VVSCX vs. DGCB

Last updated Apr 1, 2026

Compare and contrast key facts about VALIC Company I Small Cap Value Fund (VVSCX) and Dimensional Global Credit ETF (DGCB).

VVSCX is managed by VALIC. It was launched on Aug 31, 2006. DGCB is an actively managed fund by Dimensional. It was launched on Nov 7, 2023.

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.

VVSCX vs. DGCB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VVSCX VALIC Company I Small Cap Value Fund	0.64%	4.30%	9.10%	16.92%
DGCB Dimensional Global Credit ETF	-0.19%	6.68%	3.80%	6.14%

Returns By Period

In the year-to-date period, VVSCX achieves a 0.64% return, which is significantly higher than DGCB's -0.19% return.

VVSCX

• 1D: -0.96%
• 1M: -7.92%
• YTD: 0.64%
• 6M: 5.64%
• 1Y: 21.96%
• 3Y*: 9.25%
• 5Y*: —
• 10Y*: —

DGCB

• 1D: 0.68%
• 1M: -2.04%
• YTD: -0.19%
• 6M: 0.41%
• 1Y: 4.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VVSCX vs. DGCB - Expense Ratio Comparison

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

VVSCX

VALIC Company I Small Cap Value Fund

DGCB

Dimensional Global Credit ETF

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: 52
VVSCX Sharpe Ratio Rank: 52
VVSCX Sortino Ratio Rank: 56
VVSCX Omega Ratio Rank: 46
VVSCX Calmar Ratio Rank: 55
VVSCX Martin Ratio Rank: 52

DGCB

DGCB Risk / Return Rank: 57
DGCB Sharpe Ratio Rank: 60
DGCB Sortino Ratio Rank: 56
DGCB Omega Ratio Rank: 51
DGCB Calmar Ratio Rank: 63
DGCB Martin Ratio Rank: 57

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.

	VVSCX	DGCB	Difference
Sharpe ratio Return per unit of total volatility	1.01	1.06	-0.05
Sortino ratio Return per unit of downside risk	1.50	1.48	+0.03
Omega ratio Gain probability vs. loss probability	1.20	1.20	0.00
Calmar ratio Return relative to maximum drawdown	1.32	1.60	-0.27
Martin ratio Return relative to average drawdown	5.15	5.56	-0.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VVSCX vs. DGCB - Sharpe Ratio Comparison

The current VVSCX Sharpe Ratio is 1.01, which is comparable to the DGCB Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of VVSCX and DGCB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VVSCX	DGCB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	1.06	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	1.45	-1.34

Correlation

The correlation between VVSCX and DGCB is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VVSCX vs. DGCB - Dividend Comparison

VVSCX's dividend yield for the trailing twelve months is around 19.38%, more than DGCB's 2.85% yield.

	TTM	2025	2024	2023	2022
VVSCX VALIC Company I Small Cap Value Fund	19.38%	0.00%	3.55%	16.57%	9.60%
DGCB Dimensional Global Credit ETF	2.85%	3.43%	4.72%	0.63%	0.00%

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.

Drawdown Indicators

	VVSCX	DGCB	Difference
Max Drawdown Largest peak-to-trough decline	-31.33%	-3.50%	-27.83%
Max Drawdown (1Y) Largest decline over 1 year	-14.03%	-3.08%	-10.95%
Current Drawdown Current decline from peak	-9.47%	-2.04%	-7.43%
Average Drawdown Average peak-to-trough decline	-10.68%	-0.77%	-9.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.69%	0.88%	+2.81%

Volatility

VVSCX vs. DGCB - Volatility Comparison

VALIC Company I Small Cap Value Fund (VVSCX) has a higher volatility of 6.02% compared to Dimensional Global Credit ETF (DGCB) at 2.15%. 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.

Volatility by Period

	VVSCX	DGCB	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.02%	2.15%	+3.87%
Volatility (6M) Calculated over the trailing 6-month period	12.83%	2.72%	+10.11%
Volatility (1Y) Calculated over the trailing 1-year period	21.84%	4.49%	+17.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.92%	4.82%	+17.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.92%	4.82%	+17.10%