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VCNIX vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCNIX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Nasdaq-100 Index Fund (VCNIX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

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VCNIX vs. SWPPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCNIX
VALIC Company I Nasdaq-100 Index Fund
-9.05%-2.43%25.36%54.21%-32.55%26.89%48.24%38.63%-4.76%32.35%
SWPPX
Schwab S&P 500 Index Fund
-7.07%17.87%24.96%26.26%-18.14%28.67%18.38%31.46%-4.47%21.81%

Returns By Period

In the year-to-date period, VCNIX achieves a -9.05% return, which is significantly lower than SWPPX's -7.07% return. Over the past 10 years, VCNIX has outperformed SWPPX with an annualized return of 15.17%, while SWPPX has yielded a comparatively lower 13.71% annualized return.


VCNIX

1D
-0.75%
1M
-8.04%
YTD
-9.05%
6M
-6.90%
1Y
19.29%
3Y*
12.52%
5Y*
7.63%
10Y*
15.17%

SWPPX

1D
-0.37%
1M
-7.65%
YTD
-7.07%
6M
-4.58%
1Y
14.43%
3Y*
17.15%
5Y*
11.39%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCNIX vs. SWPPX - Expense Ratio Comparison

VCNIX has a 0.45% expense ratio, which is higher than SWPPX's 0.02% expense ratio.


Return for Risk

VCNIX vs. SWPPX — Risk / Return Rank

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

VCNIX
VCNIX Risk / Return Rank: 4747
Overall Rank
VCNIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VCNIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
VCNIX Omega Ratio Rank: 4949
Omega Ratio Rank
VCNIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VCNIX Martin Ratio Rank: 4444
Martin Ratio Rank

SWPPX
SWPPX Risk / Return Rank: 4646
Overall Rank
SWPPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5050
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 5353
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.

VCNIX vs. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Nasdaq-100 Index Fund (VCNIX) and Schwab S&P 500 Index Fund (SWPPX). 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.


VCNIXSWPPXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.84

+0.04

Sortino ratio

Return per unit of downside risk

1.41

1.30

+0.11

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.13

1.06

+0.07

Martin ratio

Return relative to average drawdown

4.42

5.14

-0.72

VCNIX vs. SWPPX - Sharpe Ratio Comparison

The current VCNIX Sharpe Ratio is 0.88, which is comparable to the SWPPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VCNIX and SWPPX, 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


VCNIXSWPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.84

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.68

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.76

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.48

-0.26

Correlation

The correlation between VCNIX and SWPPX is 0.88, 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

VCNIX vs. SWPPX - Dividend Comparison

VCNIX's dividend yield for the trailing twelve months is around 11.14%, more than SWPPX's 1.19% yield.


TTM20252024202320222021202020192018201720162015
VCNIX
VALIC Company I Nasdaq-100 Index Fund
11.14%0.00%3.76%10.90%13.50%7.28%2.40%1.57%0.55%4.57%0.00%0.00%
SWPPX
Schwab S&P 500 Index Fund
1.19%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

Drawdowns

VCNIX vs. SWPPX - Drawdown Comparison

The maximum VCNIX drawdown since its inception was -76.68%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for VCNIX and SWPPX.


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Drawdown Indicators


VCNIXSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

-76.68%

-55.06%

-21.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-12.10%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-37.53%

-24.51%

-13.02%

Max Drawdown (10Y)

Largest decline over 10 years

-37.53%

-33.80%

-3.73%

Current Drawdown

Current decline from peak

-15.91%

-8.89%

-7.02%

Average Drawdown

Average peak-to-trough decline

-28.91%

-10.00%

-18.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

2.49%

+1.01%

Volatility

VCNIX vs. SWPPX - Volatility Comparison

VALIC Company I Nasdaq-100 Index Fund (VCNIX) has a higher volatility of 5.39% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that VCNIX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCNIXSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

4.29%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

9.11%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

22.28%

18.14%

+4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.85%

16.89%

+7.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.67%

18.19%

+5.48%