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

ETF Info

ISIN

US9219108407

CUSIP

921910840

Issuer

Vanguard

Inception Date

Dec 17, 2007

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI US Large Cap Value Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

MGV 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


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S&P 500

Returns By Period

Vanguard Mega Cap Value ETF (MGV) returned 0.74% year-to-date (YTD) and 8.37% over the past 12 months. Over the past 10 years, MGV had an annualized return of 10.22%, just below the S&P 500 benchmark at 10.68%.


MGV

YTD

0.74%

1M

2.20%

6M

-4.31%

1Y

8.37%

3Y*

9.87%

5Y*

14.62%

10Y*

10.22%

^GSPC (Benchmark)

YTD

-1.34%

1M

5.80%

6M

-2.79%

1Y

9.39%

3Y*

13.76%

5Y*

14.45%

10Y*

10.68%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.68%1.36%-2.28%-3.97%1.17%0.74%
20241.61%2.97%5.06%-3.70%2.91%0.67%4.51%2.88%1.25%-1.36%5.49%-5.88%16.94%
20231.74%-3.13%0.27%1.88%-3.81%5.49%3.54%-2.09%-2.96%-2.31%6.17%4.74%9.16%
2022-0.95%-1.24%3.24%-4.86%2.22%-7.27%4.63%-2.87%-7.32%12.10%5.97%-3.05%-1.22%
2021-1.00%4.42%6.63%3.19%2.90%-0.91%1.13%1.90%-4.09%5.75%-2.88%6.95%25.93%
2020-2.66%-9.44%-13.41%10.36%2.59%-1.32%3.20%4.42%-2.21%-2.56%12.78%3.79%2.50%
20196.42%2.75%0.62%3.34%-6.00%6.96%0.83%-2.83%3.26%2.18%3.53%2.61%25.54%
20184.63%-4.38%-2.66%0.46%0.73%-0.09%5.00%2.27%0.80%-4.66%3.59%-8.92%-4.13%
20170.19%3.62%-1.04%-0.16%0.16%1.81%1.61%-0.45%3.06%1.96%3.42%1.63%16.85%
2016-4.42%-0.11%6.33%1.53%1.22%1.24%2.65%0.54%-0.67%-1.05%5.81%3.00%16.76%
2015-4.28%5.23%-1.66%1.79%1.08%-2.05%1.09%-6.08%-2.17%7.80%0.55%-0.71%-0.20%
2014-3.69%3.70%2.81%0.93%1.53%1.78%-1.08%3.38%-0.98%1.59%2.25%0.26%12.94%
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 MGV is 56, 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 MGV is 5656
Overall Rank
The Sharpe Ratio Rank of MGV is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of MGV is 4949
Sortino Ratio Rank
The Omega Ratio Rank of MGV is 5050
Omega Ratio Rank
The Calmar Ratio Rank of MGV is 6363
Calmar Ratio Rank
The Martin Ratio Rank of MGV is 5959
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 Value ETF (MGV) 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 Value ETF Sharpe ratios as of May 25, 2025 (values are recalculated daily):

  • 1-Year: 0.55
  • 5-Year: 0.98
  • 10-Year: 0.61
  • All Time: 0.41

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 Value 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 Value ETF provided a 2.29% dividend yield over the last twelve months, with an annual payout of $2.87 per share. The fund has been increasing its distributions for 4 consecutive years.


2.20%2.30%2.40%2.50%2.60%2.70%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$2.87$2.88$2.71$2.52$2.32$2.14$2.34$1.89$1.79$1.70$1.53$1.37

Dividend yield

2.29%2.31%2.48%2.45%2.17%2.47%2.69%2.65%2.34%2.53%2.59%2.26%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Mega Cap Value 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$0.68$0.00$0.00$0.68
2024$0.00$0.00$0.70$0.00$0.00$0.73$0.00$0.00$0.72$0.00$0.00$0.73$2.88
2023$0.00$0.00$0.59$0.00$0.00$0.66$0.00$0.00$0.69$0.00$0.00$0.77$2.71
2022$0.00$0.00$0.55$0.00$0.00$0.60$0.00$0.00$0.68$0.00$0.00$0.70$2.52
2021$0.00$0.00$0.49$0.00$0.00$0.55$0.00$0.00$0.62$0.00$0.00$0.66$2.32
2020$0.00$0.00$0.51$0.00$0.00$0.53$0.00$0.00$0.46$0.00$0.00$0.65$2.14
2019$0.00$0.00$0.60$0.00$0.00$0.57$0.00$0.00$0.00$0.58$0.00$0.60$2.34
2018$0.00$0.00$0.42$0.00$0.00$0.46$0.00$0.00$0.50$0.00$0.00$0.51$1.89
2017$0.00$0.00$0.39$0.00$0.00$0.41$0.00$0.00$0.51$0.00$0.00$0.47$1.79
2016$0.00$0.00$0.39$0.00$0.00$0.39$0.00$0.00$0.43$0.00$0.00$0.49$1.70
2015$0.00$0.00$0.35$0.00$0.00$0.36$0.00$0.00$0.39$0.00$0.00$0.43$1.53
2014$0.30$0.00$0.00$0.32$0.00$0.00$0.35$0.00$0.00$0.40$1.37

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 Value 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 Value ETF was 56.31%, occurring on Mar 5, 2009. Recovery took 970 trading sessions.

The current Vanguard Mega Cap Value ETF drawdown is 5.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.31%Dec 27, 2007299Mar 5, 2009970Jan 10, 20131269
-35.41%Feb 13, 202027Mar 23, 2020179Dec 4, 2020206
-16.64%Sep 24, 201864Dec 24, 201885Apr 29, 2019149
-16.54%Apr 21, 2022113Sep 30, 2022200Jul 20, 2023313
-13.18%Feb 20, 202534Apr 8, 2025
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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