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VCNIX vs. IVNQX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

VCNIX vs. IVNQX

Last updated May 13, 2025

Compare and contrast key facts about VALIC Company I Nasdaq-100 Index Fund (VCNIX) and Invesco Nasdaq 100 Index Fund (IVNQX).

VCNIX is managed by VALIC. It was launched on Oct 2, 2000. IVNQX is managed by Invesco. It was launched on Oct 13, 2020.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCNIX or IVNQX.

Correlation

The correlation between VCNIX and IVNQX is 0.92, 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.

Performance

VCNIX vs. IVNQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Nasdaq-100 Index Fund (VCNIX) and Invesco Nasdaq 100 Index Fund (IVNQX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VCNIX:

-0.19

IVNQX:

0.60

Sortino Ratio

VCNIX:

-0.01

IVNQX:

1.03

Omega Ratio

VCNIX:

1.00

IVNQX:

1.14

Calmar Ratio

VCNIX:

-0.16

IVNQX:

0.69

Martin Ratio

VCNIX:

-0.44

IVNQX:

2.26

Ulcer Index

VCNIX:

13.25%

IVNQX:

6.97%

Daily Std Dev

VCNIX:

33.05%

IVNQX:

25.38%

Max Drawdown

VCNIX:

-54.41%

IVNQX:

-35.13%

Current Drawdown

VCNIX:

-23.38%

IVNQX:

-5.73%

Returns By Period

In the year-to-date period, VCNIX achieves a -19.14% return, which is significantly lower than IVNQX's -0.50% return.

VCNIX

YTD

-19.14%

1M

11.64%

6M

-19.45%

1Y

-6.25%

5Y*

5.92%

10Y*

8.69%

IVNQX

YTD

-0.50%

1M

11.67%

6M

-1.03%

1Y

15.22%

5Y*

N/A

10Y*

N/A

*Annualized

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VCNIX vs. IVNQX - Expense Ratio Comparison

VCNIX has a 0.45% expense ratio, which is higher than IVNQX's 0.29% expense ratio.

VCNIX
VALIC Company I Nasdaq-100 Index Fund
IVNQX
Invesco Nasdaq 100 Index Fund

Risk-Adjusted Performance

VCNIX vs. IVNQX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VCNIX
The Risk-Adjusted Performance Rank of VCNIX is 1414
Overall Rank
The Sharpe Ratio Rank of VCNIX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of VCNIX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VCNIX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of VCNIX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of VCNIX is 1212
Martin Ratio Rank
IVNQX
The Risk-Adjusted Performance Rank of IVNQX is 7070
Overall Rank
The Sharpe Ratio Rank of IVNQX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of IVNQX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of IVNQX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of IVNQX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IVNQX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VCNIX vs. IVNQX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Nasdaq-100 Index Fund (VCNIX) and Invesco Nasdaq 100 Index Fund (IVNQX). 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.

The current VCNIX Sharpe Ratio is -0.19, which is lower than the IVNQX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of VCNIX and IVNQX, 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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Dividends

VCNIX vs. IVNQX - Dividend Comparison

VCNIX's dividend yield for the trailing twelve months is around 0.55%, less than IVNQX's 0.61% yield.

TTM20242023202220212020201920182017201620152014
VCNIX
VALIC Company I Nasdaq-100 Index Fund		0.55%0.30%0.26%0.32%0.28%0.58%0.35%0.55%0.63%0.65%0.88%0.69%
IVNQX
Invesco Nasdaq 100 Index Fund		0.61%0.56%0.54%0.73%0.39%0.19%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VCNIX vs. IVNQX - Drawdown Comparison

The maximum VCNIX drawdown since its inception was -54.41%, which is greater than IVNQX's maximum drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for VCNIX and IVNQX. For additional features, visit the drawdowns tool.

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Volatility

VCNIX vs. IVNQX - Volatility Comparison

VALIC Company I Nasdaq-100 Index Fund (VCNIX) and Invesco Nasdaq 100 Index Fund (IVNQX) have volatilities of 7.65% and 7.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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