PortfoliosLab logoPortfoliosLab logo
VCIEX vs. VCBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCIEX vs. VCBCX - Performance Comparison

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

Loading graphics...

VCIEX vs. VCBCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VCBCX
VALIC Company I Blue Chip Growth Fund
-13.29%7.70%34.71%44.42%-38.26%16.36%35.27%29.63%-3.72%36.31%

Returns By Period

In the year-to-date period, VCIEX achieves a -1.57% return, which is significantly higher than VCBCX's -13.29% return. Over the past 10 years, VCIEX has underperformed VCBCX with an annualized return of 7.59%, while VCBCX has yielded a comparatively higher 12.26% annualized return.


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%

VCBCX

1D
-0.43%
1M
-8.54%
YTD
-13.29%
6M
-12.39%
1Y
13.66%
3Y*
16.10%
5Y*
5.41%
10Y*
12.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VCIEX vs. VCBCX - Expense Ratio Comparison

VCIEX has a 0.42% expense ratio, which is lower than VCBCX's 0.76% expense ratio.


Return for Risk

VCIEX vs. VCBCX — Risk / Return Rank

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

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

VCBCX
VCBCX Risk / Return Rank: 2424
Overall Rank
VCBCX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VCBCX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VCBCX Omega Ratio Rank: 2828
Omega Ratio Rank
VCBCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
VCBCX Martin Ratio Rank: 1717
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.

VCIEX vs. VCBCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I International Equities Index Fund (VCIEX) and VALIC Company I Blue Chip Growth Fund (VCBCX). 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.


VCIEXVCBCXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.65

+0.49

Sortino ratio

Return per unit of downside risk

1.50

1.11

+0.39

Omega ratio

Gain probability vs. loss probability

1.23

1.15

+0.08

Calmar ratio

Return relative to maximum drawdown

1.33

0.50

+0.83

Martin ratio

Return relative to average drawdown

5.67

1.74

+3.93

VCIEX vs. VCBCX - Sharpe Ratio Comparison

The current VCIEX Sharpe Ratio is 1.14, which is higher than the VCBCX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of VCIEX and VCBCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VCIEXVCBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.65

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.23

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.54

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.29

-0.26

Correlation

The correlation between VCIEX and VCBCX is 0.65, 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

VCIEX vs. VCBCX - Dividend Comparison

VCIEX's dividend yield for the trailing twelve months is around 7.03%, less than VCBCX's 16.88% yield.


TTM202520242023202220212020201920182017
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%
VCBCX
VALIC Company I Blue Chip Growth Fund
16.88%0.00%10.23%16.65%25.75%8.99%8.63%11.48%0.07%8.44%

Drawdowns

VCIEX vs. VCBCX - Drawdown Comparison

The maximum VCIEX drawdown since its inception was -75.07%, which is greater than VCBCX's maximum drawdown of -55.01%. Use the drawdown chart below to compare losses from any high point for VCIEX and VCBCX.


Loading graphics...

Drawdown Indicators


VCIEXVCBCXDifference

Max Drawdown

Largest peak-to-trough decline

-75.07%

-55.01%

-20.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-15.94%

+4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-29.28%

-43.31%

+14.03%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

-43.31%

+9.11%

Current Drawdown

Current decline from peak

-10.78%

-15.94%

+5.16%

Average Drawdown

Average peak-to-trough decline

-37.68%

-13.55%

-24.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

4.60%

-1.53%

Volatility

VCIEX vs. VCBCX - Volatility Comparison

VALIC Company I International Equities Index Fund (VCIEX) has a higher volatility of 6.80% compared to VALIC Company I Blue Chip Growth Fund (VCBCX) at 4.90%. This indicates that VCIEX's price experiences larger fluctuations and is considered to be riskier than VCBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VCIEXVCBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

4.90%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

11.08%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

21.48%

-5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

23.87%

-7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

22.72%

-5.96%