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VCGAX vs. VCIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCGAX vs. VCIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Systematic Core Fund (VCGAX) and Vertical Capital Income Fund (VCIFX). The values are adjusted to include any dividend payments, if applicable.

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VCGAX vs. VCIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCGAX
VALIC Company I Systematic Core Fund
-7.95%9.41%23.14%23.94%-18.71%26.34%24.07%30.50%-8.98%21.09%
VCIFX
Vertical Capital Income Fund
-2.24%9.15%-1.00%5.96%-16.21%-5.85%10.46%9.56%-3.14%8.10%

Returns By Period

In the year-to-date period, VCGAX achieves a -7.95% return, which is significantly lower than VCIFX's -2.24% return. Over the past 10 years, VCGAX has outperformed VCIFX with an annualized return of 11.97%, while VCIFX has yielded a comparatively lower 0.84% annualized return.


VCGAX

1D
-0.28%
1M
-7.15%
YTD
-7.95%
6M
-5.90%
1Y
10.57%
3Y*
13.02%
5Y*
8.16%
10Y*
11.97%

VCIFX

1D
0.10%
1M
-4.09%
YTD
-2.24%
6M
-1.24%
1Y
4.51%
3Y*
2.95%
5Y*
-1.40%
10Y*
0.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCGAX vs. VCIFX - Expense Ratio Comparison

VCGAX has a 0.63% expense ratio, which is lower than VCIFX's 0.69% expense ratio.


Return for Risk

VCGAX vs. VCIFX — Risk / Return Rank

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

VCGAX
VCGAX Risk / Return Rank: 2727
Overall Rank
VCGAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VCGAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
VCGAX Omega Ratio Rank: 2828
Omega Ratio Rank
VCGAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
VCGAX Martin Ratio Rank: 2929
Martin Ratio Rank

VCIFX
VCIFX Risk / Return Rank: 4444
Overall Rank
VCIFX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VCIFX Sortino Ratio Rank: 4646
Sortino Ratio Rank
VCIFX Omega Ratio Rank: 3333
Omega Ratio Rank
VCIFX Calmar Ratio Rank: 4848
Calmar Ratio Rank
VCIFX Martin Ratio Rank: 4545
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.

VCGAX vs. VCIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Systematic Core Fund (VCGAX) and Vertical Capital Income Fund (VCIFX). 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.


VCGAXVCIFXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.92

-0.27

Sortino ratio

Return per unit of downside risk

1.06

1.36

-0.30

Omega ratio

Gain probability vs. loss probability

1.15

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

0.70

1.18

-0.47

Martin ratio

Return relative to average drawdown

3.14

4.59

-1.46

VCGAX vs. VCIFX - Sharpe Ratio Comparison

The current VCGAX Sharpe Ratio is 0.65, which is comparable to the VCIFX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VCGAX and VCIFX, 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


VCGAXVCIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.92

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

-0.24

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.15

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.01

+0.21

Correlation

The correlation between VCGAX and VCIFX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VCGAX vs. VCIFX - Dividend Comparison

VCGAX's dividend yield for the trailing twelve months is around 7.37%, more than VCIFX's 1.85% yield.


TTM202520242023202220212020201920182017
VCGAX
VALIC Company I Systematic Core Fund
7.37%0.00%1.69%4.83%0.79%9.20%10.09%10.41%1.01%3.82%
VCIFX
Vertical Capital Income Fund
1.85%0.00%0.00%3.53%3.64%4.00%1.76%2.32%0.93%0.00%

Drawdowns

VCGAX vs. VCIFX - Drawdown Comparison

The maximum VCGAX drawdown since its inception was -71.37%, which is greater than VCIFX's maximum drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for VCGAX and VCIFX.


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Drawdown Indicators


VCGAXVCIFXDifference

Max Drawdown

Largest peak-to-trough decline

-71.37%

-29.13%

-42.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-4.19%

-8.03%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-25.58%

+0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

-27.38%

-7.03%

Current Drawdown

Current decline from peak

-9.55%

-14.02%

+4.47%

Average Drawdown

Average peak-to-trough decline

-25.40%

-14.03%

-11.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

1.07%

+1.70%

Volatility

VCGAX vs. VCIFX - Volatility Comparison

VALIC Company I Systematic Core Fund (VCGAX) has a higher volatility of 4.05% compared to Vertical Capital Income Fund (VCIFX) at 1.95%. This indicates that VCGAX's price experiences larger fluctuations and is considered to be riskier than VCIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCGAXVCIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

1.95%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

2.87%

+5.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

4.92%

+12.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

5.96%

+10.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

5.71%

+12.65%