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VCGAX vs. VCULX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCGAX vs. VCULX - Performance Comparison

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

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VCGAX vs. VCULX - 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%
VCULX
VALIC Company I Growth Fund
-12.67%10.84%32.74%46.14%-35.17%20.88%42.64%31.75%-6.16%30.29%

Returns By Period

In the year-to-date period, VCGAX achieves a -7.95% return, which is significantly higher than VCULX's -12.67% return. Over the past 10 years, VCGAX has underperformed VCULX with an annualized return of 11.97%, while VCULX has yielded a comparatively higher 13.50% 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%

VCULX

1D
-0.73%
1M
-8.95%
YTD
-12.67%
6M
-13.08%
1Y
11.79%
3Y*
17.48%
5Y*
8.11%
10Y*
13.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCGAX vs. VCULX - Expense Ratio Comparison

VCGAX has a 0.63% expense ratio, which is higher than VCULX's 0.61% expense ratio.


Return for Risk

VCGAX vs. VCULX — 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

VCULX
VCULX Risk / Return Rank: 1818
Overall Rank
VCULX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VCULX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VCULX Omega Ratio Rank: 2222
Omega Ratio Rank
VCULX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VCULX Martin Ratio Rank: 1313
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. VCULX - Risk-Adjusted Trends Comparison

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


VCGAXVCULXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.53

+0.11

Sortino ratio

Return per unit of downside risk

1.06

0.94

+0.12

Omega ratio

Gain probability vs. loss probability

1.15

1.13

+0.02

Calmar ratio

Return relative to maximum drawdown

0.70

0.33

+0.37

Martin ratio

Return relative to average drawdown

3.14

1.15

+1.98

VCGAX vs. VCULX - Sharpe Ratio Comparison

The current VCGAX Sharpe Ratio is 0.65, which is comparable to the VCULX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of VCGAX and VCULX, 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


VCGAXVCULXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.53

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.35

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.62

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.37

-0.15

Correlation

The correlation between VCGAX and VCULX is 0.92, 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

VCGAX vs. VCULX - Dividend Comparison

VCGAX's dividend yield for the trailing twelve months is around 7.37%, less than VCULX's 13.48% 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%
VCULX
VALIC Company I Growth Fund
13.48%0.00%0.07%30.05%37.81%12.80%7.28%7.63%0.63%6.70%

Drawdowns

VCGAX vs. VCULX - Drawdown Comparison

The maximum VCGAX drawdown since its inception was -71.37%, which is greater than VCULX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for VCGAX and VCULX.


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Drawdown Indicators


VCGAXVCULXDifference

Max Drawdown

Largest peak-to-trough decline

-71.37%

-51.32%

-20.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-16.39%

+4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-39.13%

+14.23%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

-39.13%

+4.72%

Current Drawdown

Current decline from peak

-9.55%

-16.39%

+6.84%

Average Drawdown

Average peak-to-trough decline

-25.40%

-10.37%

-15.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

4.71%

-1.94%

Volatility

VCGAX vs. VCULX - Volatility Comparison

The current volatility for VALIC Company I Systematic Core Fund (VCGAX) is 4.05%, while VALIC Company I Growth Fund (VCULX) has a volatility of 5.53%. This indicates that VCGAX 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


VCGAXVCULXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

5.53%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

12.12%

-3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

22.57%

-5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

23.07%

-6.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

21.91%

-3.55%