, 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. SPY - Dividend Comparison

VCFVX's dividend yield for the trailing twelve months is around 8.87%, more than SPY's 1.14% 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%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

VCFVX vs. SPY - Drawdown Comparison

The maximum VCFVX drawdown since its inception was -67.44%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VCFVX and SPY.


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Drawdown Indicators


VCFVXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-67.44%

-55.19%

-12.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-12.05%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-29.92%

-24.50%

-5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-44.63%

-33.72%

-10.91%

Current Drawdown

Current decline from peak

-10.57%

-6.24%

-4.33%

Average Drawdown

Average peak-to-trough decline

-24.28%

-9.09%

-15.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.52%

+0.44%

Volatility

VCFVX vs. SPY - Volatility Comparison

VALIC Company I International Value (VCFVX) has a higher volatility of 6.36% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that VCFVX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCFVXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

5.31%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

9.47%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

19.05%

-3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

17.06%

-1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

17.92%

-1.16%