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Vanguard Mega Cap ETF (MGC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9219108738

CUSIP

921910873

Issuer

Vanguard

Inception Date

Dec 17, 2007

Region

North America (U.S.)

Leveraged

1x

Index Tracked

CRSP US Mega Cap Index

Asset Class

Equity

Asset Class Size

Mega-Cap

Asset Class Style

Blend

Expense Ratio

MGC has an expense ratio of 0.07%, which is considered low.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Mega Cap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500

Returns By Period

Vanguard Mega Cap ETF (MGC) has returned 6.66% so far this year and 12.91% over the past 12 months. Looking at the last ten years, MGC has achieved an annualized return of 14.23%, outperforming the S&P 500 benchmark, which averaged 11.61% per year.


MGC

YTD
6.66%
1M
3.98%
6M
4.77%
1Y
12.91%
3Y*
20.00%
5Y*
16.56%
10Y*
14.23%

^GSPC (Benchmark)

YTD
5.92%
1M
3.83%
6M
4.26%
1Y
11.91%
3Y*
16.90%
5Y*
14.47%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

The table below presents the monthly returns of MGC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

Based on daily data since Dec 2007, the average daily return (also called the expected return) is 0.05%, while the average monthly return is 0.96%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.69%-1.40%-6.20%-0.54%6.73%1.17%2.00%
20242.20%5.32%2.87%-3.85%5.22%4.68%0.44%2.45%2.09%-0.94%5.75%-1.47%27.16%
20236.13%-2.31%4.66%1.88%1.41%6.17%3.41%-1.26%-4.59%-1.72%9.31%4.17%29.77%
2022-5.31%-3.39%3.75%-9.41%-0.21%-7.97%9.17%-4.26%-8.98%7.67%5.28%-6.00%-19.95%
2021-0.96%2.09%4.26%5.42%0.49%2.87%2.50%2.97%-4.90%7.24%-0.66%3.88%27.58%
20200.41%-7.90%-11.51%12.82%4.69%2.34%5.67%8.40%-4.05%-3.07%11.13%3.80%21.57%
20197.54%3.04%1.98%4.09%-6.35%6.87%1.56%-1.53%1.83%2.37%3.86%2.89%31.14%
20185.95%-3.49%-3.10%0.46%2.49%0.61%3.82%3.41%0.71%-6.65%1.92%-8.57%-3.46%
20171.78%4.08%0.15%1.07%1.51%0.67%2.05%0.46%2.08%2.49%3.02%1.27%22.61%
2016-4.97%-0.12%6.44%0.43%1.75%0.35%3.61%0.13%-0.02%-1.57%3.54%2.19%11.90%
2015-3.07%5.65%-1.77%1.01%1.42%-1.99%2.20%-6.32%-2.48%8.82%0.41%-1.61%1.40%
2014-3.63%4.44%0.92%0.80%2.42%1.96%-1.21%3.90%-1.24%2.15%2.58%-0.20%13.35%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MGC is 54, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MGC is 5454
Overall Rank
The Sharpe Ratio Rank of MGC is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of MGC is 5252
Sortino Ratio Rank
The Omega Ratio Rank of MGC is 5353
Omega Ratio Rank
The Calmar Ratio Rank of MGC is 5959
Calmar Ratio Rank
The Martin Ratio Rank of MGC is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Mega Cap ETF (MGC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Vanguard Mega Cap ETF Sharpe ratios as of Jul 8, 2025 (values are recalculated daily):

  • 1-Year: 0.63
  • 5-Year: 0.94
  • 10-Year: 0.77
  • All Time: 0.55

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Vanguard Mega Cap ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Vanguard Mega Cap ETF provided a 1.14% dividend yield over the last twelve months, with an annual payout of $2.46 per share. The fund has been increasing its distributions for 4 consecutive years.


1.20%1.40%1.60%1.80%2.00%2.20%$0.00$0.50$1.00$1.50$2.00$2.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$2.46$2.44$2.29$2.18$1.96$1.93$2.02$1.83$1.68$1.63$1.47$1.27

Dividend yield

1.14%1.15%1.35%1.65%1.17%1.45%1.81%2.10%1.82%2.14%2.11%1.81%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Mega Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.60$0.00$0.00$0.00$0.60
2024$0.00$0.00$0.58$0.00$0.00$0.62$0.00$0.00$0.62$0.00$0.00$0.63$2.44
2023$0.00$0.00$0.50$0.00$0.00$0.54$0.00$0.00$0.57$0.00$0.00$0.67$2.29
2022$0.00$0.00$0.48$0.00$0.00$0.51$0.00$0.00$0.59$0.00$0.00$0.60$2.18
2021$0.00$0.00$0.43$0.00$0.00$0.47$0.00$0.00$0.51$0.00$0.00$0.55$1.96
2020$0.00$0.00$0.46$0.00$0.00$0.46$0.00$0.00$0.40$0.00$0.00$0.61$1.93
2019$0.00$0.00$0.48$0.00$0.00$0.52$0.00$0.00$0.00$0.51$0.00$0.52$2.02
2018$0.00$0.00$0.37$0.00$0.00$0.46$0.00$0.00$0.48$0.00$0.00$0.51$1.83
2017$0.00$0.00$0.34$0.00$0.00$0.40$0.00$0.00$0.47$0.00$0.00$0.46$1.68
2016$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.42$0.00$0.00$0.47$1.63
2015$0.00$0.00$0.31$0.00$0.00$0.36$0.00$0.00$0.37$0.00$0.00$0.43$1.47
2014$0.28$0.00$0.00$0.31$0.00$0.00$0.32$0.00$0.00$0.38$1.27

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Mega Cap ETF. 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 Vanguard Mega Cap ETF was 52.20%, occurring on Mar 9, 2009. Recovery took 748 trading sessions.

The current Vanguard Mega Cap ETF drawdown is 0.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.2%Dec 27, 2007301Mar 9, 2009748Feb 24, 20121049
-33.07%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-25.74%Jan 4, 2022195Oct 12, 2022293Dec 12, 2023488
-19.28%Feb 20, 202534Apr 8, 2025
-19.03%Oct 4, 201856Dec 24, 201875Apr 12, 2019131
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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