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Vanguard Mega Cap Value ETF (MGV)

ETF · Currency in USD · Last updated Mar 18, 2023

MGV is a passive ETF by Vanguard tracking the investment results of the MSCI US Large Cap Value Index. MGV launched on Dec 17, 2007 and has a 0.07% expense ratio.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in Vanguard Mega Cap Value ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $28,695 for a total return of roughly 186.95%. All prices are adjusted for splits and dividends.


0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
6.14%
6.47%
MGV (Vanguard Mega Cap Value ETF)
Benchmark (^GSPC)

S&P 500

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Return

Vanguard Mega Cap Value ETF had a return of -5.48% year-to-date (YTD) and -5.51% in the last 12 months. Over the past 10 years, Vanguard Mega Cap Value ETF had an annualized return of 10.30%, outperforming the S&P 500 benchmark which had an annualized return of 9.71%.


PeriodReturnBenchmark
1 month-7.18%-5.31%
Year-To-Date-5.48%2.01%
6 months1.09%0.39%
1 year-5.51%-10.12%
5 years (annualized)7.58%7.32%
10 years (annualized)10.30%9.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.74%-3.13%
2022-7.32%12.10%5.97%-3.05%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Vanguard Mega Cap Value ETF Sharpe ratio is -0.31. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50NovemberDecember2023FebruaryMarch
-0.31
-0.43
MGV (Vanguard Mega Cap Value ETF)
Benchmark (^GSPC)

Dividend History

Vanguard Mega Cap Value ETF granted a 2.60% dividend yield in the last twelve months. The annual payout for that period amounted to $2.52 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$2.52$2.52$2.32$2.14$2.34$1.89$1.79$1.70$1.53$1.37$1.26$1.20

Dividend yield

2.60%2.45%2.23%2.59%2.90%2.94%2.67%2.96%3.11%2.79%2.89%3.63%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00
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
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
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
2019$0.00$0.00$0.60$0.00$0.00$0.57$0.00$0.00$0.00$0.57$0.00$0.60
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
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
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
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
2014$0.00$0.00$0.30$0.00$0.00$0.32$0.00$0.00$0.35$0.00$0.00$0.40
2013$0.00$0.00$0.28$0.00$0.00$0.30$0.00$0.00$0.31$0.00$0.00$0.37
2012$0.26$0.00$0.00$0.29$0.00$0.00$0.31$0.00$0.00$0.35

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2023FebruaryMarch
-9.14%
-18.34%
MGV (Vanguard Mega Cap Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Vanguard Mega Cap Value ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Vanguard Mega Cap Value ETF is 56.31%, recorded on Mar 5, 2009. It took 970 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.31%Dec 27, 2007299Mar 5, 2009970Jan 10, 20131269
-35.41%Jan 21, 202044Mar 23, 2020179Dec 4, 2020223
-16.64%Sep 24, 201864Dec 24, 201885Apr 29, 2019149
-16.54%Apr 21, 2022113Sep 30, 2022
-12.88%May 22, 201566Aug 25, 2015162Apr 18, 2016228
-11.04%Jan 29, 201839Mar 23, 2018121Sep 14, 2018160
-7.68%Sep 22, 201418Oct 15, 201416Nov 6, 201434
-6.71%Jan 12, 202230Feb 24, 202223Mar 29, 202253
-6.55%Jul 30, 201919Aug 23, 201941Oct 22, 201960
-6%May 1, 201922May 31, 201914Jun 20, 201936

Volatility Chart

Current Vanguard Mega Cap Value ETF volatility is 18.09%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
18.09%
21.17%
MGV (Vanguard Mega Cap Value ETF)
Benchmark (^GSPC)