PortfoliosLab logoPortfoliosLab logo
VCSLX vs. VCGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCSLX vs. VCGAX - Performance Comparison

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

Loading graphics...

VCSLX vs. VCGAX - 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%
VCGAX
VALIC Company I Systematic Core Fund
-7.95%9.41%23.14%23.94%-18.71%26.34%24.07%30.50%-8.98%21.09%

Returns By Period

In the year-to-date period, VCSLX achieves a -2.67% return, which is significantly higher than VCGAX's -7.95% return. Over the past 10 years, VCSLX has underperformed VCGAX with an annualized return of 8.04%, while VCGAX has yielded a comparatively higher 11.97% 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%

VCGAX

1D
-0.28%
1M
-7.15%
YTD
-7.95%
6M
-5.90%
1Y
10.57%
3Y*
13.02%
5Y*
8.16%
10Y*
11.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VCSLX vs. VCGAX - Expense Ratio Comparison

VCSLX has a 0.36% expense ratio, which is lower than VCGAX's 0.63% expense ratio.


Return for Risk

VCSLX vs. VCGAX — 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

VCGAX
VCGAX Risk / Return Rank: 2727
Overall Rank
VCGAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VCGAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
VCGAX Omega Ratio Rank: 2828
Omega Ratio Rank
VCGAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
VCGAX Martin Ratio Rank: 2929
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. VCGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Small Cap Index Fund (VCSLX) and VALIC Company I Systematic Core Fund (VCGAX). 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.


VCSLXVCGAXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.65

+0.23

Sortino ratio

Return per unit of downside risk

1.36

1.06

+0.30

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratio

Return relative to maximum drawdown

1.27

0.70

+0.57

Martin ratio

Return relative to average drawdown

4.76

3.14

+1.62

VCSLX vs. VCGAX - Sharpe Ratio Comparison

The current VCSLX Sharpe Ratio is 0.88, which is higher than the VCGAX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of VCSLX and VCGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VCSLXVCGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.65

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.49

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.65

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.22

-0.08

Correlation

The correlation between VCSLX and VCGAX is 0.85, 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. VCGAX - Dividend Comparison

VCSLX's dividend yield for the trailing twelve months is around 6.28%, less than VCGAX's 7.37% yield.


TTM202520242023202220212020201920182017
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%
VCGAX
VALIC Company I Systematic Core Fund
7.37%0.00%1.69%4.83%0.79%9.20%10.09%10.41%1.01%3.82%

Drawdowns

VCSLX vs. VCGAX - Drawdown Comparison

The maximum VCSLX drawdown since its inception was -67.69%, smaller than the maximum VCGAX drawdown of -71.37%. Use the drawdown chart below to compare losses from any high point for VCSLX and VCGAX.


Loading graphics...

Drawdown Indicators


VCSLXVCGAXDifference

Max Drawdown

Largest peak-to-trough decline

-67.69%

-71.37%

+3.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-12.22%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-31.83%

-24.90%

-6.93%

Max Drawdown (10Y)

Largest decline over 10 years

-41.78%

-34.41%

-7.37%

Current Drawdown

Current decline from peak

-11.16%

-9.55%

-1.61%

Average Drawdown

Average peak-to-trough decline

-18.47%

-25.40%

+6.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

2.77%

+0.94%

Volatility

VCSLX vs. VCGAX - Volatility Comparison

VALIC Company I Small Cap Index Fund (VCSLX) has a higher volatility of 6.68% compared to VALIC Company I Systematic Core Fund (VCGAX) at 4.05%. This indicates that VCSLX's price experiences larger fluctuations and is considered to be riskier than VCGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VCSLXVCGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

4.05%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

8.40%

+5.75%

Volatility (1Y)

Calculated over the trailing 1-year period

23.09%

17.43%

+5.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.70%

16.89%

+5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.53%

18.36%

+5.17%