PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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
Leveraged1x
Index TrackedMSCI US Large Cap Growth Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

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


Expense ratio chart for MGK: 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


Loading data...

Compare to other instruments

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


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. FGRTX, MGK vs. VTI, 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.


-5.00%0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
12.69%
10.51%
MGK (Vanguard Mega Cap Growth ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Mega Cap Growth ETF had a return of 24.12% year-to-date (YTD) and 41.19% in the last 12 months. Over the past 10 years, Vanguard Mega Cap Growth ETF had an annualized return of 16.59%, outperforming the S&P 500 benchmark which had an annualized return of 11.53%.


PeriodReturnBenchmark
Year-To-Date24.12%20.57%
1 month5.51%4.18%
6 months12.69%10.51%
1 year41.19%35.06%
5 years (annualized)20.22%14.29%
10 years (annualized)16.59%11.53%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.52%6.81%0.96%-4.56%6.95%7.51%-2.29%2.50%2.43%24.12%
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%
20203.49%-6.25%-9.86%14.99%6.46%5.30%7.66%11.38%-5.30%-3.43%9.66%4.00%41.01%
20198.84%3.39%3.34%4.71%-6.59%6.80%2.36%-0.35%0.45%2.63%4.18%3.24%37.38%
20187.36%-2.80%-3.17%0.41%4.65%1.24%2.61%4.70%0.59%-8.76%-0.05%-8.34%-2.91%
20173.63%4.72%1.51%2.41%2.98%-0.53%2.65%1.31%0.98%3.03%2.49%1.06%29.49%
2016-5.58%-0.59%7.01%-0.76%2.18%-0.63%4.72%-0.27%0.76%-2.22%0.97%1.32%6.55%
2015-1.42%6.27%-1.84%0.10%1.55%-1.72%3.50%-6.53%-2.74%9.81%0.15%-2.50%3.64%
2014-3.38%5.25%-1.51%0.55%3.59%2.16%-1.29%4.45%-1.45%2.84%3.09%-1.04%13.61%
20133.93%0.82%3.64%1.77%1.65%-2.40%5.46%-1.63%4.85%4.86%2.58%3.37%32.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MGK is 70, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of MGK is 7070
MGK (Vanguard Mega Cap Growth ETF)
The Sharpe Ratio Rank of MGK is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of MGK is 6868Sortino Ratio Rank
The Omega Ratio Rank of MGK is 7070Omega Ratio Rank
The Calmar Ratio Rank of MGK is 7878Calmar Ratio Rank
The Martin Ratio Rank of MGK is 6161Martin 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 2.37, compared to the broader market0.002.004.002.37
Sortino ratio
The chart of Sortino ratio for MGK, currently valued at 3.07, compared to the broader market0.005.0010.003.07
Omega ratio
The chart of Omega ratio for MGK, currently valued at 1.42, compared to the broader market1.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for MGK, currently valued at 2.54, compared to the broader market0.005.0010.0015.002.54
Martin ratio
The chart of Martin ratio for MGK, currently valued at 11.27, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.002.80
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market1.001.502.002.503.003.501.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.005.0010.0015.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.01, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.01

Sharpe Ratio

The current Vanguard Mega Cap Growth ETF Sharpe ratio is 2.37. 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 Growth 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 Ratio1.502.002.50MayJuneJulyAugustSeptemberOctober
2.37
2.80
MGK (Vanguard Mega Cap Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Mega Cap Growth ETF granted a 0.44% dividend yield in the last twelve months. The annual payout for that period amounted to $1.41 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.41$1.30$1.20$1.08$1.32$1.24$1.20$1.36$1.33$1.19$1.02$0.94

Dividend yield

0.44%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.30$0.00$0.00$0.31$0.00$0.00$0.37$0.00$0.98
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$1.30
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$1.20
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$1.08
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$1.32
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$1.24
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$1.20
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$1.36
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$1.33
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$1.19
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$1.02
2013$0.17$0.00$0.00$0.22$0.00$0.00$0.24$0.00$0.00$0.31$0.94

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.66%
-0.20%
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 2.66%.


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 4.82%, 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%4.00%6.00%8.00%MayJuneJulyAugustSeptemberOctober
4.82%
3.37%
MGK (Vanguard Mega Cap Growth ETF)
Benchmark (^GSPC)