VVSCX vs. VCGAX
VVSCX (VALIC Company I Small Cap Value Fund) and VCGAX (VALIC Company I Systematic Core Fund) are both mutual funds - VVSCX is a Small Cap Value Equities fund managed by VALIC, while VCGAX is a Large Cap Blend Equities fund managed by VALIC. Over the past 5 years, VVSCX returned 7.63%/yr vs 9.50%/yr for VCGAX. Their correlation of 0.81 means they have usually moved in the same direction. VVSCX charges 0.76%/yr vs 0.63%/yr for VCGAX.
Performance
VVSCX vs. VCGAX - Performance Comparison
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Returns By Period
In the year-to-date period, VVSCX achieves a 21.87% return, which is significantly higher than VCGAX's 7.85% return.
VVSCX
- 1D
- 0.51%
- 1M
- 0.44%
- 6M
- 14.08%
- YTD
- 21.87%
- 1Y
- 42.25%
- 3Y*
- 12.58%
- 5Y*
- 7.63%
- 10Y*
- —
- ALL TIME*
- 6.13%
VCGAX
- 1D
- 1.08%
- 1M
- 0.94%
- 6M
- 7.51%
- YTD
- 7.85%
- 1Y
- 18.04%
- 3Y*
- 14.99%
- 5Y*
- 9.50%
- 10Y*
- 13.16%
- ALL TIME*
- 4.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VVSCX vs. VCGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VVSCX VALIC Company I Small Cap Value Fund | 21.87% | 4.30% | 9.10% | 12.56% | -13.72% | 0.69% |
VCGAX VALIC Company I Systematic Core Fund | 7.85% | 9.41% | 23.14% | 23.94% | -18.71% | 10.43% |
Correlation
The correlation between VVSCX and VCGAX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.81 |
The correlation between VVSCX and VCGAX has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.
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Return for Risk
VVSCX vs. VCGAX — Risk / Return Rank
VVSCX
VCGAX
VVSCX vs. VCGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Small Cap Value Fund (VVSCX) and VALIC Company I Systematic Core Fund (VCGAX). 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.
| VVSCX | VCGAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.23 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 1.67 | +2.24 |
| Martin ratioReturn relative to average drawdown | 15.05 | 7.05 | +8.00 |
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Drawdowns
VVSCX vs. VCGAX - Drawdown Comparison
The maximum VVSCX drawdown since its inception was -31.33%, smaller than the maximum VCGAX drawdown of -71.37%. Use the drawdown chart below to compare losses from any high point for VVSCX and VCGAX.
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Drawdown Indicators
| VVSCX | VCGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.33% | -71.37% | +40.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.87% | -9.55% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -31.33% | -22.35% | -8.98% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | -24.90% | -6.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.41% | — |
Current DrawdownCurrent decline from peak | -1.08% | -0.74% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -10.06% | -25.12% | +15.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.26% | +0.32% |
Volatility
VVSCX vs. VCGAX - Volatility Comparison
VALIC Company I Small Cap Value Fund (VVSCX) and VALIC Company I Systematic Core Fund (VCGAX) have volatilities of 3.08% and 3.07%, 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
| VVSCX | VCGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 3.07% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.32% | 9.42% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 11.99% | +5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.54% | 16.95% | +4.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 18.35% | +3.25% |
VVSCX vs. VCGAX - Expense Ratio Comparison
VVSCX has a 0.76% expense ratio, which is higher than VCGAX's 0.63% expense ratio.
Dividends
VVSCX vs. VCGAX - Dividend Comparison
VVSCX's dividend yield for the trailing twelve months is around 16.00%, more than VCGAX's 6.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VCGAX VALIC Company I Systematic Core Fund | 6.29% | 0.00% | 1.69% | 4.83% | 0.79% | 9.20% | 10.09% | 10.41% | 1.01% | 3.82% |
VVSCX VALIC Company I Small Cap Value Fund | 16.00% | 0.00% | 3.55% | 16.57% | 9.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VVSCX and VCGAX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VVSCX has higher volatility (3.08%) compared to VCGAX (3.07%). In terms of maximum drawdown, VVSCX dropped -31.33% vs VCGAX's -71.37%.
VVSCX currently has the higher Sharpe Ratio (2.20 vs 1.33), 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.
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