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Vanguard Mega Cap Growth Index Fund Institutional ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

CUSIP

921910782

Issuer

Vanguard

Inception Date

Apr 3, 2008

Region

North America (U.S.)

Min. Investment

$5,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

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.


Popular comparisons:
VMGAX vs. VIGAX VMGAX vs. MGK VMGAX vs. VRGWX VMGAX vs. VTCIX VMGAX vs. VTSAX VMGAX vs. VOO VMGAX vs. VIGIX VMGAX vs. IWY VMGAX vs. VIIIX VMGAX vs. VFTNX
Popular comparisons:
VMGAX vs. VIGAX VMGAX vs. MGK VMGAX vs. VRGWX VMGAX vs. VTCIX VMGAX vs. VTSAX VMGAX vs. VOO VMGAX vs. VIGIX VMGAX vs. IWY VMGAX vs. VIIIX VMGAX vs. VFTNX

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.54%
11.50%
VMGAX (Vanguard Mega Cap Growth Index Fund Institutional Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Mega Cap Growth Index Fund Institutional Shares had a return of 29.76% year-to-date (YTD) and 34.96% in the last 12 months. Over the past 10 years, Vanguard Mega Cap Growth Index Fund Institutional Shares had an annualized return of 16.30%, outperforming the S&P 500 benchmark which had an annualized return of 11.13%.


VMGAX

YTD

29.76%

1M

1.83%

6M

14.54%

1Y

34.96%

5Y (annualized)

20.06%

10Y (annualized)

16.30%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.57%6.95%0.88%-4.56%6.89%7.45%-2.18%2.52%2.35%-0.58%29.76%
202310.71%-1.40%9.01%1.78%5.97%6.84%3.20%-0.68%-5.85%-1.07%11.64%3.71%51.57%
2022-8.59%-5.26%4.14%-12.99%-2.58%-8.61%13.43%-5.26%-10.59%3.84%4.58%-8.83%-33.55%
2021-0.99%0.28%2.28%7.38%-1.55%5.96%3.56%3.75%-5.41%8.21%0.93%1.77%28.50%
20203.47%-6.42%-9.65%14.96%6.49%5.21%7.70%11.47%-5.24%-3.73%9.84%4.03%41.02%
20198.91%3.37%3.37%4.77%-6.65%6.82%2.36%-0.24%0.31%2.66%4.10%3.35%37.54%
20187.40%-2.75%-3.16%0.42%4.62%1.28%2.57%4.71%0.60%-8.78%0.10%-8.52%-2.86%
20173.72%4.71%1.50%2.41%2.99%-0.56%2.66%1.38%0.96%3.00%2.55%0.90%29.49%
2016-5.49%-0.70%6.97%-0.81%2.30%-0.68%4.71%-0.26%0.78%-2.24%0.97%1.24%6.42%
2015-1.44%6.30%-1.87%0.13%1.56%-1.71%3.46%-6.52%-2.67%9.72%0.15%-2.41%3.72%
2014-3.31%5.28%-1.55%0.59%3.60%2.10%-1.31%4.51%-1.50%2.93%3.11%-1.13%13.68%
20133.90%0.94%3.56%1.76%1.66%-2.28%5.26%-1.57%4.73%4.81%2.66%3.32%32.47%

Expense Ratio

VMGAX has an expense ratio of 0.06%, which is considered low compared to other funds.


