VCTPX vs. GABFX
Compare and contrast key facts about VALIC Company I Inflation Protected Fund (VCTPX) and GMO Asset Allocation Bond Fund (GABFX).
VCTPX is managed by VALIC. It was launched on Dec 19, 2004. GABFX is managed by GMO. It was launched on Mar 17, 2009.
Performance
VCTPX vs. GABFX - Performance Comparison
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VCTPX vs. GABFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCTPX VALIC Company I Inflation Protected Fund | 0.73% | 4.22% | 1.15% | 4.03% | -10.23% | 5.10% | 8.76% | 8.66% | -3.13% | 4.86% |
GABFX GMO Asset Allocation Bond Fund | -0.91% | 8.82% | -12.60% | 8.33% | -14.86% | 1.34% | 11.28% | 8.00% | 0.78% | 2.41% |
Returns By Period
In the year-to-date period, VCTPX achieves a 0.73% return, which is significantly higher than GABFX's -0.91% return. Over the past 10 years, VCTPX has outperformed GABFX with an annualized return of 2.32%, while GABFX has yielded a comparatively lower 0.78% annualized return.
VCTPX
- 1D
- 0.00%
- 1M
- -1.05%
- YTD
- 0.73%
- 6M
- 0.61%
- 1Y
- 3.40%
- 3Y*
- 2.20%
- 5Y*
- 1.17%
- 10Y*
- 2.32%
GABFX
- 1D
- 0.22%
- 1M
- -2.99%
- YTD
- -0.91%
- 6M
- -1.17%
- 1Y
- -0.47%
- 3Y*
- -1.06%
- 5Y*
- -2.21%
- 10Y*
- 0.78%
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VCTPX vs. GABFX - Expense Ratio Comparison
VCTPX has a 0.52% expense ratio, which is higher than GABFX's 0.32% expense ratio.
Return for Risk
VCTPX vs. GABFX — Risk / Return Rank
VCTPX
GABFX
VCTPX vs. GABFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Inflation Protected Fund (VCTPX) and GMO Asset Allocation Bond Fund (GABFX). 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.
| VCTPX | GABFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.09 | +0.76 |
Sortino ratioReturn per unit of downside risk | 1.18 | 0.22 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.03 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 0.13 | +1.11 |
Martin ratioReturn relative to average drawdown | 4.05 | 0.28 | +3.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VCTPX | GABFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.09 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | -0.16 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.08 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.16 | +0.10 |
Correlation
The correlation between VCTPX and GABFX is 0.62, 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
VCTPX vs. GABFX - Dividend Comparison
VCTPX's dividend yield for the trailing twelve months is around 2.59%, less than GABFX's 2.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCTPX VALIC Company I Inflation Protected Fund | 2.59% | 0.00% | 13.97% | 13.35% | 8.00% | 1.86% | 2.20% | 1.63% | 1.98% | 0.39% | 0.00% | 0.00% |
GABFX GMO Asset Allocation Bond Fund | 2.71% | 2.69% | 4.19% | 5.03% | 0.71% | 1.81% | 1.20% | 4.72% | 5.13% | 1.07% | 0.00% | 7.43% |
Drawdowns
VCTPX vs. GABFX - Drawdown Comparison
The maximum VCTPX drawdown since its inception was -17.48%, smaller than the maximum GABFX drawdown of -27.84%. Use the drawdown chart below to compare losses from any high point for VCTPX and GABFX.
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Drawdown Indicators
| VCTPX | GABFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.48% | -27.84% | +10.36% |
Max Drawdown (1Y)Largest decline over 1 year | -3.45% | -11.04% | +7.59% |
Max Drawdown (5Y)Largest decline over 5 years | -12.81% | -27.84% | +15.03% |
Max Drawdown (10Y)Largest decline over 10 years | -12.81% | -27.84% | +15.03% |
Current DrawdownCurrent decline from peak | -1.27% | -15.18% | +13.91% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -7.20% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 5.04% | -3.99% |
Volatility
VCTPX vs. GABFX - Volatility Comparison
The current volatility for VALIC Company I Inflation Protected Fund (VCTPX) is 1.31%, while GMO Asset Allocation Bond Fund (GABFX) has a volatility of 3.44%. This indicates that VCTPX experiences smaller price fluctuations and is considered to be less risky than GABFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCTPX | GABFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 3.44% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 2.14% | 6.72% | -4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.93% | 13.20% | -9.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.61% | 13.92% | -8.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.86% | 10.28% | -5.42% |