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VCSLX vs. VCGEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCSLX vs. VCGEX - 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 Emerging Economies Fund (VCGEX). The values are adjusted to include any dividend payments, if applicable.

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VCSLX vs. VCGEX - 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%
VCGEX
VALIC Company I Emerging Economies Fund
1.83%25.43%11.43%11.86%-25.21%1.20%15.60%20.27%-19.32%41.29%

Returns By Period

In the year-to-date period, VCSLX achieves a -2.67% return, which is significantly lower than VCGEX's 1.83% return. Over the past 10 years, VCSLX has outperformed VCGEX with an annualized return of 8.04%, while VCGEX has yielded a comparatively lower 7.40% 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%

VCGEX

1D
-0.13%
1M
-11.66%
YTD
1.83%
6M
6.08%
1Y
28.94%
3Y*
14.82%
5Y*
2.58%
10Y*
7.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCSLX vs. VCGEX - Expense Ratio Comparison

VCSLX has a 0.36% expense ratio, which is lower than VCGEX's 0.93% expense ratio.


Return for Risk

VCSLX vs. VCGEX — 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

VCGEX
VCGEX Risk / Return Rank: 8181
Overall Rank
VCGEX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VCGEX Sortino Ratio Rank: 8383
Sortino Ratio Rank
VCGEX Omega Ratio Rank: 8282
Omega Ratio Rank
VCGEX Calmar Ratio Rank: 8080
Calmar Ratio Rank
VCGEX Martin Ratio Rank: 7777
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. VCGEX - 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 Emerging Economies Fund (VCGEX). 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.


VCSLXVCGEXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.67

-0.79

Sortino ratio

Return per unit of downside risk

1.36

2.16

-0.80

Omega ratio

Gain probability vs. loss probability

1.17

1.33

-0.15

Calmar ratio

Return relative to maximum drawdown

1.27

1.93

-0.65

Martin ratio

Return relative to average drawdown

4.76

7.45

-2.69

VCSLX vs. VCGEX - Sharpe Ratio Comparison

The current VCSLX Sharpe Ratio is 0.88, which is lower than the VCGEX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of VCSLX and VCGEX, 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


VCSLXVCGEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.67

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.16

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.42

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.06

+0.07

Correlation

The correlation between VCSLX and VCGEX is 0.65, 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

VCSLX vs. VCGEX - Dividend Comparison

VCSLX's dividend yield for the trailing twelve months is around 6.28%, more than VCGEX's 2.19% 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%
VCGEX
VALIC Company I Emerging Economies Fund
2.19%0.00%2.20%18.56%21.86%1.78%2.01%1.59%1.78%1.17%

Drawdowns

VCSLX vs. VCGEX - Drawdown Comparison

The maximum VCSLX drawdown since its inception was -67.69%, roughly equal to the maximum VCGEX drawdown of -70.06%. Use the drawdown chart below to compare losses from any high point for VCSLX and VCGEX.


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Drawdown Indicators


VCSLXVCGEXDifference

Max Drawdown

Largest peak-to-trough decline

-67.69%

-70.06%

+2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-12.80%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-31.83%

-38.94%

+7.11%

Max Drawdown (10Y)

Largest decline over 10 years

-41.78%

-39.81%

-1.97%

Current Drawdown

Current decline from peak

-11.16%

-12.80%

+1.64%

Average Drawdown

Average peak-to-trough decline

-18.47%

-36.74%

+18.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

3.56%

+0.15%

Volatility

VCSLX vs. VCGEX - Volatility Comparison

The current volatility for VALIC Company I Small Cap Index Fund (VCSLX) is 6.68%, while VALIC Company I Emerging Economies Fund (VCGEX) has a volatility of 7.26%. This indicates that VCSLX experiences smaller price fluctuations and is considered to be less risky than VCGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCSLXVCGEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

7.26%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

11.83%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

23.09%

17.06%

+6.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.70%

16.15%

+6.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.53%

17.63%

+5.90%