VCULX vs. POGRX

Last updated Jun 23, 2026

VCULX (VALIC Company I Growth Fund) and POGRX (PrimeCap Odyssey Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, VCULX returned 16.17%/yr vs 17.99%/yr for POGRX. Their correlation of 0.88 suggests significant overlap in exposure. VCULX charges 0.61%/yr vs 0.65%/yr for POGRX.

Performance

VCULX vs. POGRX - Performance Comparison

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

Returns By Period

In the year-to-date period, VCULX achieves a 9.49% return, which is significantly lower than POGRX's 29.75% return. Over the past 10 years, VCULX has underperformed POGRX with an annualized return of 16.17%, while POGRX has yielded a comparatively higher 17.99% annualized return.

VCULX

• 1D: 1.34%
• 1M: 0.05%
• YTD: 9.49%
• 6M: 8.82%
• 1Y: 23.77%
• 3Y*: 21.88%
• 5Y*: 11.20%
• 10Y*: 16.17%

POGRX

• 1D: 2.81%
• 1M: 7.74%
• YTD: 29.75%
• 6M: 27.90%
• 1Y: 67.31%
• 3Y*: 28.60%
• 5Y*: 16.63%
• 10Y*: 17.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VCULX vs. POGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VCULX VALIC Company I Growth Fund	9.49%	10.84%	32.74%	46.14%	-35.17%	20.88%	42.64%	31.75%	-6.16%	30.29%
POGRX PrimeCap Odyssey Growth Fund	29.75%	32.99%	13.09%	23.85%	-14.61%	18.81%	17.05%	23.98%	-4.56%	32.07%

Correlation

The correlation between VCULX and POGRX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Dec 6, 2005	0.88

The correlation between VCULX and POGRX shifts across timeframes, from 0.73 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VCULX vs. POGRX — Risk / Return Rank

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

VCULX

VCULX Risk / Return Rank: 22
VCULX Sharpe Ratio Rank: 26
VCULX Sortino Ratio Rank: 23
VCULX Omega Ratio Rank: 25
VCULX Calmar Ratio Rank: 18
VCULX Martin Ratio Rank: 20

POGRX

POGRX Risk / Return Rank: 93
POGRX Sharpe Ratio Rank: 97
POGRX Sortino Ratio Rank: 93
POGRX Omega Ratio Rank: 90
POGRX Calmar Ratio Rank: 92
POGRX Martin Ratio Rank: 94

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.

VCULX vs. POGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Growth Fund (VCULX) and PrimeCap Odyssey Growth Fund (POGRX). 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.

	VCULX	POGRX	Difference
Sharpe ratio: Return per unit of total volatility	1.36	3.42	-2.06
Sortino ratio: Return per unit of downside risk	1.88	4.43	-2.55
Omega ratio: Gain probability vs. loss probability	1.24	1.60	-0.36
Calmar ratio: Return relative to maximum drawdown	1.43	4.63	-3.20
Martin ratio: Return relative to average drawdown	4.85	19.52	-14.67

VCULX vs. POGRX - Sharpe Ratio Comparison

The current VCULX Sharpe Ratio is 1.36, which is lower than the POGRX Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of VCULX and POGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VCULX vs. POGRX - Drawdown Comparison

The maximum VCULX drawdown since its inception was -51.32%, roughly equal to the maximum POGRX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for VCULX and POGRX.

Drawdown Indicators

	VCULX	POGRX	Difference
Max Drawdown Largest peak-to-trough decline	-51.32%	-51.63%	+0.31%
Max Drawdown (1Y) Largest decline over 1 year	-16.39%	-14.40%	-1.99%
Max Drawdown (3Y) Largest decline over 3 years	-26.46%	-22.13%	-4.33%
Max Drawdown (5Y) Largest decline over 5 years	-39.13%	-26.85%	-12.28%
Max Drawdown (10Y) Largest decline over 10 years	-39.13%	-35.29%	-3.84%
Current Drawdown Current decline from peak	-3.68%	0.00%	-3.68%
Average Drawdown Average peak-to-trough decline	-10.29%	-7.12%	-3.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.81%	3.41%	+1.40%

Volatility

VCULX vs. POGRX - Volatility Comparison

The current volatility for VALIC Company I Growth Fund (VCULX) is 6.89%, while PrimeCap Odyssey Growth Fund (POGRX) has a volatility of 8.95%. This indicates that VCULX experiences smaller price fluctuations and is considered to be less risky than POGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VCULX	POGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.89%	8.95%	-2.06%
Volatility (6M) Calculated over the trailing 6-month period	13.97%	16.45%	-2.48%
Volatility (1Y) Calculated over the trailing 1-year period	17.20%	19.47%	-2.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.25%	19.89%	+3.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.08%	20.61%	+1.47%

VCULX vs. POGRX - Expense Ratio Comparison

VCULX has a 0.61% expense ratio, which is lower than POGRX's 0.65% expense ratio.

Dividends

VCULX vs. POGRX - Dividend Comparison

VCULX's dividend yield for the trailing twelve months is around 10.75%, less than POGRX's 19.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
POGRX PrimeCap Odyssey Growth Fund	19.18%	24.89%	20.79%	13.28%	12.36%	13.68%	12.50%	5.13%	2.45%	1.54%	5.83%	1.29%
VCULX VALIC Company I Growth Fund	10.75%	0.00%	0.07%	30.05%	37.81%	12.80%	7.28%	7.63%	0.63%	6.70%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VCULX and POGRX in my portfolio?

VCULX and POGRX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VCULX or POGRX?

POGRX has higher volatility (8.95%) compared to VCULX (6.89%). In terms of maximum drawdown, VCULX dropped -51.32% vs POGRX's -51.63%.

Which has better risk-adjusted returns?

POGRX currently has the higher Sharpe Ratio (3.42 vs 1.36), 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.