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VCSTX vs. VCULX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCSTX vs. VCULX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Science & Technology Fund (VCSTX) and VALIC Company I Growth Fund (VCULX). The values are adjusted to include any dividend payments, if applicable.

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VCSTX vs. VCULX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCSTX
VALIC Company I Science & Technology Fund
-9.97%22.57%32.60%55.45%-38.09%11.89%57.90%39.12%-9.29%41.36%
VCULX
VALIC Company I Growth Fund
-12.67%10.84%32.74%46.14%-35.17%20.88%42.64%31.75%-6.16%30.29%

Returns By Period

In the year-to-date period, VCSTX achieves a -9.97% return, which is significantly higher than VCULX's -12.67% return. Over the past 10 years, VCSTX has outperformed VCULX with an annualized return of 17.13%, while VCULX has yielded a comparatively lower 13.50% annualized return.


VCSTX

1D
-1.96%
1M
-10.13%
YTD
-9.97%
6M
-10.33%
1Y
25.55%
3Y*
23.36%
5Y*
9.15%
10Y*
17.13%

VCULX

1D
-0.73%
1M
-8.95%
YTD
-12.67%
6M
-13.08%
1Y
11.79%
3Y*
17.48%
5Y*
8.11%
10Y*
13.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCSTX vs. VCULX - Expense Ratio Comparison

VCSTX has a 0.94% expense ratio, which is higher than VCULX's 0.61% expense ratio.


Return for Risk

VCSTX vs. VCULX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VCSTX
VCSTX Risk / Return Rank: 4141
Overall Rank
VCSTX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VCSTX Sortino Ratio Rank: 5151
Sortino Ratio Rank
VCSTX Omega Ratio Rank: 4545
Omega Ratio Rank
VCSTX Calmar Ratio Rank: 3434
Calmar Ratio Rank
VCSTX Martin Ratio Rank: 2626
Martin Ratio Rank

VCULX
VCULX Risk / Return Rank: 1818
Overall Rank
VCULX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VCULX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VCULX Omega Ratio Rank: 2222
Omega Ratio Rank
VCULX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VCULX Martin Ratio Rank: 1313
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.

VCSTX vs. VCULX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Science & Technology Fund (VCSTX) and VALIC Company I Growth Fund (VCULX). 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.


VCSTXVCULXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.53

+0.38

Sortino ratio

Return per unit of downside risk

1.42

0.94

+0.48

Omega ratio

Gain probability vs. loss probability

1.19

1.13

+0.06

Calmar ratio

Return relative to maximum drawdown

0.94

0.33

+0.61

Martin ratio

Return relative to average drawdown

2.87

1.15

+1.72

VCSTX vs. VCULX - Sharpe Ratio Comparison

The current VCSTX Sharpe Ratio is 0.91, which is higher than the VCULX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of VCSTX and VCULX, 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


VCSTXVCULXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.53

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.35

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.62

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.37

-0.17

Correlation

The correlation between VCSTX and VCULX is 0.93, 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

VCSTX vs. VCULX - Dividend Comparison

VCSTX's dividend yield for the trailing twelve months is around 8.28%, less than VCULX's 13.48% yield.


TTM202520242023202220212020201920182017
VCSTX
VALIC Company I Science & Technology Fund
8.28%0.00%0.00%16.31%42.68%11.14%8.13%19.76%0.00%6.21%
VCULX
VALIC Company I Growth Fund
13.48%0.00%0.07%30.05%37.81%12.80%7.28%7.63%0.63%6.70%

Drawdowns

VCSTX vs. VCULX - Drawdown Comparison

The maximum VCSTX drawdown since its inception was -89.61%, which is greater than VCULX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for VCSTX and VCULX.


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Drawdown Indicators


VCSTXVCULXDifference

Max Drawdown

Largest peak-to-trough decline

-89.61%

-51.32%

-38.29%

Max Drawdown (1Y)

Largest decline over 1 year

-17.03%

-16.39%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-44.91%

-39.13%

-5.78%

Max Drawdown (10Y)

Largest decline over 10 years

-44.91%

-39.13%

-5.78%

Current Drawdown

Current decline from peak

-17.03%

-16.39%

-0.64%

Average Drawdown

Average peak-to-trough decline

-47.36%

-10.37%

-36.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

4.71%

+0.87%

Volatility

VCSTX vs. VCULX - Volatility Comparison

VALIC Company I Science & Technology Fund (VCSTX) has a higher volatility of 8.30% compared to VALIC Company I Growth Fund (VCULX) at 5.53%. This indicates that VCSTX's price experiences larger fluctuations and is considered to be riskier than VCULX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCSTXVCULXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

5.53%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

17.26%

12.12%

+5.14%

Volatility (1Y)

Calculated over the trailing 1-year period

27.56%

22.57%

+4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.71%

23.07%

+3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.32%

21.91%

+3.41%