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VVSCX vs. DGCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VVSCX vs. DGCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VALIC Company I Small Cap Value Fund (VVSCX) and Dimensional Global Credit ETF (DGCB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VVSCX achieves a 19.57% return, which is significantly higher than DGCB's 1.47% return.


VVSCX

1D
1.65%
1M
4.00%
YTD
19.57%
6M
16.85%
1Y
43.59%
3Y*
14.79%
5Y*
7.04%
10Y*

DGCB

1D
-0.19%
1M
0.78%
YTD
1.47%
6M
1.75%
1Y
5.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VVSCX vs. DGCB - Yearly Performance Comparison


2026 (YTD)202520242023
VVSCX
VALIC Company I Small Cap Value Fund
19.57%4.30%9.10%15.81%
DGCB
Dimensional Global Credit ETF
1.47%6.68%3.80%6.14%

Correlation

The correlation between VVSCX and DGCB is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2023

0.35

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Return for Risk

VVSCX vs. DGCB — Risk / Return Rank

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

VVSCX
VVSCX Risk / Return Rank: 8181
Overall Rank
VVSCX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VVSCX Sortino Ratio Rank: 7878
Sortino Ratio Rank
VVSCX Omega Ratio Rank: 6565
Omega Ratio Rank
VVSCX Calmar Ratio Rank: 9191
Calmar Ratio Rank
VVSCX Martin Ratio Rank: 9090
Martin Ratio Rank

DGCB
DGCB Risk / Return Rank: 3838
Overall Rank
DGCB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DGCB Sortino Ratio Rank: 3939
Sortino Ratio Rank
DGCB Omega Ratio Rank: 3737
Omega Ratio Rank
DGCB Calmar Ratio Rank: 3636
Calmar Ratio Rank
DGCB Martin Ratio Rank: 3939
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.

VVSCX vs. DGCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Small Cap Value Fund (VVSCX) and Dimensional Global Credit ETF (DGCB). 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.


VVSCXDGCBDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.43

Omega ratioGain probability vs. loss probability

1.41

1.24

+0.16

Calmar ratioReturn relative to maximum drawdown

4.44

1.74

+2.71

Martin ratioReturn relative to average drawdown

16.37

6.05

+10.32

VVSCX vs. DGCB - Sharpe Ratio Comparison

The current VVSCX Sharpe Ratio is 2.42, which is higher than the DGCB Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of VVSCX and DGCB, 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

VVSCX vs. DGCB - Drawdown Comparison

The maximum VVSCX drawdown since its inception was -31.33%, which is greater than DGCB's maximum drawdown of -3.50%. Use the drawdown chart below to compare losses from any high point for VVSCX and DGCB.


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Drawdown Indicators


VVSCXDGCBDifference

Max Drawdown

Largest peak-to-trough decline

-31.33%

-3.50%

-27.83%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-3.08%

-6.79%

Max Drawdown (3Y)

Largest decline over 3 years

-31.33%

Max Drawdown (5Y)

Largest decline over 5 years

-31.33%

Current Drawdown

Current decline from peak

0.00%

-0.41%

+0.41%

Average Drawdown

Average peak-to-trough decline

-10.26%

-0.80%

-9.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

0.88%

+1.79%

Volatility

VVSCX vs. DGCB - Volatility Comparison

VALIC Company I Small Cap Value Fund (VVSCX) has a higher volatility of 5.73% compared to Dimensional Global Credit ETF (DGCB) at 1.20%. This indicates that VVSCX's price experiences larger fluctuations and is considered to be riskier than DGCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVSCXDGCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

1.20%

+4.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.76%

3.31%

+9.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

3.98%

+14.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.76%

4.81%

+16.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

4.81%

+16.98%

VVSCX vs. DGCB - Expense Ratio Comparison

VVSCX has a 0.76% expense ratio, which is higher than DGCB's 0.20% expense ratio.


Dividends

VVSCX vs. DGCB - Dividend Comparison

VVSCX's dividend yield for the trailing twelve months is around 16.31%, more than DGCB's 3.21% yield.


PositionTTM2025202420232022
DGCB
Dimensional Global Credit ETF
3.21%3.43%4.72%0.63%0.00%
VVSCX
VALIC Company I Small Cap Value Fund
16.31%0.00%3.55%16.57%9.60%

Frequently Asked Questions


VVSCX and DGCB have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VVSCX has higher volatility (5.73%) compared to DGCB (1.20%). In terms of maximum drawdown, VVSCX dropped -31.33% vs DGCB's -3.50%.

VVSCX currently has the higher Sharpe Ratio (2.42 vs 1.34), 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

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