PortfoliosLab logoPortfoliosLab logo
ISIN
US9219108167
CUSIP
921910816
Issuer
Vanguard
Inception Date
Dec 17, 2007
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
CRSP US Mega Cap Growth Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mega-Cap
Asset Class Style
Growth
Assets Under Management
$35B

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

MGK Performance Chart

Vanguard Mega Cap Growth ETF (MGK) is up 3.7% since the beginning of the year. MGK is currently trading at $85 per share. Investors who bought $1,000 worth of MGK shares 5 years ago would now be looking at an investment worth $1,912.


Loading charts...

S&P 500 Index

Returns By Period

Vanguard Mega Cap Growth ETF (MGK) has returned 3.65% so far this year and 21.62% over the past 12 months. Looking at the last ten years, MGK has achieved an annualized return of 18.97%, outperforming the S&P 500 Index benchmark, which averaged 13.71% per year.


Vanguard Mega Cap Growth ETF

1D
-2.12%
1M
-3.93%
YTD
3.65%
6M
2.34%
1Y
21.62%
3Y*
23.33%
5Y*
13.84%
10Y*
18.97%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MGK Monthly Returns History

Based on dividend-adjusted daily data since Dec 27, 2007, MGK's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +15.0%, while the worst month was Oct 2008 at -16.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MGK closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +12.2%, while the worst single day was Mar 16, 2020 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.68%-4.66%-4.96%14.30%8.65%-6.33%3.65%
20251.39%-2.81%-8.63%2.12%9.21%6.41%3.93%0.90%4.90%4.55%-1.52%-0.28%20.67%
20242.52%6.81%0.96%-4.56%6.95%7.51%-2.29%2.50%2.43%-0.63%6.29%1.14%32.94%
202310.72%-1.46%9.09%1.77%6.06%6.73%3.23%-0.67%-5.84%-1.10%11.62%3.77%51.67%
2022-8.65%-5.27%4.43%-13.22%-2.54%-8.61%13.48%-5.32%-10.55%3.79%4.49%-8.79%-33.59%
2021-0.97%0.19%2.57%7.19%-1.53%5.98%3.53%3.79%-5.45%8.24%0.94%1.76%28.58%

Benchmark Metrics

Vanguard Mega Cap Growth ETF has an annualized alpha of 4.14%, beta of 1.01, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since December 27, 2007.

  • This ETF captured 118.04% of S&P 500 Index gains but only 99.15% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 4.14% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.01 and R2 of 0.91, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
4.14%
Beta
1.01
0.91
Upside Capture
118.04%
Downside Capture
99.15%

Expense Ratio

MGK has an expense ratio of 0.05%, which is considered low.


Return for Risk

Risk / Return Rank

MGK ranks 33 for risk / return — below 33% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


MGK Risk / Return Rank: 3333
Overall Rank
MGK Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MGK Sortino Ratio Rank: 3434
Sortino Ratio Rank
MGK Omega Ratio Rank: 3434
Omega Ratio Rank
MGK Calmar Ratio Rank: 2727
Calmar Ratio Rank
MGK Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Mega Cap Growth ETF (MGK) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MGKBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.22

1.32

-0.10

Calmar ratioReturn relative to maximum drawdown

1.29

2.46

-1.17

Martin ratioReturn relative to average drawdown

4.31

10.92

-6.61

Dividends

Dividend History

Vanguard Mega Cap Growth ETF provided a 0.34% dividend yield over the last twelve months, with an annual payout of $0.29 per share.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.05$0.10$0.15$0.20$0.25$0.3020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.29$0.29$0.30$0.26$0.24$0.22$0.26$0.25$0.24$0.27$0.27$0.24

Dividend yield

0.34%0.35%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.06$0.00$0.00$0.00$0.06
2025$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.08$0.29
2024$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.10$0.30
2023$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.09$0.26
2022$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.07$0.24
2021$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.06$0.22

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.


Loading charts...

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 48.43%, occurring on Mar 9, 2009. Recovery took 483 trading sessions.

The current Vanguard Mega Cap Growth ETF drawdown is 7.14%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-48.43%Mar 2009
1y 2mo1y 11mo
3y 1moDec 2007 - Feb 2011
Bear market2022
-36.01%Nov 2022
10mo 10d1y 2mo
2y 15dDec 2021 - Jan 2024
COVID crash2020
-31.23%Mar 2020
1mo 2d2mo 17d
3mo 19dFeb 2020 - Jun 2020
2025 selloff2025
-23.36%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-22.59%Dec 2018
2mo 23d3mo 29d
6mo 22dOct 2018 - Apr 2019

Drawdown Indicators


MGKBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-48.43%

-56.78%

+8.35%

Max Drawdown (1Y)

Largest decline over 1 year

-16.85%

-9.10%

-7.75%

Max Drawdown (3Y)

Largest decline over 3 years

-23.36%

-18.90%

-4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-36.01%

-25.43%

-10.58%

Max Drawdown (10Y)

Largest decline over 10 years

-36.01%

-33.92%

-2.09%

Current Drawdown

Current decline from peak

-7.14%

-3.21%

-3.93%

Average Drawdown

Average peak-to-trough decline

-7.58%

-10.71%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

2.04%

+2.98%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with MGK

Add Vanguard Mega Cap Growth ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with MGK