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VVSCX vs. VCIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VVSCX vs. VCIFX - Performance Comparison

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

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VVSCX vs. VCIFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VVSCX
VALIC Company I Small Cap Value Fund
0.64%4.30%9.10%12.56%-13.72%0.69%
VCIFX
Vertical Capital Income Fund
-2.24%9.15%-1.00%5.96%-16.21%-3.04%

Returns By Period

In the year-to-date period, VVSCX achieves a 0.64% return, which is significantly higher than VCIFX's -2.24% return.


VVSCX

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

VCIFX

1D
0.10%
1M
-4.09%
YTD
-2.24%
6M
-1.24%
1Y
4.51%
3Y*
2.95%
5Y*
-1.40%
10Y*
0.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VVSCX vs. VCIFX - Expense Ratio Comparison

VVSCX has a 0.76% expense ratio, which is higher than VCIFX's 0.69% expense ratio.


Return for Risk

VVSCX vs. VCIFX — Risk / Return Rank

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

VVSCX
VVSCX Risk / Return Rank: 5252
Overall Rank
VVSCX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VVSCX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VVSCX Omega Ratio Rank: 4646
Omega Ratio Rank
VVSCX Calmar Ratio Rank: 5555
Calmar Ratio Rank
VVSCX Martin Ratio Rank: 5252
Martin Ratio Rank

VCIFX
VCIFX Risk / Return Rank: 4444
Overall Rank
VCIFX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VCIFX Sortino Ratio Rank: 4646
Sortino Ratio Rank
VCIFX Omega Ratio Rank: 3333
Omega Ratio Rank
VCIFX Calmar Ratio Rank: 4848
Calmar Ratio Rank
VCIFX Martin Ratio Rank: 4545
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. VCIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Small Cap Value Fund (VVSCX) and Vertical Capital Income Fund (VCIFX). 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.


VVSCXVCIFXDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.92

+0.09

Sortino ratio

Return per unit of downside risk

1.50

1.36

+0.15

Omega ratio

Gain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

1.32

1.18

+0.15

Martin ratio

Return relative to average drawdown

5.15

4.59

+0.56

VVSCX vs. VCIFX - Sharpe Ratio Comparison

The current VVSCX Sharpe Ratio is 1.01, which is comparable to the VCIFX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VVSCX and VCIFX, 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


VVSCXVCIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.92

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.01

+0.10

Correlation

The correlation between VVSCX and VCIFX is 0.23, 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. VCIFX - Dividend Comparison

VVSCX's dividend yield for the trailing twelve months is around 19.38%, more than VCIFX's 1.85% yield.


TTM20252024202320222021202020192018
VVSCX
VALIC Company I Small Cap Value Fund
19.38%0.00%3.55%16.57%9.60%0.00%0.00%0.00%0.00%
VCIFX
Vertical Capital Income Fund
1.85%0.00%0.00%3.53%3.64%4.00%1.76%2.32%0.93%

Drawdowns

VVSCX vs. VCIFX - Drawdown Comparison

The maximum VVSCX drawdown since its inception was -31.33%, which is greater than VCIFX's maximum drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for VVSCX and VCIFX.


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Drawdown Indicators


VVSCXVCIFXDifference

Max Drawdown

Largest peak-to-trough decline

-31.33%

-29.13%

-2.20%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-4.19%

-9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-25.58%

Max Drawdown (10Y)

Largest decline over 10 years

-27.38%

Current Drawdown

Current decline from peak

-9.47%

-14.02%

+4.55%

Average Drawdown

Average peak-to-trough decline

-10.68%

-14.03%

+3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

1.07%

+2.62%

Volatility

VVSCX vs. VCIFX - Volatility Comparison

VALIC Company I Small Cap Value Fund (VVSCX) has a higher volatility of 6.02% compared to Vertical Capital Income Fund (VCIFX) at 1.95%. This indicates that VVSCX's price experiences larger fluctuations and is considered to be riskier than VCIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVSCXVCIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

1.95%

+4.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

2.87%

+9.96%

Volatility (1Y)

Calculated over the trailing 1-year period

21.84%

4.92%

+16.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.92%

5.96%

+15.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.92%

5.71%

+16.21%