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VDAFX vs. VCNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VDAFX vs. VCNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Dynamic Allocation Fund (VDAFX) and VALIC Company I Nasdaq-100 Index Fund (VCNIX). The values are adjusted to include any dividend payments, if applicable.

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VDAFX vs. VCNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDAFX
VALIC Company I Dynamic Allocation Fund
-4.29%7.87%12.77%13.23%-16.05%10.25%11.15%20.27%-10.50%20.24%
VCNIX
VALIC Company I Nasdaq-100 Index Fund
-9.05%-2.43%25.36%54.21%-32.55%26.89%48.24%38.63%-4.76%32.35%

Returns By Period

In the year-to-date period, VDAFX achieves a -4.29% return, which is significantly higher than VCNIX's -9.05% return. Over the past 10 years, VDAFX has underperformed VCNIX with an annualized return of 6.21%, while VCNIX has yielded a comparatively higher 15.17% annualized return.


VDAFX

1D
0.10%
1M
-5.28%
YTD
-4.29%
6M
-2.92%
1Y
7.95%
3Y*
8.18%
5Y*
3.74%
10Y*
6.21%

VCNIX

1D
-0.75%
1M
-8.04%
YTD
-9.05%
6M
-6.90%
1Y
19.29%
3Y*
12.52%
5Y*
7.63%
10Y*
15.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VDAFX vs. VCNIX - Expense Ratio Comparison

VDAFX has a 0.32% expense ratio, which is lower than VCNIX's 0.45% expense ratio.


Return for Risk

VDAFX vs. VCNIX — Risk / Return Rank

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

VDAFX
VDAFX Risk / Return Rank: 4040
Overall Rank
VDAFX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VDAFX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VDAFX Omega Ratio Rank: 3838
Omega Ratio Rank
VDAFX Calmar Ratio Rank: 3636
Calmar Ratio Rank
VDAFX Martin Ratio Rank: 3939
Martin Ratio Rank

VCNIX
VCNIX Risk / Return Rank: 4747
Overall Rank
VCNIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VCNIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
VCNIX Omega Ratio Rank: 4949
Omega Ratio Rank
VCNIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VCNIX Martin Ratio Rank: 4444
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.

VDAFX vs. VCNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Dynamic Allocation Fund (VDAFX) and VALIC Company I Nasdaq-100 Index Fund (VCNIX). 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.


VDAFXVCNIXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.88

+0.03

Sortino ratio

Return per unit of downside risk

1.34

1.41

-0.07

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

0.98

1.13

-0.15

Martin ratio

Return relative to average drawdown

4.08

4.42

-0.34

VDAFX vs. VCNIX - Sharpe Ratio Comparison

The current VDAFX Sharpe Ratio is 0.91, which is comparable to the VCNIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VDAFX and VCNIX, 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


VDAFXVCNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.88

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.31

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.64

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.22

+0.27

Correlation

The correlation between VDAFX and VCNIX is 0.85, 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

VDAFX vs. VCNIX - Dividend Comparison

VDAFX's dividend yield for the trailing twelve months is around 5.51%, less than VCNIX's 11.14% yield.


TTM202520242023202220212020201920182017
VDAFX
VALIC Company I Dynamic Allocation Fund
5.51%0.00%5.99%7.99%16.76%11.16%5.50%6.88%1.43%2.28%
VCNIX
VALIC Company I Nasdaq-100 Index Fund
11.14%0.00%3.76%10.90%13.50%7.28%2.40%1.57%0.55%4.57%

Drawdowns

VDAFX vs. VCNIX - Drawdown Comparison

The maximum VDAFX drawdown since its inception was -22.10%, smaller than the maximum VCNIX drawdown of -76.68%. Use the drawdown chart below to compare losses from any high point for VDAFX and VCNIX.


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Drawdown Indicators


VDAFXVCNIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.10%

-76.68%

+54.58%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-12.76%

+6.46%

Max Drawdown (5Y)

Largest decline over 5 years

-20.52%

-37.53%

+17.01%

Max Drawdown (10Y)

Largest decline over 10 years

-22.10%

-37.53%

+15.43%

Current Drawdown

Current decline from peak

-5.61%

-15.91%

+10.30%

Average Drawdown

Average peak-to-trough decline

-6.00%

-28.91%

+22.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

3.50%

-1.96%

Volatility

VDAFX vs. VCNIX - Volatility Comparison

The current volatility for VALIC Company I Dynamic Allocation Fund (VDAFX) is 2.69%, while VALIC Company I Nasdaq-100 Index Fund (VCNIX) has a volatility of 5.39%. This indicates that VDAFX experiences smaller price fluctuations and is considered to be less risky than VCNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDAFXVCNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

5.39%

-2.70%

Volatility (6M)

Calculated over the trailing 6-month period

5.42%

11.80%

-6.38%

Volatility (1Y)

Calculated over the trailing 1-year period

9.25%

22.28%

-13.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.53%

24.85%

-15.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.85%

23.67%

-12.82%