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VCNIX vs. VGREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCNIX vs. VGREX - Performance Comparison

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

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VCNIX vs. VGREX - 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%
VGREX
VALIC Company I Global Real Estate Fund
-1.24%5.83%1.41%9.90%-25.89%22.67%-6.03%24.50%-7.18%13.82%

Returns By Period

In the year-to-date period, VCNIX achieves a -9.05% return, which is significantly lower than VGREX's -1.24% return. Over the past 10 years, VCNIX has outperformed VGREX with an annualized return of 15.17%, while VGREX has yielded a comparatively lower 2.62% 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%

VGREX

1D
0.44%
1M
-9.78%
YTD
-1.24%
6M
-2.21%
1Y
5.46%
3Y*
4.76%
5Y*
0.26%
10Y*
2.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCNIX vs. VGREX - Expense Ratio Comparison

VCNIX has a 0.45% expense ratio, which is lower than VGREX's 0.86% expense ratio.


Return for Risk

VCNIX vs. VGREX — 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

VGREX
VGREX Risk / Return Rank: 1616
Overall Rank
VGREX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VGREX Sortino Ratio Rank: 1414
Sortino Ratio Rank
VGREX Omega Ratio Rank: 1414
Omega Ratio Rank
VGREX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VGREX Martin Ratio Rank: 2020
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. VGREX - Risk-Adjusted Trends Comparison

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


VCNIXVGREXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.41

+0.46

Sortino ratio

Return per unit of downside risk

1.41

0.64

+0.77

Omega ratio

Gain probability vs. loss probability

1.20

1.09

+0.11

Calmar ratio

Return relative to maximum drawdown

1.13

0.54

+0.59

Martin ratio

Return relative to average drawdown

4.42

2.08

+2.34

VCNIX vs. VGREX - Sharpe Ratio Comparison

The current VCNIX Sharpe Ratio is 0.88, which is higher than the VGREX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of VCNIX and VGREX, 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


VCNIXVGREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.41

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.02

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.16

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.02

+0.24

Correlation

The correlation between VCNIX and VGREX is 0.60, 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

VCNIX vs. VGREX - Dividend Comparison

VCNIX's dividend yield for the trailing twelve months is around 11.14%, more than VGREX's 3.25% yield.


TTM202520242023202220212020201920182017
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%
VGREX
VALIC Company I Global Real Estate Fund
3.25%0.00%2.68%4.62%1.92%6.64%4.61%3.34%4.34%9.31%

Drawdowns

VCNIX vs. VGREX - Drawdown Comparison

The maximum VCNIX drawdown since its inception was -76.68%, which is greater than VGREX's maximum drawdown of -63.57%. Use the drawdown chart below to compare losses from any high point for VCNIX and VGREX.


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Drawdown Indicators


VCNIXVGREXDifference

Max Drawdown

Largest peak-to-trough decline

-76.68%

-63.57%

-13.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-10.63%

-2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-37.53%

-34.17%

-3.36%

Max Drawdown (10Y)

Largest decline over 10 years

-37.53%

-39.92%

+2.39%

Current Drawdown

Current decline from peak

-15.91%

-13.66%

-2.25%

Average Drawdown

Average peak-to-trough decline

-28.91%

-23.97%

-4.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

2.78%

+0.72%

Volatility

VCNIX vs. VGREX - Volatility Comparison

VALIC Company I Nasdaq-100 Index Fund (VCNIX) has a higher volatility of 5.39% compared to VALIC Company I Global Real Estate Fund (VGREX) at 4.33%. This indicates that VCNIX's price experiences larger fluctuations and is considered to be riskier than VGREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCNIXVGREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

4.33%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

8.01%

+3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

22.28%

14.14%

+8.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.85%

15.92%

+8.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.67%

16.95%

+6.72%