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VCSLX vs. VSSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCSLX vs. VSSVX - 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 Small Cap Special Values Fund (VSSVX). The values are adjusted to include any dividend payments, if applicable.

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VCSLX vs. VSSVX - 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%
VSSVX
VALIC Company I Small Cap Special Values Fund
-1.92%-12.52%6.53%18.97%-13.61%29.58%1.79%28.53%-20.39%11.27%

Returns By Period

In the year-to-date period, VCSLX achieves a -2.67% return, which is significantly lower than VSSVX's -1.92% return. Over the past 10 years, VCSLX has outperformed VSSVX with an annualized return of 8.04%, while VSSVX has yielded a comparatively lower 5.74% 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%

VSSVX

1D
-0.10%
1M
-8.59%
YTD
-1.92%
6M
-0.65%
1Y
1.50%
3Y*
1.85%
5Y*
0.30%
10Y*
5.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCSLX vs. VSSVX - Expense Ratio Comparison

VCSLX has a 0.36% expense ratio, which is lower than VSSVX's 0.87% expense ratio.


Return for Risk

VCSLX vs. VSSVX — 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

VSSVX
VSSVX Risk / Return Rank: 66
Overall Rank
VSSVX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
VSSVX Sortino Ratio Rank: 77
Sortino Ratio Rank
VSSVX Omega Ratio Rank: 66
Omega Ratio Rank
VSSVX Calmar Ratio Rank: 66
Calmar Ratio Rank
VSSVX Martin Ratio Rank: 66
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. VSSVX - 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 Small Cap Special Values Fund (VSSVX). 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.


VCSLXVSSVXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.08

+0.80

Sortino ratio

Return per unit of downside risk

1.36

0.28

+1.08

Omega ratio

Gain probability vs. loss probability

1.17

1.03

+0.14

Calmar ratio

Return relative to maximum drawdown

1.27

-0.01

+1.29

Martin ratio

Return relative to average drawdown

4.76

-0.04

+4.80

VCSLX vs. VSSVX - Sharpe Ratio Comparison

The current VCSLX Sharpe Ratio is 0.88, which is higher than the VSSVX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of VCSLX and VSSVX, 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


VCSLXVSSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.08

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.01

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.27

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.15

-0.02

Correlation

The correlation between VCSLX and VSSVX is 0.95, 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. VSSVX - Dividend Comparison

VCSLX's dividend yield for the trailing twelve months is around 6.28%, less than VSSVX's 10.25% 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%
VSSVX
VALIC Company I Small Cap Special Values Fund
10.25%0.00%4.41%13.57%7.01%2.83%9.91%13.88%1.57%7.00%

Drawdowns

VCSLX vs. VSSVX - Drawdown Comparison

The maximum VCSLX drawdown since its inception was -67.69%, roughly equal to the maximum VSSVX drawdown of -68.85%. Use the drawdown chart below to compare losses from any high point for VCSLX and VSSVX.


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Drawdown Indicators


VCSLXVSSVXDifference

Max Drawdown

Largest peak-to-trough decline

-67.69%

-68.85%

+1.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-13.77%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-31.83%

-32.14%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-41.78%

-44.25%

+2.47%

Current Drawdown

Current decline from peak

-11.16%

-21.23%

+10.07%

Average Drawdown

Average peak-to-trough decline

-18.47%

-15.85%

-2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

5.08%

-1.37%

Volatility

VCSLX vs. VSSVX - Volatility Comparison

VALIC Company I Small Cap Index Fund (VCSLX) has a higher volatility of 6.68% compared to VALIC Company I Small Cap Special Values Fund (VSSVX) at 5.66%. This indicates that VCSLX's price experiences larger fluctuations and is considered to be riskier than VSSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCSLXVSSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

5.66%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

12.19%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

23.09%

21.77%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.70%

20.25%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.53%

21.69%

+1.84%