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VCULX vs. VRGWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCULX vs. VRGWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Growth Fund (VCULX) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCULX achieves a 5.14% return, which is significantly higher than VRGWX's -0.51% return. Over the past 10 years, VCULX has underperformed VRGWX with an annualized return of 15.09%, while VRGWX has yielded a comparatively higher 17.69% annualized return.


VCULX

1D
3.01%
1M
-2.48%
6M
5.19%
YTD
5.14%
1Y
12.10%
3Y*
18.68%
5Y*
8.85%
10Y*
15.09%
ALL TIME*
8.80%

VRGWX

1D
2.96%
1M
-3.22%
6M
1.02%
YTD
-0.51%
1Y
9.23%
3Y*
18.85%
5Y*
12.46%
10Y*
17.69%
ALL TIME*
16.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VCULX vs. VRGWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCULX
VALIC Company I Growth Fund
5.14%10.84%32.74%46.14%-35.17%20.88%42.64%31.75%-6.16%30.29%
VRGWX
Vanguard Russell 1000 Growth Index Fund Institutional Shares
-0.51%18.32%33.25%42.65%-29.18%32.42%38.38%36.30%-1.59%30.11%

Correlation

The correlation between VCULX and VRGWX is 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.97

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.98

Correlation (10Y)
Provides a long-term view across more market conditions.

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2010

0.98

The correlation between VCULX and VRGWX has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

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Return for Risk

VCULX vs. VRGWX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VCULX
VCULX Risk / Return Rank: 1414
Overall Rank
VCULX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VCULX Sortino Ratio Rank: 1414
Sortino Ratio Rank
VCULX Omega Ratio Rank: 1414
Omega Ratio Rank
VCULX Calmar Ratio Rank: 1313
Calmar Ratio Rank
VCULX Martin Ratio Rank: 1414
Martin Ratio Rank

VRGWX
VRGWX Risk / Return Rank: 1111
Overall Rank
VRGWX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VRGWX Sortino Ratio Rank: 1212
Sortino Ratio Rank
VRGWX Omega Ratio Rank: 1111
Omega Ratio Rank
VRGWX Calmar Ratio Rank: 1111
Calmar Ratio Rank
VRGWX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VCULX vs. VRGWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Growth Fund (VCULX) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX). 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.


VCULXVRGWXDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.11

1.08

+0.02

Calmar ratioReturn relative to maximum drawdown

0.61

0.45

+0.16

Martin ratioReturn relative to average drawdown

1.92

1.34

+0.58

VCULX vs. VRGWX - Sharpe Ratio Comparison

The current VCULX Sharpe Ratio is 0.55, which is higher than the VRGWX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of VCULX and VRGWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VCULX vs. VRGWX - Drawdown Comparison

The maximum VCULX drawdown since its inception was -51.32%, which is greater than VRGWX's maximum drawdown of -32.70%. Use the drawdown chart below to compare losses from any high point for VCULX and VRGWX.


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Drawdown Indicators


VCULXVRGWXDifference

Max Drawdown

Largest peak-to-trough decline

-51.32%

-32.70%

-18.62%

Max Drawdown (1Y)

Largest decline over 1 year

-16.39%

-16.19%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-26.46%

-23.44%

-3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-39.13%

-32.70%

-6.43%

Max Drawdown (10Y)

Largest decline over 10 years

-39.13%

-32.70%

-6.43%

Current Drawdown

Current decline from peak

-7.50%

-8.72%

+1.22%

Average Drawdown

Average peak-to-trough decline

-10.26%

-4.88%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

5.38%

-0.21%

Volatility

VCULX vs. VRGWX - Volatility Comparison

VALIC Company I Growth Fund (VCULX) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) have volatilities of 6.22% and 6.40%, 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.


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Volatility by Period


VCULXVRGWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.22%

6.40%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.92%

14.06%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

18.26%

17.50%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.42%

21.94%

+1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.12%

21.29%

+0.83%

VCULX vs. VRGWX - Expense Ratio Comparison

VCULX has a 0.61% expense ratio, which is higher than VRGWX's 0.05% expense ratio.


Dividends

VCULX vs. VRGWX - Dividend Comparison

VCULX's dividend yield for the trailing twelve months is around 11.20%, more than VRGWX's 0.49% yield.


PositionTTM20252024202320222021202020192018201720162015
VCULX
VALIC Company I Growth Fund
11.20%0.00%0.07%30.05%37.81%12.80%7.28%7.63%0.63%6.70%0.00%0.00%
VRGWX
Vanguard Russell 1000 Growth Index Fund Institutional Shares
0.49%0.35%0.56%0.71%0.99%4.18%0.77%1.03%1.22%1.22%1.52%1.51%

Frequently Asked Questions


With a correlation of 0.94, VCULX and VRGWX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VRGWX has higher volatility (6.40%) compared to VCULX (6.22%). In terms of maximum drawdown, VCULX dropped -51.32% vs VRGWX's -32.70%.

VCULX currently has the higher Sharpe Ratio (0.55 vs 0.41), 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.

Portfolio Optimizer

Find the right allocation for VCULX and VRGWX

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