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

ETF Info

ISINUS9219108167
CUSIP921910816
IssuerVanguard
Inception DateDec 17, 2007
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities
Index TrackedMSCI US Large Cap Growth Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

The Vanguard Mega Cap Growth ETF has an expense ratio of 0.07% which is considered to be low.


0.50%1.00%1.50%2.00%0.07%

Share Price Chart


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Compare to other instruments

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Vanguard Mega Cap Growth ETF

Popular comparisons: MGK vs. QQQ, MGK vs. VUG, MGK vs. VGT, MGK vs. SCHG, MGK vs. VONG, MGK vs. MGC, MGK vs. MGV, MGK vs. VTI, MGK vs. FGRTX, MGK vs. IWY

Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
21.06%
17.08%
MGK (Vanguard Mega Cap Growth ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Mega Cap Growth ETF had a return of 7.63% year-to-date (YTD) and 37.06% in the last 12 months. Over the past 10 years, Vanguard Mega Cap Growth ETF had an annualized return of 15.69%, outperforming the S&P 500 benchmark which had an annualized return of 10.50%.


PeriodReturnBenchmark
Year-To-Date7.63%5.90%
1 month-1.00%-1.28%
6 months19.23%15.51%
1 year37.06%21.68%
5 years (annualized)17.69%11.74%
10 years (annualized)15.69%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.52%6.81%0.96%
2023-5.84%-1.10%11.62%3.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of MGK is 89, placing it in the top 11% of the market 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 MGK is 8989
Vanguard Mega Cap Growth ETF(MGK)
The Sharpe Ratio Rank of MGK is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of MGK is 9191Sortino Ratio Rank
The Omega Ratio Rank of MGK is 9090Omega Ratio Rank
The Calmar Ratio Rank of MGK is 8282Calmar Ratio Rank
The Martin Ratio Rank of MGK is 9292Martin 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 Growth ETF (MGK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MGK
Sharpe ratio
The chart of Sharpe ratio for MGK, currently valued at 2.36, compared to the broader market-1.000.001.002.003.004.005.002.36
Sortino ratio
The chart of Sortino ratio for MGK, currently valued at 3.26, compared to the broader market-2.000.002.004.006.008.003.26
Omega ratio
The chart of Omega ratio for MGK, currently valued at 1.40, compared to the broader market1.001.502.002.501.40
Calmar ratio
The chart of Calmar ratio for MGK, currently valued at 1.56, compared to the broader market0.002.004.006.008.0010.0012.001.56
Martin ratio
The chart of Martin ratio for MGK, currently valued at 13.44, compared to the broader market0.0020.0040.0060.0080.0013.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Vanguard Mega Cap Growth ETF Sharpe ratio is 2.36. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.36
1.89
MGK (Vanguard Mega Cap Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Mega Cap Growth ETF granted a 0.47% dividend yield in the last twelve months. The annual payout for that period amounted to $1.32 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.32$1.30$1.20$1.08$1.32$1.24$1.20$1.36$1.33$1.19$1.02$0.94

Dividend yield

0.47%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.30
2023$0.00$0.00$0.28$0.00$0.00$0.27$0.00$0.00$0.32$0.00$0.00$0.43
2022$0.00$0.00$0.24$0.00$0.00$0.28$0.00$0.00$0.35$0.00$0.00$0.34
2021$0.00$0.00$0.27$0.00$0.00$0.26$0.00$0.00$0.27$0.00$0.00$0.28
2020$0.00$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.27$0.00$0.00$0.45
2019$0.00$0.00$0.09$0.00$0.00$0.42$0.00$0.00$0.00$0.37$0.00$0.36
2018$0.00$0.00$0.26$0.00$0.00$0.43$0.00$0.00$0.40$0.00$0.00$0.11
2017$0.00$0.00$0.24$0.00$0.00$0.35$0.00$0.00$0.35$0.00$0.00$0.42
2016$0.00$0.00$0.28$0.00$0.00$0.30$0.00$0.00$0.34$0.00$0.00$0.40
2015$0.00$0.00$0.24$0.00$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.35
2014$0.00$0.00$0.20$0.00$0.00$0.26$0.00$0.00$0.24$0.00$0.00$0.32
2013$0.17$0.00$0.00$0.22$0.00$0.00$0.24$0.00$0.00$0.31

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.50%
-3.86%
MGK (Vanguard Mega Cap Growth ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Mega Cap Growth 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 Growth ETF was 48.36%, occurring on Mar 9, 2009. Recovery took 482 trading sessions.

The current Vanguard Mega Cap Growth ETF drawdown is 3.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.36%Dec 27, 2007301Mar 9, 2009482Feb 3, 2011783
-36.01%Dec 28, 2021216Nov 3, 2022298Jan 12, 2024514
-31.23%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-22.59%Oct 2, 201858Dec 24, 201880Apr 22, 2019138
-16.92%Jul 25, 201150Oct 3, 201178Jan 25, 2012128

Volatility

Volatility Chart

The current Vanguard Mega Cap Growth ETF volatility is 4.06%, 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%NovemberDecember2024FebruaryMarchApril
4.06%
3.39%
MGK (Vanguard Mega Cap Growth ETF)
Benchmark (^GSPC)