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VCIGX vs. VCIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCIGX vs. VCIEX - Performance Comparison

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

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VCIGX vs. VCIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCIGX
VALIC Company I Dividend Value Fund
-2.80%11.04%12.87%12.21%-5.58%22.01%0.85%23.40%-12.18%18.13%
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, VCIGX achieves a -2.80% return, which is significantly lower than VCIEX's -1.57% return. Over the past 10 years, VCIGX has outperformed VCIEX with an annualized return of 8.58%, while VCIEX has yielded a comparatively lower 7.59% annualized return.


VCIGX

1D
0.08%
1M
-7.91%
YTD
-2.80%
6M
0.75%
1Y
11.31%
3Y*
10.62%
5Y*
7.16%
10Y*
8.58%

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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VCIGX vs. VCIEX - Expense Ratio Comparison

VCIGX has a 0.68% expense ratio, which is higher than VCIEX's 0.42% expense ratio.


Return for Risk

VCIGX vs. VCIEX — Risk / Return Rank

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

VCIGX
VCIGX Risk / Return Rank: 4040
Overall Rank
VCIGX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VCIGX Sortino Ratio Rank: 4242
Sortino Ratio Rank
VCIGX Omega Ratio Rank: 4242
Omega Ratio Rank
VCIGX Calmar Ratio Rank: 3434
Calmar Ratio Rank
VCIGX Martin Ratio Rank: 4141
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.

VCIGX vs. VCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Dividend Value Fund (VCIGX) 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.


VCIGXVCIEXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.14

-0.26

Sortino ratio

Return per unit of downside risk

1.30

1.50

-0.20

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

0.94

1.33

-0.39

Martin ratio

Return relative to average drawdown

4.24

5.67

-1.42

VCIGX vs. VCIEX - Sharpe Ratio Comparison

The current VCIGX Sharpe Ratio is 0.87, which is comparable to the VCIEX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of VCIGX 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


VCIGXVCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.14

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.41

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.45

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.03

+0.18

Correlation

The correlation between VCIGX and VCIEX is 0.71, 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

VCIGX vs. VCIEX - Dividend Comparison

VCIGX's dividend yield for the trailing twelve months is around 11.55%, more than VCIEX's 7.03% yield.


TTM202520242023202220212020201920182017
VCIGX
VALIC Company I Dividend Value Fund
11.55%0.00%6.05%18.85%2.02%4.42%6.49%12.74%2.05%9.71%
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

VCIGX vs. VCIEX - Drawdown Comparison

The maximum VCIGX drawdown since its inception was -64.18%, smaller than the maximum VCIEX drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for VCIGX and VCIEX.


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Drawdown Indicators


VCIGXVCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-64.18%

-75.07%

+10.89%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-11.75%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-18.00%

-29.28%

+11.28%

Max Drawdown (10Y)

Largest decline over 10 years

-36.58%

-34.20%

-2.38%

Current Drawdown

Current decline from peak

-8.16%

-10.78%

+2.62%

Average Drawdown

Average peak-to-trough decline

-13.37%

-37.68%

+24.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

3.07%

-0.60%

Volatility

VCIGX vs. VCIEX - Volatility Comparison

The current volatility for VALIC Company I Dividend Value Fund (VCIGX) is 3.66%, while VALIC Company I International Equities Index Fund (VCIEX) has a volatility of 6.80%. This indicates that VCIGX experiences smaller price fluctuations and is considered to be less risky 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


VCIGXVCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

6.80%

-3.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.41%

10.16%

-2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

13.99%

16.22%

-2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

15.97%

-2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

16.76%

-0.45%