CMGIX vs. VONG
Compare and contrast key facts about BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) and Vanguard Russell 1000 Growth ETF (VONG).
CMGIX is managed by BlackRock. It was launched on Dec 27, 1996. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Performance
CMGIX vs. VONG - Performance Comparison
Loading graphics...
CMGIX vs. VONG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMGIX BlackRock Mid-Cap Growth Equity Portfolio | -4.58% | 0.49% | 12.44% | 28.24% | -37.36% | 14.51% | 46.13% | 36.19% | 2.88% | 34.59% |
VONG Vanguard Russell 1000 Growth ETF | -8.97% | 18.45% | 33.20% | 42.67% | -29.18% | 27.60% | 38.30% | 36.06% | -1.53% | 30.05% |
Returns By Period
In the year-to-date period, CMGIX achieves a -4.58% return, which is significantly higher than VONG's -8.97% return. Over the past 10 years, CMGIX has underperformed VONG with an annualized return of 11.40%, while VONG has yielded a comparatively higher 16.75% annualized return.
CMGIX
- 1D
- 4.24%
- 1M
- -8.56%
- YTD
- -4.58%
- 6M
- -9.13%
- 1Y
- 9.65%
- 3Y*
- 7.48%
- 5Y*
- -0.50%
- 10Y*
- 11.40%
VONG
- 1D
- 0.91%
- 1M
- -4.62%
- YTD
- -8.97%
- 6M
- -8.47%
- 1Y
- 18.72%
- 3Y*
- 21.47%
- 5Y*
- 12.55%
- 10Y*
- 16.75%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CMGIX vs. VONG - Expense Ratio Comparison
CMGIX has a 0.80% expense ratio, which is higher than VONG's 0.06% expense ratio.
Return for Risk
CMGIX vs. VONG — Risk / Return Rank
CMGIX
VONG
CMGIX vs. VONG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) and Vanguard Russell 1000 Growth ETF (VONG). 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.
| CMGIX | VONG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 0.84 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.77 | 1.36 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.19 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.22 | -0.68 |
Martin ratioReturn relative to average drawdown | 1.69 | 4.16 | -2.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CMGIX | VONG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.84 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.59 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.81 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.84 | -0.46 |
Correlation
The correlation between CMGIX and VONG is 0.87, 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.
Dividends
CMGIX vs. VONG - Dividend Comparison
CMGIX's dividend yield for the trailing twelve months is around 22.22%, more than VONG's 0.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMGIX BlackRock Mid-Cap Growth Equity Portfolio | 22.22% | 21.20% | 0.00% | 0.00% | 0.00% | 4.94% | 0.00% | 0.39% | 4.72% | 3.31% | 0.00% | 2.57% |
VONG Vanguard Russell 1000 Growth ETF | 0.50% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
Drawdowns
CMGIX vs. VONG - Drawdown Comparison
The maximum CMGIX drawdown since its inception was -73.85%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for CMGIX and VONG.
Loading graphics...
Drawdown Indicators
| CMGIX | VONG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.85% | -32.72% | -41.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.90% | -16.23% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -45.96% | -32.72% | -13.24% |
Max Drawdown (10Y)Largest decline over 10 years | -45.96% | -32.72% | -13.24% |
Current DrawdownCurrent decline from peak | -19.08% | -12.29% | -6.79% |
Average DrawdownAverage peak-to-trough decline | -28.76% | -4.90% | -23.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.77% | 4.78% | -0.01% |
Volatility
CMGIX vs. VONG - Volatility Comparison
BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) has a higher volatility of 9.67% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.81%. This indicates that CMGIX's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CMGIX | VONG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.67% | 6.81% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | 12.37% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.09% | 22.42% | +3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.00% | 21.35% | +3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.33% | 20.82% | +2.51% |