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

ETF Info

ISINUS9219108738
CUSIP921910873
IssuerVanguard
Inception DateDec 17, 2007
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities
Leveraged1x
Index TrackedCRSP US Mega Cap Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Mega-Cap

Asset Class Style

Blend

Expense Ratio

MGC has an expense ratio of 0.07%, which is considered low compared to other funds.


Expense ratio chart for MGC: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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.


Popular comparisons: MGC vs. MGK, MGC vs. VOO, MGC vs. FGRTX, MGC vs. QQQ, MGC vs. MGV, MGC vs. VOOG, MGC vs. VIS, MGC vs. SCHX, MGC vs. VONG, MGC vs. IWY

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.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
12.45%
11.17%
MGC (Vanguard Mega Cap ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Mega Cap ETF had a return of 23.79% year-to-date (YTD) and 35.36% in the last 12 months. Over the past 10 years, Vanguard Mega Cap ETF had an annualized return of 14.50%, outperforming the S&P 500 benchmark which had an annualized return of 11.94%.


PeriodReturnBenchmark
Year-To-Date23.79%21.18%
1 month5.43%5.18%
6 months12.45%11.17%
1 year35.36%32.06%
5 years (annualized)16.95%14.28%
10 years (annualized)14.50%11.94%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.20%5.32%2.87%-3.85%5.22%4.68%0.44%2.45%2.09%23.79%
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%-3.45%
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%
20134.98%1.09%3.78%2.04%2.32%-1.72%5.56%-3.03%3.18%4.70%2.96%2.61%32.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of MGC is 87, placing it in the top 13% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of MGC is 8787
MGC (Vanguard Mega Cap ETF)
The Sharpe Ratio Rank of MGC is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of MGC is 8585Sortino Ratio Rank
The Omega Ratio Rank of MGC is 8686Omega Ratio Rank
The Calmar Ratio Rank of MGC is 8888Calmar Ratio Rank
The Martin Ratio Rank of MGC is 8686Martin 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.


MGC
Sharpe ratio
The chart of Sharpe ratio for MGC, currently valued at 2.78, compared to the broader market0.002.004.002.78
Sortino ratio
The chart of Sortino ratio for MGC, currently valued at 3.69, compared to the broader market0.005.0010.0015.003.69
Omega ratio
The chart of Omega ratio for MGC, currently valued at 1.51, compared to the broader market1.001.502.002.503.003.504.001.51
Calmar ratio
The chart of Calmar ratio for MGC, currently valued at 3.22, compared to the broader market0.005.0010.0015.0020.003.22
Martin ratio
The chart of Martin ratio for MGC, currently valued at 16.98, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.98
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.61, compared to the broader market0.002.004.002.61
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.50, compared to the broader market0.005.0010.0015.003.50
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.47, compared to the broader market1.001.502.002.503.003.504.001.47
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.30, compared to the broader market0.005.0010.0015.0020.002.30
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 15.90, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.90

Sharpe Ratio

The current Vanguard Mega Cap ETF Sharpe ratio is 2.78. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Mega Cap ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.78
2.61
MGC (Vanguard Mega Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Mega Cap ETF granted a 1.20% dividend yield in the last twelve months. The annual payout for that period amounted to $2.49 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.49$2.29$2.18$1.96$1.93$2.02$1.83$1.68$1.63$1.47$1.27$1.18

Dividend yield

1.20%1.35%1.65%1.17%1.45%1.81%2.10%1.83%2.14%2.11%1.81%1.86%

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
2024$0.00$0.00$0.58$0.00$0.00$0.62$0.00$0.00$0.62$0.00$1.81
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$0.50$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$0.00$0.00$0.28$0.00$0.00$0.31$0.00$0.00$0.32$0.00$0.00$0.38$1.27
2013$0.24$0.00$0.00$0.29$0.00$0.00$0.30$0.00$0.00$0.36$1.18

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.12%
-0.21%
MGC (Vanguard Mega Cap ETF)
Benchmark (^GSPC)

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 0.12%.


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
-19.03%Oct 4, 201856Dec 24, 201875Apr 12, 2019131
-12.96%Jul 21, 2015143Feb 11, 201646Apr 19, 2016189

Volatility

Volatility Chart

The current Vanguard Mega Cap ETF volatility is 2.93%, 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%6.00%7.00%MayJuneJulyAugustSeptemberOctober
2.93%
2.84%
MGC (Vanguard Mega Cap ETF)
Benchmark (^GSPC)