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VCGEX vs. VCIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCGEX vs. VCIEX - Performance Comparison

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

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VCGEX vs. VCIEX - 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%
VCIEX
VALIC Company I International Equities Index Fund
-1.57%24.75%3.15%17.20%-14.40%11.04%7.54%21.24%-13.74%24.36%

Returns By Period

In the year-to-date period, VCGEX achieves a 1.83% return, which is significantly higher than VCIEX's -1.57% return. Both investments have delivered pretty close results over the past 10 years, with VCGEX having a 7.40% annualized return and VCIEX not far ahead at 7.59%.


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%

VCIEX

1D
0.65%
1M
-10.78%
YTD
-1.57%
6M
2.92%
1Y
19.53%
3Y*
11.14%
5Y*
6.44%
10Y*
7.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCGEX vs. VCIEX - Expense Ratio Comparison

VCGEX has a 0.93% expense ratio, which is higher than VCIEX's 0.42% expense ratio.


Return for Risk

VCGEX vs. VCIEX — 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

VCIEX
VCIEX Risk / Return Rank: 5959
Overall Rank
VCIEX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VCIEX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VCIEX Omega Ratio Rank: 6060
Omega Ratio Rank
VCIEX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VCIEX Martin Ratio Rank: 5959
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. VCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Emerging Economies Fund (VCGEX) and VALIC Company I International Equities Index Fund (VCIEX). 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.


VCGEXVCIEXDifference

Sharpe ratio

Return per unit of total volatility

1.67

1.14

+0.53

Sortino ratio

Return per unit of downside risk

2.16

1.50

+0.66

Omega ratio

Gain probability vs. loss probability

1.33

1.23

+0.10

Calmar ratio

Return relative to maximum drawdown

1.93

1.33

+0.60

Martin ratio

Return relative to average drawdown

7.45

5.67

+1.78

VCGEX vs. VCIEX - Sharpe Ratio Comparison

The current VCGEX Sharpe Ratio is 1.67, which is higher than the VCIEX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of VCGEX and VCIEX, 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


VCGEXVCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.14

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.41

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.45

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.03

+0.03

Correlation

The correlation between VCGEX and VCIEX is 0.79, 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. VCIEX - Dividend Comparison

VCGEX's dividend yield for the trailing twelve months is around 2.19%, less than VCIEX's 7.03% yield.


TTM202520242023202220212020201920182017
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%
VCIEX
VALIC Company I International Equities Index Fund
7.03%0.00%2.41%2.37%3.14%1.60%4.08%3.16%2.27%2.31%

Drawdowns

VCGEX vs. VCIEX - Drawdown Comparison

The maximum VCGEX drawdown since its inception was -70.06%, smaller than the maximum VCIEX drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for VCGEX and VCIEX.


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Drawdown Indicators


VCGEXVCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-70.06%

-75.07%

+5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-11.75%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-38.94%

-29.28%

-9.66%

Max Drawdown (10Y)

Largest decline over 10 years

-39.81%

-34.20%

-5.61%

Current Drawdown

Current decline from peak

-12.80%

-10.78%

-2.02%

Average Drawdown

Average peak-to-trough decline

-36.74%

-37.68%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.07%

+0.49%

Volatility

VCGEX vs. VCIEX - Volatility Comparison

VALIC Company I Emerging Economies Fund (VCGEX) has a higher volatility of 7.26% compared to VALIC Company I International Equities Index Fund (VCIEX) at 6.80%. This indicates that VCGEX's price experiences larger fluctuations and is considered to be riskier than VCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCGEXVCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

6.80%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

11.83%

10.16%

+1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

16.22%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

15.97%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.63%

16.76%

+0.87%