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VCGEX vs. DEMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCGEX vs. DEMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Emerging Economies Fund (VCGEX) and Delaware Emerging Markets Fund (DEMIX). The values are adjusted to include any dividend payments, if applicable.

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VCGEX vs. DEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCGEX
VALIC Company I Emerging Economies Fund
1.83%25.43%11.43%11.86%-25.21%1.20%15.60%20.27%-19.32%41.29%
DEMIX
Delaware Emerging Markets Fund
13.36%86.79%6.52%17.59%-28.66%-2.08%26.09%24.33%-17.10%41.98%

Returns By Period

In the year-to-date period, VCGEX achieves a 1.83% return, which is significantly lower than DEMIX's 13.36% return. Over the past 10 years, VCGEX has underperformed DEMIX with an annualized return of 7.40%, while DEMIX has yielded a comparatively higher 14.40% annualized return.


VCGEX

1D
-0.13%
1M
-11.66%
YTD
1.83%
6M
6.08%
1Y
28.94%
3Y*
14.82%
5Y*
2.58%
10Y*
7.40%

DEMIX

1D
0.99%
1M
-18.24%
YTD
13.36%
6M
43.46%
1Y
104.80%
3Y*
35.24%
5Y*
12.50%
10Y*
14.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCGEX vs. DEMIX - Expense Ratio Comparison

VCGEX has a 0.93% expense ratio, which is lower than DEMIX's 1.26% expense ratio.


Return for Risk

VCGEX vs. DEMIX — Risk / Return Rank

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

VCGEX
VCGEX Risk / Return Rank: 8181
Overall Rank
VCGEX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VCGEX Sortino Ratio Rank: 8383
Sortino Ratio Rank
VCGEX Omega Ratio Rank: 8282
Omega Ratio Rank
VCGEX Calmar Ratio Rank: 8080
Calmar Ratio Rank
VCGEX Martin Ratio Rank: 7777
Martin Ratio Rank

DEMIX
DEMIX Risk / Return Rank: 9797
Overall Rank
DEMIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DEMIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DEMIX Omega Ratio Rank: 9595
Omega Ratio Rank
DEMIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DEMIX Martin Ratio Rank: 9898
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.

VCGEX vs. DEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Emerging Economies Fund (VCGEX) and Delaware Emerging Markets Fund (DEMIX). 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.


VCGEXDEMIXDifference

Sharpe ratio

Return per unit of total volatility

1.67

3.11

-1.45

Sortino ratio

Return per unit of downside risk

2.16

3.29

-1.13

Omega ratio

Gain probability vs. loss probability

1.33

1.51

-0.18

Calmar ratio

Return relative to maximum drawdown

1.93

4.81

-2.88

Martin ratio

Return relative to average drawdown

7.45

18.57

-11.12

VCGEX vs. DEMIX - Sharpe Ratio Comparison

The current VCGEX Sharpe Ratio is 1.67, which is lower than the DEMIX Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of VCGEX and DEMIX, 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


VCGEXDEMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

3.11

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.54

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.66

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.44

-0.38

Correlation

The correlation between VCGEX and DEMIX is 0.88, 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

VCGEX vs. DEMIX - Dividend Comparison

VCGEX's dividend yield for the trailing twelve months is around 2.19%, less than DEMIX's 16.74% yield.


TTM20252024202320222021202020192018201720162015
VCGEX
VALIC Company I Emerging Economies Fund
2.19%0.00%2.20%18.56%21.86%1.78%2.01%1.59%1.78%1.17%0.00%0.00%
DEMIX
Delaware Emerging Markets Fund
16.74%18.97%1.99%2.95%1.89%3.42%0.87%0.80%0.65%1.80%0.94%0.30%

Drawdowns

VCGEX vs. DEMIX - Drawdown Comparison

The maximum VCGEX drawdown since its inception was -70.06%, which is greater than DEMIX's maximum drawdown of -63.15%. Use the drawdown chart below to compare losses from any high point for VCGEX and DEMIX.


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Drawdown Indicators


VCGEXDEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-70.06%

-63.15%

-6.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-20.32%

+7.52%

Max Drawdown (5Y)

Largest decline over 5 years

-38.94%

-43.95%

+5.01%

Max Drawdown (10Y)

Largest decline over 10 years

-39.81%

-46.29%

+6.48%

Current Drawdown

Current decline from peak

-12.80%

-19.53%

+6.73%

Average Drawdown

Average peak-to-trough decline

-36.74%

-18.54%

-18.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

5.26%

-1.70%

Volatility

VCGEX vs. DEMIX - Volatility Comparison

The current volatility for VALIC Company I Emerging Economies Fund (VCGEX) is 7.26%, while Delaware Emerging Markets Fund (DEMIX) has a volatility of 19.15%. This indicates that VCGEX experiences smaller price fluctuations and is considered to be less risky than DEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCGEXDEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

19.15%

-11.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.83%

28.50%

-16.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

33.36%

-16.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

23.11%

-6.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.63%

21.94%

-4.31%