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VCSLX vs. IWM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCSLX vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Small Cap Index Fund (VCSLX) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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VCSLX vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCSLX
VALIC Company I Small Cap Index Fund
-2.67%7.00%11.22%15.99%-20.41%14.55%20.14%25.04%-16.08%14.40%
IWM
iShares Russell 2000 ETF
0.93%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Returns By Period

In the year-to-date period, VCSLX achieves a -2.67% return, which is significantly lower than IWM's 0.93% return. Over the past 10 years, VCSLX has underperformed IWM with an annualized return of 8.04%, while IWM has yielded a comparatively higher 9.76% annualized return.


VCSLX

1D
-1.46%
1M
-8.31%
YTD
-2.67%
6M
-0.64%
1Y
20.75%
3Y*
9.52%
5Y*
1.67%
10Y*
8.04%

IWM

1D
3.50%
1M
-4.96%
YTD
0.93%
6M
3.02%
1Y
25.66%
3Y*
12.94%
5Y*
3.34%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCSLX vs. IWM - Expense Ratio Comparison

VCSLX has a 0.36% expense ratio, which is higher than IWM's 0.19% expense ratio.


Return for Risk

VCSLX vs. IWM — Risk / Return Rank

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

VCSLX
VCSLX Risk / Return Rank: 4545
Overall Rank
VCSLX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VCSLX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VCSLX Omega Ratio Rank: 3636
Omega Ratio Rank
VCSLX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VCSLX Martin Ratio Rank: 4848
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 6969
Overall Rank
IWM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6969
Sortino Ratio Rank
IWM Omega Ratio Rank: 6161
Omega Ratio Rank
IWM Calmar Ratio Rank: 7575
Calmar Ratio Rank
IWM Martin Ratio Rank: 7171
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.

VCSLX vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Small Cap Index Fund (VCSLX) and iShares Russell 2000 ETF (IWM). 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.


VCSLXIWMDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.11

-0.23

Sortino ratio

Return per unit of downside risk

1.36

1.66

-0.30

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.27

1.82

-0.55

Martin ratio

Return relative to average drawdown

4.76

6.76

-2.00

VCSLX vs. IWM - Sharpe Ratio Comparison

The current VCSLX Sharpe Ratio is 0.88, which is comparable to the IWM Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of VCSLX and IWM, 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


VCSLXIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.11

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.15

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.43

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.34

-0.21

Correlation

The correlation between VCSLX and IWM is 0.98, 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

VCSLX vs. IWM - Dividend Comparison

VCSLX's dividend yield for the trailing twelve months is around 6.28%, more than IWM's 1.02% yield.


TTM20252024202320222021202020192018201720162015
VCSLX
VALIC Company I Small Cap Index Fund
6.28%0.00%1.17%26.50%13.32%5.39%13.29%9.37%1.18%5.80%0.00%0.00%
IWM
iShares Russell 2000 ETF
1.02%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Drawdowns

VCSLX vs. IWM - Drawdown Comparison

The maximum VCSLX drawdown since its inception was -67.69%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for VCSLX and IWM.


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Drawdown Indicators


VCSLXIWMDifference

Max Drawdown

Largest peak-to-trough decline

-67.69%

-59.05%

-8.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-13.74%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-31.83%

-31.91%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-41.78%

-41.13%

-0.65%

Current Drawdown

Current decline from peak

-11.16%

-7.91%

-3.25%

Average Drawdown

Average peak-to-trough decline

-18.47%

-10.83%

-7.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

3.70%

+0.01%

Volatility

VCSLX vs. IWM - Volatility Comparison

The current volatility for VALIC Company I Small Cap Index Fund (VCSLX) is 6.68%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.47%. This indicates that VCSLX experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCSLXIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

7.47%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

14.47%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

23.09%

23.18%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.70%

22.55%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.53%

22.99%

+0.54%