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AKREX vs. MGK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AKREXMGK
YTD Return10.20%20.11%
1Y Return21.39%31.05%
3Y Return (Ann)4.95%10.29%
5Y Return (Ann)11.39%19.44%
10Y Return (Ann)13.43%16.06%
Sharpe Ratio1.481.77
Daily Std Dev13.95%16.00%
Max Drawdown-31.93%-48.36%
Current Drawdown-1.16%-5.81%

Correlation

-0.50.00.51.00.8

The correlation between AKREX and MGK is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

AKREX vs. MGK - Performance Comparison

In the year-to-date period, AKREX achieves a 10.20% return, which is significantly lower than MGK's 20.11% return. Over the past 10 years, AKREX has underperformed MGK with an annualized return of 13.43%, while MGK has yielded a comparatively higher 16.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


600.00%700.00%800.00%900.00%1,000.00%FebruaryMarchAprilMayJuneJuly
705.26%
880.88%
AKREX
MGK

Compare stocks, funds, or ETFs

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


Akre Focus Fund Retail Class

Vanguard Mega Cap Growth ETF

AKREX vs. MGK - Expense Ratio Comparison

AKREX has a 1.30% expense ratio, which is higher than MGK's 0.07% expense ratio.


AKREX
Akre Focus Fund Retail Class
Expense ratio chart for AKREX: current value at 1.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.30%
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%

Risk-Adjusted Performance

AKREX vs. MGK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Akre Focus Fund Retail Class (AKREX) and Vanguard Mega Cap Growth ETF (MGK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AKREX
Sharpe ratio
The chart of Sharpe ratio for AKREX, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.001.48
Sortino ratio
The chart of Sortino ratio for AKREX, currently valued at 2.05, compared to the broader market0.005.0010.002.05
Omega ratio
The chart of Omega ratio for AKREX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for AKREX, currently valued at 1.00, compared to the broader market0.005.0010.0015.0020.001.00
Martin ratio
The chart of Martin ratio for AKREX, currently valued at 5.65, compared to the broader market0.0020.0040.0060.0080.00100.005.65
MGK
Sharpe ratio
The chart of Sharpe ratio for MGK, currently valued at 1.77, compared to the broader market-1.000.001.002.003.004.001.77
Sortino ratio
The chart of Sortino ratio for MGK, currently valued at 2.42, compared to the broader market0.005.0010.002.42
Omega ratio
The chart of Omega ratio for MGK, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for MGK, currently valued at 1.74, compared to the broader market0.005.0010.0015.0020.001.74
Martin ratio
The chart of Martin ratio for MGK, currently valued at 9.76, compared to the broader market0.0020.0040.0060.0080.00100.009.76

AKREX vs. MGK - Sharpe Ratio Comparison

The current AKREX Sharpe Ratio is 1.48, which roughly equals the MGK Sharpe Ratio of 1.77. The chart below compares the 12-month rolling Sharpe Ratio of AKREX and MGK.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50FebruaryMarchAprilMayJuneJuly
1.48
1.77
AKREX
MGK

Dividends

AKREX vs. MGK - Dividend Comparison

AKREX's dividend yield for the trailing twelve months is around 3.23%, more than MGK's 0.44% yield.


TTM20232022202120202019201820172016201520142013
AKREX
Akre Focus Fund Retail Class
3.23%3.56%6.73%3.65%0.00%2.99%0.55%0.62%0.18%0.00%2.07%1.94%
MGK
Vanguard Mega Cap Growth ETF
0.44%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%

Drawdowns

AKREX vs. MGK - Drawdown Comparison

The maximum AKREX drawdown since its inception was -31.93%, smaller than the maximum MGK drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for AKREX and MGK. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.16%
-5.81%
AKREX
MGK

Volatility

AKREX vs. MGK - Volatility Comparison

The current volatility for Akre Focus Fund Retail Class (AKREX) is 2.78%, while Vanguard Mega Cap Growth ETF (MGK) has a volatility of 5.11%. This indicates that AKREX experiences smaller price fluctuations and is considered to be less risky than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%FebruaryMarchAprilMayJuneJuly
2.78%
5.11%
AKREX
MGK