See what your fund actually adds
VALIC Company I Asset Allocation Fund VCAAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | VCAAX | Replication |
|---|---|---|
| Annualized growth | 6.5% | 7.8% |
| Annualized volatility | 10.7% | 10.6% |
| Sharpe ratio | 0.64 | 0.76 |
| Maximum drawdown | 20.5% | 21.2% |
| Replication fit (R²) | 0.98 · Tracking error 1.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model VCAAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 42.7% |
| MBB | FI · MBS | 21.4% |
| VCIT | FI · IG Credit | 20.4% |
| VUG | Style · Growth | 11.6% |
| WTMF | Alternatives · Mgt Futures | 3.9% |