See what your fund actually adds
VALIC Company I International Socially Responsible Fund VCSOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | VCSOX | Replication |
|---|---|---|
| Annualized growth | 7.6% | 7.2% |
| Annualized volatility | 16.5% | 16.2% |
| Sharpe ratio | 0.52 | 0.51 |
| Maximum drawdown | 30.7% | 29.6% |
| Replication fit (R²) | 0.98 · Tracking error 2.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model VCSOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFG | Intl · Growth | 52.0% |
| EFV | Intl · Value | 36.4% |
| VNQI | Alternatives · Intl Real Estate | 7.1% |
| DBEF | Intl · Dev Hedged | 2.7% |
| VEA | Intl · Developed | 1.8% |