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VCIEX vs. VSTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCIEX vs. VSTIX - 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 Stock Index Fund (VSTIX). The values are adjusted to include any dividend payments, if applicable.

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VCIEX vs. VSTIX - 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%
VSTIX
VALIC Company I Stock Index Fund
-7.17%14.28%24.76%25.62%-18.11%28.40%18.55%31.05%-8.09%21.46%

Returns By Period

In the year-to-date period, VCIEX achieves a -1.57% return, which is significantly higher than VSTIX's -7.17% return. Over the past 10 years, VCIEX has underperformed VSTIX with an annualized return of 7.59%, while VSTIX has yielded a comparatively higher 12.75% 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%

VSTIX

1D
-0.39%
1M
-7.75%
YTD
-7.17%
6M
-4.75%
1Y
14.10%
3Y*
15.74%
5Y*
10.49%
10Y*
12.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCIEX vs. VSTIX - Expense Ratio Comparison

VCIEX has a 0.42% expense ratio, which is higher than VSTIX's 0.29% expense ratio.


Return for Risk

VCIEX vs. VSTIX — 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

VSTIX
VSTIX Risk / Return Rank: 4141
Overall Rank
VSTIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VSTIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VSTIX Omega Ratio Rank: 4848
Omega Ratio Rank
VSTIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
VSTIX Martin Ratio Rank: 4141
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. VSTIX - 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 Stock Index Fund (VSTIX). 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.


VCIEXVSTIXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.85

+0.29

Sortino ratio

Return per unit of downside risk

1.50

1.35

+0.15

Omega ratio

Gain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratio

Return relative to maximum drawdown

1.33

0.85

+0.48

Martin ratio

Return relative to average drawdown

5.67

4.16

+1.51

VCIEX vs. VSTIX - Sharpe Ratio Comparison

The current VCIEX Sharpe Ratio is 1.14, which is higher than the VSTIX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of VCIEX and VSTIX, 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


VCIEXVSTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.85

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.61

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.70

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.30

-0.27

Correlation

The correlation between VCIEX and VSTIX 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. VSTIX - Dividend Comparison

VCIEX's dividend yield for the trailing twelve months is around 7.03%, less than VSTIX's 13.79% 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%
VSTIX
VALIC Company I Stock Index Fund
13.79%0.00%6.25%7.76%11.33%5.68%7.26%3.37%1.81%5.48%

Drawdowns

VCIEX vs. VSTIX - Drawdown Comparison

The maximum VCIEX drawdown since its inception was -75.07%, which is greater than VSTIX's maximum drawdown of -69.93%. Use the drawdown chart below to compare losses from any high point for VCIEX and VSTIX.


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Drawdown Indicators


VCIEXVSTIXDifference

Max Drawdown

Largest peak-to-trough decline

-75.07%

-69.93%

-5.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-12.14%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-29.28%

-24.41%

-4.87%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

-33.52%

-0.68%

Current Drawdown

Current decline from peak

-10.78%

-8.98%

-1.80%

Average Drawdown

Average peak-to-trough decline

-37.68%

-20.78%

-16.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.61%

+0.46%

Volatility

VCIEX vs. VSTIX - Volatility Comparison

VALIC Company I International Equities Index Fund (VCIEX) has a higher volatility of 6.80% compared to VALIC Company I Stock Index Fund (VSTIX) at 3.95%. This indicates that VCIEX's price experiences larger fluctuations and is considered to be riskier than VSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCIEXVSTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

3.95%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

8.50%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

17.66%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

17.40%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

18.33%

-1.57%