EPD vs. MGV
Compare and contrast key facts about Enterprise Products Partners L.P. (EPD) and Vanguard Mega Cap Value ETF (MGV).
MGV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Value Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPD or MGV.
Key characteristics
| EPD | MGV | |
|---|---|---|
| YTD Return | 10.64% | 6.50% |
| 1Y Return | 19.76% | 19.08% |
| 3Y Return (Ann) | 14.96% | 7.92% |
| 5Y Return (Ann) | 7.64% | 10.40% |
| 10Y Return (Ann) | 4.10% | 10.38% |
| Sharpe Ratio | 1.76 | 1.85 |
| Daily Std Dev | 10.32% | 9.78% |
| Max Drawdown | -58.78% | -56.31% |
| Current Drawdown | -4.26% | -3.11% |
Correlation
The correlation between EPD and MGV is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EPD vs. MGV - Performance Comparison
In the year-to-date period, EPD achieves a 10.64% return, which is significantly higher than MGV's 6.50% return. Over the past 10 years, EPD has underperformed MGV with an annualized return of 4.10%, while MGV has yielded a comparatively higher 10.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EPD vs. MGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and Vanguard Mega Cap Value ETF (MGV). 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.
Dividends
EPD vs. MGV - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 7.22%, more than MGV's 2.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 7.22% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
MGV Vanguard Mega Cap Value ETF | 2.43% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% | 2.29% |
Drawdowns
EPD vs. MGV - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, roughly equal to the maximum MGV drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for EPD and MGV. For additional features, visit the drawdowns tool.
Volatility
EPD vs. MGV - Volatility Comparison
Enterprise Products Partners L.P. (EPD) has a higher volatility of 3.84% compared to Vanguard Mega Cap Value ETF (MGV) at 3.00%. This indicates that EPD's price experiences larger fluctuations and is considered to be riskier than MGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.