VCSLX vs. IWM
Compare and contrast key facts about VALIC Company I Small Cap Index Fund (VCSLX) and iShares Russell 2000 ETF (IWM).
VCSLX is managed by VALIC. It was launched on May 1, 1992. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Performance
VCSLX vs. IWM - Performance Comparison
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VCSLX vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
VCSLX
IWM
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.
| VCSLX | IWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.11 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.66 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.82 | -0.55 |
Martin ratioReturn relative to average drawdown | 4.76 | 6.76 | -2.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VCSLX | IWM | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| VCSLX | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.16% | -7.91% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -18.47% | -10.83% | -7.64% |
Ulcer IndexDepth 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
| VCSLX | IWM | Difference | |
|---|---|---|---|
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% |