Expense ratio chart for VMGAX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VMGAX is 60, suggesting that the investment has average results relative to other mutual funds 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 VMGAX is 6060
Combined Rank
The Sharpe Ratio Rank of VMGAX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VMGAX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VMGAX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VMGAX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VMGAX is 5252
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 Growth Index Fund Institutional Shares (VMGAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VMGAX, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.005.001.992.46
The chart of Sortino ratio for VMGAX, currently valued at 2.62, compared to the broader market0.005.0010.002.623.31
The chart of Omega ratio for VMGAX, currently valued at 1.36, compared to the broader market1.002.003.004.001.361.46
The chart of Calmar ratio for VMGAX, currently valued at 2.54, compared to the broader market0.005.0010.0015.0020.0025.002.543.55
The chart of Martin ratio for VMGAX, currently valued at 9.67, compared to the broader market0.0020.0040.0060.0080.00100.009.6715.76
VMGAX
^GSPC

The current Vanguard Mega Cap Growth Index Fund Institutional Shares Sharpe ratio is 1.99. 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 Index Fund Institutional Shares 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.99
2.46
VMGAX (Vanguard Mega Cap Growth Index Fund Institutional Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Mega Cap Growth Index Fund Institutional Shares provided a 0.43% dividend yield over the last twelve months, with an annual payout of $2.86 per share. The fund has been increasing its distributions for 2 consecutive years.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.50$1.00$1.50$2.00$2.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.86$2.62$2.41$2.17$2.65$2.49$2.39$2.73$2.65$2.38$2.01$1.88

Dividend yield

0.43%0.51%0.71%0.42%0.65%0.86%1.13%1.23%1.53%1.44%1.25%1.31%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.61$0.00$0.00$0.63$0.00$0.00$0.76$0.00$0.00$2.00
2023$0.00$0.00$0.57$0.00$0.00$0.55$0.00$0.00$0.64$0.00$0.00$0.86$2.62
2022$0.00$0.00$0.48$0.00$0.00$0.55$0.00$0.00$0.70$0.00$0.00$0.68$2.41
2021$0.00$0.00$0.53$0.00$0.00$0.53$0.00$0.00$0.56$0.00$0.00$0.56$2.17
2020$0.00$0.00$0.62$0.00$0.00$0.60$0.00$0.00$0.53$0.00$0.00$0.90$2.65
2019$0.00$0.00$0.19$0.00$0.00$0.84$0.00$0.00$0.75$0.00$0.00$0.72$2.49
2018$0.00$0.00$0.52$0.00$0.00$0.86$0.00$0.00$0.80$0.00$0.00$0.22$2.39
2017$0.00$0.00$0.48$0.00$0.00$0.69$0.00$0.00$0.71$0.00$0.00$0.84$2.73
2016$0.00$0.00$0.57$0.00$0.00$0.61$0.00$0.00$0.67$0.00$0.00$0.80$2.65
2015$0.00$0.00$0.49$0.00$0.00$0.60$0.00$0.00$0.59$0.00$0.00$0.70$2.38
2014$0.00$0.00$0.39$0.00$0.00$0.51$0.00$0.00$0.48$0.00$0.00$0.64$2.01
2013$0.36$0.00$0.00$0.43$0.00$0.00$0.48$0.00$0.00$0.61$1.88

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%JuneJulyAugustSeptemberOctoberNovember
-1.44%
-1.40%
VMGAX (Vanguard Mega Cap Growth Index Fund Institutional Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Mega Cap Growth Index Fund Institutional Shares. 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 Index Fund Institutional Shares was 48.61%, occurring on Mar 9, 2009. Recovery took 483 trading sessions.

The current Vanguard Mega Cap Growth Index Fund Institutional Shares drawdown is 1.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.61%Dec 27, 2007300Mar 9, 2009483Feb 4, 2011783
-36.03%Dec 28, 2021216Nov 3, 2022298Jan 12, 2024514
-30.95%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-22.56%Oct 2, 201858Dec 24, 201880Apr 22, 2019138
-16.89%Jul 25, 201150Oct 3, 201178Jan 25, 2012128

Volatility

Volatility Chart

The current Vanguard Mega Cap Growth Index Fund Institutional Shares volatility is 5.62%, 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%JuneJulyAugustSeptemberOctoberNovember
5.62%
4.07%
VMGAX (Vanguard Mega Cap Growth Index Fund Institutional Shares)
Benchmark (^GSPC)