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VCGAX vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCGAX vs. VGT - Performance Comparison

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

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VCGAX vs. VGT - 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%
VGT
Vanguard Information Technology ETF
-7.34%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

Returns By Period

In the year-to-date period, VCGAX achieves a -7.95% return, which is significantly lower than VGT's -7.34% return. Over the past 10 years, VCGAX has underperformed VGT with an annualized return of 11.97%, while VGT has yielded a comparatively higher 21.35% 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%

VGT

1D
4.34%
1M
-3.89%
YTD
-7.34%
6M
-6.36%
1Y
29.19%
3Y*
22.58%
5Y*
14.54%
10Y*
21.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCGAX vs. VGT - Expense Ratio Comparison

VCGAX has a 0.63% expense ratio, which is higher than VGT's 0.09% expense ratio.


Return for Risk

VCGAX vs. VGT — 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

VGT
VGT Risk / Return Rank: 6767
Overall Rank
VGT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6969
Sortino Ratio Rank
VGT Omega Ratio Rank: 6666
Omega Ratio Rank
VGT Calmar Ratio Rank: 7373
Calmar Ratio Rank
VGT Martin Ratio Rank: 6161
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. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Systematic Core Fund (VCGAX) and Vanguard Information Technology ETF (VGT). 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.


VCGAXVGTDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.08

-0.43

Sortino ratio

Return per unit of downside risk

1.06

1.65

-0.59

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

0.70

1.77

-1.07

Martin ratio

Return relative to average drawdown

3.14

5.47

-2.34

VCGAX vs. VGT - Sharpe Ratio Comparison

The current VCGAX Sharpe Ratio is 0.65, which is lower than the VGT Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of VCGAX and VGT, 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


VCGAXVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.08

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.58

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.88

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.61

-0.39

Correlation

The correlation between VCGAX and VGT is 0.86, 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. VGT - Dividend Comparison

VCGAX's dividend yield for the trailing twelve months is around 7.37%, more than VGT's 0.44% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.44%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

VCGAX vs. VGT - Drawdown Comparison

The maximum VCGAX drawdown since its inception was -71.37%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for VCGAX and VGT.


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Drawdown Indicators


VCGAXVGTDifference

Max Drawdown

Largest peak-to-trough decline

-71.37%

-54.63%

-16.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-16.40%

+4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-35.07%

+10.17%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

-35.07%

+0.66%

Current Drawdown

Current decline from peak

-9.55%

-12.77%

+3.22%

Average Drawdown

Average peak-to-trough decline

-25.40%

-8.00%

-17.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

5.30%

-2.53%

Volatility

VCGAX vs. VGT - Volatility Comparison

The current volatility for VALIC Company I Systematic Core Fund (VCGAX) is 4.05%, while Vanguard Information Technology ETF (VGT) has a volatility of 7.99%. This indicates that VCGAX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCGAXVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

7.99%

-3.94%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

16.31%

-7.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

27.24%

-9.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

25.07%

-8.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

24.48%

-6.12%