VCGEX vs. VCULX
Compare and contrast key facts about VALIC Company I Emerging Economies Fund (VCGEX) and VALIC Company I Growth Fund (VCULX).
VCGEX is managed by VALIC. It was launched on Dec 4, 2005. VCULX is managed by VALIC. It was launched on Dec 5, 2005.
Performance
VCGEX vs. VCULX - Performance Comparison
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VCGEX vs. VCULX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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, VCGEX achieves a 1.83% return, which is significantly higher than VCULX's -12.67% return. Over the past 10 years, VCGEX has underperformed VCULX with an annualized return of 7.40%, while VCULX has yielded a comparatively higher 13.50% 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%
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%
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VCGEX vs. VCULX - Expense Ratio Comparison
VCGEX has a 0.93% expense ratio, which is higher than VCULX's 0.61% expense ratio.
Return for Risk
VCGEX vs. VCULX — Risk / Return Rank
VCGEX
VCULX
VCGEX vs. VCULX - 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 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.
| VCGEX | VCULX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.53 | +1.13 |
Sortino ratioReturn per unit of downside risk | 2.16 | 0.94 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.13 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 0.33 | +1.59 |
Martin ratioReturn relative to average drawdown | 7.45 | 1.15 | +6.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VCGEX | VCULX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 0.53 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.35 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.62 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.37 | -0.31 |
Correlation
The correlation between VCGEX and VCULX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VCGEX vs. VCULX - Dividend Comparison
VCGEX's dividend yield for the trailing twelve months is around 2.19%, less than VCULX's 13.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
VCGEX vs. VCULX - Drawdown Comparison
The maximum VCGEX drawdown since its inception was -70.06%, which is greater than VCULX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for VCGEX and VCULX.
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Drawdown Indicators
| VCGEX | VCULX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.06% | -51.32% | -18.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.80% | -16.39% | +3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -38.94% | -39.13% | +0.19% |
Max Drawdown (10Y)Largest decline over 10 years | -39.81% | -39.13% | -0.68% |
Current DrawdownCurrent decline from peak | -12.80% | -16.39% | +3.59% |
Average DrawdownAverage peak-to-trough decline | -36.74% | -10.37% | -26.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 4.71% | -1.15% |
Volatility
VCGEX vs. VCULX - Volatility Comparison
VALIC Company I Emerging Economies Fund (VCGEX) has a higher volatility of 7.26% compared to VALIC Company I Growth Fund (VCULX) at 5.53%. This indicates that VCGEX's price experiences larger fluctuations and is considered to be riskier 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
| VCGEX | VCULX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 5.53% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 12.12% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 22.57% | -5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 23.07% | -6.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.63% | 21.91% | -4.28% |