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VSSVX vs. VCULX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSSVX vs. VCULX - Performance Comparison

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

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VSSVX vs. VCULX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSSVX
VALIC Company I Small Cap Special Values Fund
-1.92%-12.52%6.53%18.97%-13.61%29.58%1.79%28.53%-20.39%11.27%
VCULX
VALIC Company I Growth Fund
-12.67%10.84%32.74%46.14%-35.17%20.88%42.64%31.75%-6.16%30.29%

Returns By Period

In the year-to-date period, VSSVX achieves a -1.92% return, which is significantly higher than VCULX's -12.67% return. Over the past 10 years, VSSVX has underperformed VCULX with an annualized return of 5.74%, while VCULX has yielded a comparatively higher 13.50% annualized return.


VSSVX

1D
-0.10%
1M
-8.59%
YTD
-1.92%
6M
-0.65%
1Y
1.50%
3Y*
1.85%
5Y*
0.30%
10Y*
5.74%

VCULX

1D
-0.73%
1M
-8.95%
YTD
-12.67%
6M
-13.08%
1Y
11.79%
3Y*
17.48%
5Y*
8.11%
10Y*
13.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSSVX vs. VCULX - Expense Ratio Comparison

VSSVX has a 0.87% expense ratio, which is higher than VCULX's 0.61% expense ratio.


Return for Risk

VSSVX vs. VCULX — Risk / Return Rank

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

VSSVX
VSSVX Risk / Return Rank: 66
Overall Rank
VSSVX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
VSSVX Sortino Ratio Rank: 77
Sortino Ratio Rank
VSSVX Omega Ratio Rank: 66
Omega Ratio Rank
VSSVX Calmar Ratio Rank: 66
Calmar Ratio Rank
VSSVX Martin Ratio Rank: 66
Martin Ratio Rank

VCULX
VCULX Risk / Return Rank: 1818
Overall Rank
VCULX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VCULX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VCULX Omega Ratio Rank: 2222
Omega Ratio Rank
VCULX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VCULX Martin Ratio Rank: 1313
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.

VSSVX vs. VCULX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Small Cap Special Values Fund (VSSVX) and VALIC Company I Growth Fund (VCULX). 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.


VSSVXVCULXDifference

Sharpe ratio

Return per unit of total volatility

0.08

0.53

-0.46

Sortino ratio

Return per unit of downside risk

0.28

0.94

-0.67

Omega ratio

Gain probability vs. loss probability

1.03

1.13

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.01

0.33

-0.35

Martin ratio

Return relative to average drawdown

-0.04

1.15

-1.19

VSSVX vs. VCULX - Sharpe Ratio Comparison

The current VSSVX Sharpe Ratio is 0.08, which is lower than the VCULX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of VSSVX and VCULX, 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


VSSVXVCULXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

0.53

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.35

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.62

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.37

-0.22

Correlation

The correlation between VSSVX and VCULX is 0.72, 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

VSSVX vs. VCULX - Dividend Comparison

VSSVX's dividend yield for the trailing twelve months is around 10.25%, less than VCULX's 13.48% yield.


TTM202520242023202220212020201920182017
VSSVX
VALIC Company I Small Cap Special Values Fund
10.25%0.00%4.41%13.57%7.01%2.83%9.91%13.88%1.57%7.00%
VCULX
VALIC Company I Growth Fund
13.48%0.00%0.07%30.05%37.81%12.80%7.28%7.63%0.63%6.70%

Drawdowns

VSSVX vs. VCULX - Drawdown Comparison

The maximum VSSVX drawdown since its inception was -68.85%, which is greater than VCULX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for VSSVX and VCULX.


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Drawdown Indicators


VSSVXVCULXDifference

Max Drawdown

Largest peak-to-trough decline

-68.85%

-51.32%

-17.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.77%

-16.39%

+2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-32.14%

-39.13%

+6.99%

Max Drawdown (10Y)

Largest decline over 10 years

-44.25%

-39.13%

-5.12%

Current Drawdown

Current decline from peak

-21.23%

-16.39%

-4.84%

Average Drawdown

Average peak-to-trough decline

-15.85%

-10.37%

-5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

4.71%

+0.37%

Volatility

VSSVX vs. VCULX - Volatility Comparison

VALIC Company I Small Cap Special Values Fund (VSSVX) and VALIC Company I Growth Fund (VCULX) have volatilities of 5.66% and 5.53%, 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


VSSVXVCULXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

5.53%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

12.12%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

21.77%

22.57%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.25%

23.07%

-2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.69%

21.91%

-0.22%