VCSOX vs. TIVFX
VCSOX (VALIC Company I International Socially Responsible Fund) and TIVFX (American Beacon Tocqueville International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, VCSOX returned 9.44%/yr vs 7.97%/yr for TIVFX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. VCSOX charges 0.64%/yr vs 1.20%/yr for TIVFX.
Performance
VCSOX vs. TIVFX - Performance Comparison
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Returns By Period
In the year-to-date period, VCSOX achieves a 12.20% return, which is significantly lower than TIVFX's 17.03% return. Over the past 10 years, VCSOX has outperformed TIVFX with an annualized return of 9.44%, while TIVFX has yielded a comparatively lower 7.97% annualized return.
VCSOX
- 1D
- 2.86%
- 1M
- 1.25%
- 6M
- 7.11%
- YTD
- 12.20%
- 1Y
- 23.74%
- 3Y*
- 13.57%
- 5Y*
- 7.50%
- 10Y*
- 9.44%
- ALL TIME*
- 4.44%
TIVFX
- 1D
- 2.89%
- 1M
- -11.33%
- 6M
- 3.25%
- YTD
- 17.03%
- 1Y
- 32.90%
- 3Y*
- 17.80%
- 5Y*
- 8.19%
- 10Y*
- 7.97%
- ALL TIME*
- 6.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VCSOX vs. TIVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCSOX VALIC Company I International Socially Responsible Fund | 12.20% | 22.82% | 2.99% | 18.28% | -16.24% | 12.54% | 8.52% | 25.96% | -8.44% | 22.72% |
TIVFX American Beacon Tocqueville International Value Fund | 17.03% | 36.15% | 3.73% | 15.43% | -20.57% | 7.53% | 12.61% | 19.38% | -19.87% | 24.18% |
Correlation
The correlation between VCSOX and TIVFX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 1995 | 0.63 |
The correlation between VCSOX and TIVFX shifts across timeframes, from 0.63 (all time) to 0.86 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
VCSOX vs. TIVFX — Risk / Return Rank
VCSOX
TIVFX
VCSOX vs. TIVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I International Socially Responsible Fund (VCSOX) and American Beacon Tocqueville International Value Fund (TIVFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VCSOX | TIVFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.71 | +0.16 |
| Martin ratioReturn relative to average drawdown | 6.91 | 6.75 | +0.15 |
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Drawdowns
VCSOX vs. TIVFX - Drawdown Comparison
The maximum VCSOX drawdown since its inception was -71.49%, which is greater than TIVFX's maximum drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for VCSOX and TIVFX.
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Drawdown Indicators
| VCSOX | TIVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.49% | -54.21% | -17.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -19.03% | +7.18% |
Max Drawdown (3Y)Largest decline over 3 years | -18.48% | -23.99% | +5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -31.15% | -36.31% | +5.16% |
Max Drawdown (10Y)Largest decline over 10 years | -33.08% | -41.51% | +8.43% |
Current DrawdownCurrent decline from peak | 0.00% | -16.69% | +16.69% |
Average DrawdownAverage peak-to-trough decline | -20.45% | -13.35% | -7.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 4.80% | -1.61% |
Volatility
VCSOX vs. TIVFX - Volatility Comparison
The current volatility for VALIC Company I International Socially Responsible Fund (VCSOX) is 4.67%, while American Beacon Tocqueville International Value Fund (TIVFX) has a volatility of 8.59%. This indicates that VCSOX experiences smaller price fluctuations and is considered to be less risky than TIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCSOX | TIVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 8.59% | -3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 19.43% | -6.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 22.33% | -7.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 19.39% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 17.84% | -1.37% |
VCSOX vs. TIVFX - Expense Ratio Comparison
VCSOX has a 0.64% expense ratio, which is lower than TIVFX's 1.20% expense ratio.
Dividends
VCSOX vs. TIVFX - Dividend Comparison
VCSOX's dividend yield for the trailing twelve months is around 5.62%, less than TIVFX's 7.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIVFX American Beacon Tocqueville International Value Fund | 7.54% | 8.82% | 10.23% | 1.66% | 1.39% | 3.65% | 0.34% | 1.69% | 1.37% | 1.28% | 1.57% | 3.01% |
VCSOX VALIC Company I International Socially Responsible Fund | 5.62% | 0.00% | 1.78% | 3.03% | 8.42% | 22.36% | 4.64% | 1.62% | 1.83% | 1.48% | 0.00% | 0.00% |
Frequently Asked Questions
VCSOX and TIVFX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIVFX has higher volatility (8.59%) compared to VCSOX (4.67%). In terms of maximum drawdown, VCSOX dropped -71.49% vs TIVFX's -54.21%.
TIVFX currently has the higher Sharpe Ratio (1.46 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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