MGK & MGC
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MGC Vanguard Mega Cap ETF | Large Cap Blend Equities | 50% |
MGK Vanguard Mega Cap Growth ETF | Large Cap Blend Equities | 50% |
Performance
Performance Chart
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
The earliest data available for this chart is Dec 24, 2007, corresponding to the inception date of MGC
Returns By Period
As of Oct 17, 2024, the MGK & MGC returned 25.32% Year-To-Date and 15.85% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| MGK & MGC | 25.32% | 3.70% | 18.22% | 39.94% | 18.79% | 15.73% |
| Portfolio components: | ||||||
MGK Vanguard Mega Cap Growth ETF | 25.72% | 3.71% | 18.73% | 41.41% | 20.33% | 16.90% |
MGC Vanguard Mega Cap ETF | 24.84% | 3.68% | 17.64% | 38.38% | 17.04% | 14.44% |
Monthly Returns
The table below presents the monthly returns of MGK & MGC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.36% | 6.07% | 1.91% | -4.20% | 6.08% | 6.11% | -0.92% | 2.47% | 2.26% | 25.32% | |||
| 2023 | 8.42% | -1.88% | 6.92% | 1.82% | 3.74% | 6.45% | 3.32% | -0.96% | -5.22% | -1.41% | 10.47% | 3.97% | 40.49% |
| 2022 | -6.98% | -4.31% | 4.08% | -11.31% | -1.35% | -8.29% | 11.32% | -4.80% | -9.78% | 5.73% | 4.90% | -7.36% | -26.97% |
| 2021 | -0.97% | 1.14% | 3.43% | 6.31% | -0.53% | 4.43% | 3.01% | 3.38% | -5.18% | 7.74% | 0.15% | 2.80% | 28.14% |
| 2020 | 1.95% | -7.06% | -10.67% | 13.91% | 5.58% | 3.84% | 6.67% | 9.91% | -4.69% | -3.25% | 10.40% | 3.90% | 31.09% |
| 2019 | 8.19% | 3.22% | 2.66% | 4.40% | -6.47% | 6.84% | 1.96% | -0.94% | 1.13% | 2.50% | 4.02% | 3.06% | 34.24% |
| 2018 | 6.65% | -3.14% | -3.13% | 0.44% | 3.57% | 0.93% | 3.21% | 4.05% | 0.65% | -7.70% | 0.94% | -8.46% | -3.15% |
| 2017 | 2.70% | 4.40% | 0.83% | 1.74% | 2.25% | 0.06% | 2.35% | 0.89% | 1.52% | 2.76% | 2.76% | 1.17% | 26.03% |
| 2016 | -5.27% | -0.35% | 6.72% | -0.17% | 1.96% | -0.14% | 4.16% | -0.07% | 0.37% | -1.90% | 2.26% | 1.76% | 9.22% |
| 2015 | -2.24% | 5.96% | -1.81% | 0.56% | 1.48% | -1.85% | 2.85% | -6.43% | -2.61% | 9.32% | 0.28% | -2.06% | 2.52% |
| 2014 | -3.50% | 4.85% | -0.30% | 0.68% | 3.00% | 2.06% | -1.25% | 4.17% | -1.34% | 2.49% | 2.83% | -0.63% | 13.48% |
| 2013 | 4.45% | 0.95% | 3.71% | 1.90% | 1.99% | -2.06% | 5.51% | -2.33% | 4.02% | 4.78% | 2.77% | 2.99% | 32.34% |
Expense Ratio
MGK & MGC has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MGK & MGC is 47, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 2.23 | 2.91 | 1.39 | 2.38 | 10.66 |
MGC Vanguard Mega Cap ETF | 2.83 | 3.73 | 1.52 | 3.27 | 17.32 |
Dividends
Dividend yield
MGK & MGC granted a 0.81% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MGK & MGC | 0.81% | 0.93% | 1.17% | 0.79% | 1.05% | 1.33% | 1.61% | 1.53% | 1.83% | 1.77% | 1.53% | 1.58% |
| Portfolio components: | ||||||||||||
MGK Vanguard Mega Cap Growth ETF | 0.43% | 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 | 1.19% | 1.35% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.83% | 2.14% | 2.11% | 1.81% | 1.86% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 0.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.26% | Dec 27, 2007 | 301 | Mar 9, 2009 | 539 | Apr 27, 2011 | 840 |
| -32.12% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -30.48% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -20.76% | Oct 2, 2018 | 58 | Dec 24, 2018 | 75 | Apr 12, 2019 | 133 |
| -17.23% | Jul 8, 2011 | 61 | Oct 3, 2011 | 78 | Jan 25, 2012 | 139 |
Volatility
Volatility Chart
The current MGK & MGC volatility is 3.68%, 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.
Diversification
Asset Correlations Table
| MGC | MGK | |
|---|---|---|
| MGC | 1.00 | 0.95 |
| MGK | 0.95 | 1.00 |