VCULX vs. VCFVX

Last updated Jun 4, 2026

VCULX (VALIC Company I Growth Fund) and VCFVX (VALIC Company I International Value) are both mutual funds - VCULX is a Large Cap Growth Equities fund managed by VALIC, while VCFVX is a Foreign Large Cap Equities fund managed by VALIC. Over the past 10 years, VCULX returned 16.44%/yr vs 7.63%/yr for VCFVX. A 0.68 correlation means they provide meaningful diversification when combined. VCULX charges 0.61%/yr vs 0.74%/yr for VCFVX.

Performance

VCULX vs. VCFVX - Performance Comparison

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

Returns By Period

In the year-to-date period, VCULX achieves a 13.55% return, which is significantly higher than VCFVX's 8.89% return. Over the past 10 years, VCULX has outperformed VCFVX with an annualized return of 16.44%, while VCFVX has yielded a comparatively lower 7.63% annualized return.

VCULX

• 1D: -0.10%
• 1M: 8.06%
• YTD: 13.55%
• 6M: 12.97%
• 1Y: 28.06%
• 3Y*: 24.48%
• 5Y*: 12.96%
• 10Y*: 16.44%

VCFVX

• 1D: 0.45%
• 1M: 2.19%
• YTD: 8.89%
• 6M: 12.49%
• 1Y: 27.69%
• 3Y*: 17.08%
• 5Y*: 7.42%
• 10Y*: 7.63%

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

VCULX vs. VCFVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VCULX VALIC Company I Growth Fund	13.55%	10.84%	32.74%	46.14%	-35.17%	20.88%	42.64%	31.75%	-6.16%	30.29%
VCFVX VALIC Company I International Value	8.89%	26.65%	8.44%	14.26%	-10.88%	7.05%	5.04%	16.37%	-17.81%	17.01%

Correlation

The correlation between VCULX and VCFVX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (10Y) Calculated over the trailing 10-year period	0.58
Correlation (All Time) Calculated using the full available price history since Dec 9, 2005	0.68

Over the past year, the correlation between VCULX and VCFVX has dropped to 0.47 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

Return for Risk

VCULX vs. VCFVX — Risk / Return Rank

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

VCULX

VCULX Risk / Return Rank: 31
VCULX Sharpe Ratio Rank: 39
VCULX Sortino Ratio Rank: 34
VCULX Omega Ratio Rank: 35
VCULX Calmar Ratio Rank: 23
VCULX Martin Ratio Rank: 25

VCFVX

VCFVX Risk / Return Rank: 43
VCFVX Sharpe Ratio Rank: 47
VCFVX Sortino Ratio Rank: 45
VCFVX Omega Ratio Rank: 45
VCFVX Calmar Ratio Rank: 39
VCFVX Martin Ratio Rank: 39

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. VCFVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Growth Fund (VCULX) and VALIC Company I International Value (VCFVX). 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.

	VCULX	VCFVX	Difference
Sharpe ratio: Return per unit of total volatility	1.80	2.02	-0.22
Sortino ratio: Return per unit of downside risk	2.44	2.84	-0.40
Omega ratio: Gain probability vs. loss probability	1.31	1.37	-0.05
Calmar ratio: Return relative to maximum drawdown	1.78	2.37	-0.59
Martin ratio: Return relative to average drawdown	6.17	8.42	-2.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VCULX vs. VCFVX - Sharpe Ratio Comparison

The current VCULX Sharpe Ratio is 1.80, which is comparable to the VCFVX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of VCULX and VCFVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VCULX	VCFVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	2.02	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.48	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.46	+0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.15	+0.29

Drawdowns

VCULX vs. VCFVX - Drawdown Comparison

The maximum VCULX drawdown since its inception was -51.32%, smaller than the maximum VCFVX drawdown of -67.44%. Use the drawdown chart below to compare losses from any high point for VCULX and VCFVX.

Drawdown Indicators

	VCULX	VCFVX	Difference
Max Drawdown Largest peak-to-trough decline	-51.32%	-67.44%	+16.12%
Max Drawdown (1Y) Largest decline over 1 year	-16.39%	-11.50%	-4.89%
Max Drawdown (3Y) Largest decline over 3 years	-26.46%	-19.59%	-6.87%
Max Drawdown (5Y) Largest decline over 5 years	-39.13%	-29.92%	-9.21%
Max Drawdown (10Y) Largest decline over 10 years	-39.13%	-44.63%	+5.50%
Current Drawdown Current decline from peak	-0.10%	-3.20%	+3.10%
Average Drawdown Average peak-to-trough decline	-10.31%	-24.11%	+13.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.69%	3.23%	+1.46%

Volatility

VCULX vs. VCFVX - Volatility Comparison

VALIC Company I Growth Fund (VCULX) and VALIC Company I International Value (VCFVX) have volatilities of 3.76% and 3.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VCULX	VCFVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.76%	3.94%	-0.18%
Volatility (6M) Calculated over the trailing 6-month period	12.69%	11.03%	+1.66%
Volatility (1Y) Calculated over the trailing 1-year period	16.18%	13.49%	+2.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.11%	15.66%	+7.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.01%	16.78%	+5.23%

VCULX vs. VCFVX - Expense Ratio Comparison

VCULX has a 0.61% expense ratio, which is lower than VCFVX's 0.74% expense ratio.

Dividends

VCULX vs. VCFVX - Dividend Comparison

VCULX's dividend yield for the trailing twelve months is around 10.37%, more than VCFVX's 8.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
VCFVX VALIC Company I International Value	8.19%	0.00%	1.66%	8.36%	1.90%	1.59%	2.37%	2.77%	2.31%	1.74%
VCULX VALIC Company I Growth Fund	10.37%	0.00%	0.07%	30.05%	37.81%	12.80%	7.28%	7.63%	0.63%	6.70%

Frequently Asked Questions

Can I hold both VCULX and VCFVX in my portfolio?

VCULX and VCFVX have a correlation of 0.47, 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 VCFVX?

VCFVX has higher volatility (3.94%) compared to VCULX (3.76%). In terms of maximum drawdown, VCULX dropped -51.32% vs VCFVX's -67.44%.

Which has better risk-adjusted returns?

VCFVX currently has the higher Sharpe Ratio (2.02 vs 1.80), 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.