VCFVX vs. VCSLX
Compare and contrast key facts about VALIC Company I International Value (VCFVX) and VALIC Company I Small Cap Index Fund (VCSLX).
VCFVX is managed by VALIC. It was launched on Dec 4, 2005. VCSLX is managed by VALIC. It was launched on May 1, 1992.
Performance
VCFVX vs. VCSLX - Performance Comparison
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VCFVX vs. VCSLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VCSLX VALIC Company I Small Cap Index Fund | -2.67% | 7.00% | 11.22% | 15.99% | -20.41% | 14.55% | 20.14% | 25.04% | -16.08% | 14.40% |
Returns By Period
In the year-to-date period, VCFVX achieves a 0.60% return, which is significantly higher than VCSLX's -2.67% return. Over the past 10 years, VCFVX has underperformed VCSLX with an annualized return of 7.19%, while VCSLX has yielded a comparatively higher 8.04% 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%
VCSLX
- 1D
- -1.46%
- 1M
- -8.31%
- YTD
- -2.67%
- 6M
- -0.64%
- 1Y
- 20.75%
- 3Y*
- 9.52%
- 5Y*
- 1.67%
- 10Y*
- 8.04%
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VCFVX vs. VCSLX - Expense Ratio Comparison
VCFVX has a 0.74% expense ratio, which is higher than VCSLX's 0.36% expense ratio.
Return for Risk
VCFVX vs. VCSLX — Risk / Return Rank
VCFVX
VCSLX
VCFVX vs. VCSLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I International Value (VCFVX) and VALIC Company I Small Cap Index Fund (VCSLX). 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.
| VCFVX | VCSLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 0.88 | +0.74 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.36 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.17 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 1.27 | +0.77 |
Martin ratioReturn relative to average drawdown | 8.31 | 4.76 | +3.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VCFVX | VCSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.88 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.07 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.34 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.14 | -0.01 |
Correlation
The correlation between VCFVX and VCSLX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VCFVX vs. VCSLX - Dividend Comparison
VCFVX's dividend yield for the trailing twelve months is around 8.87%, more than VCSLX's 6.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VCSLX VALIC Company I Small Cap Index Fund | 6.28% | 0.00% | 1.17% | 26.50% | 13.32% | 5.39% | 13.29% | 9.37% | 1.18% | 5.80% |
Drawdowns
VCFVX vs. VCSLX - Drawdown Comparison
The maximum VCFVX drawdown since its inception was -67.44%, roughly equal to the maximum VCSLX drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for VCFVX and VCSLX.
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Drawdown Indicators
| VCFVX | VCSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.44% | -67.69% | +0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -13.89% | +2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -29.92% | -31.83% | +1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -44.63% | -41.78% | -2.85% |
Current DrawdownCurrent decline from peak | -10.57% | -11.16% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -24.28% | -18.47% | -5.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 3.71% | -0.75% |
Volatility
VCFVX vs. VCSLX - Volatility Comparison
VALIC Company I International Value (VCFVX) and VALIC Company I Small Cap Index Fund (VCSLX) have volatilities of 6.36% and 6.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCFVX | VCSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 6.68% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 14.15% | -4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 23.09% | -7.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 22.70% | -7.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 23.53% | -6.77% |