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MGK & MGC

Last updated Feb 24, 2024

Asset Allocation


MGK 50%MGC 50%EquityEquity
PositionCategory/SectorWeight
MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities

50%

MGC
Vanguard Mega Cap ETF
Large Cap Blend Equities

50%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in MGK & MGC, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
19.97%
15.51%
MGK & MGC
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 24, 2007, corresponding to the inception date of MGC

Returns

As of Feb 24, 2024, the MGK & MGC returned 8.51% Year-To-Date and 14.54% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
MGK & MGC8.51%4.48%19.97%43.69%17.57%14.54%
MGK
Vanguard Mega Cap Growth ETF
9.30%4.66%22.10%52.69%19.53%15.69%
MGC
Vanguard Mega Cap ETF
7.73%4.31%17.85%34.92%15.43%13.28%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.36%
20233.32%-0.96%-5.22%-1.41%10.47%3.97%

Sharpe Ratio

The current MGK & MGC Sharpe ratio is 2.99. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.99

The Sharpe ratio of MGK & MGC is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
2.99
2.23
MGK & MGC
Benchmark (^GSPC)
Portfolio components

Dividend yield

MGK & MGC granted a 0.86% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MGK & MGC0.86%0.93%1.17%0.79%1.05%1.33%1.61%1.53%1.83%1.77%1.53%1.58%
MGK
Vanguard Mega Cap Growth ETF
0.46%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%
MGC
Vanguard Mega Cap ETF
1.26%1.35%1.65%1.17%1.45%1.81%2.10%1.83%2.14%2.11%1.81%1.86%

Expense Ratio

The MGK & MGC has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.07%
0.00%2.15%
0.07%
0.00%2.15%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
MGK & MGC
2.99
MGK
Vanguard Mega Cap Growth ETF
3.13
MGC
Vanguard Mega Cap ETF
2.74

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

MGCMGK
MGC1.000.95
MGK0.951.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.08%
0
MGK & MGC
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MGK & MGC. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the MGK & MGC was 50.26%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.

The current MGK & MGC drawdown is 0.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.26%Dec 27, 2007301Mar 9, 2009539Apr 27, 2011840
-32.12%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-30.48%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-20.76%Oct 2, 201858Dec 24, 201875Apr 12, 2019133
-17.23%Jul 8, 201161Oct 3, 201178Jan 25, 2012139

Volatility Chart

The current MGK & MGC volatility is 4.84%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
4.84%
3.90%
MGK & MGC
Benchmark (^GSPC)
Portfolio components
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