EQTY vs. MGC
Compare and contrast key facts about Kovitz Core Equity ETF (EQTY) and Vanguard Mega Cap ETF (MGC).
EQTY and MGC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQTY is a passively managed fund by Kovitz that tracks the performance of the NONE. It was launched on Dec 28, 2011. MGC is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mega Cap Index. It was launched on Dec 17, 2007. Both EQTY and MGC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EQTY vs. MGC - Performance Comparison
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EQTY vs. MGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EQTY Kovitz Core Equity ETF | -5.61% | 13.63% | 19.89% | 26.97% | -3.83% |
MGC Vanguard Mega Cap ETF | -4.86% | 19.31% | 27.16% | 29.77% | -3.84% |
Returns By Period
In the year-to-date period, EQTY achieves a -5.61% return, which is significantly lower than MGC's -4.86% return.
EQTY
- 1D
- 0.12%
- 1M
- -7.18%
- YTD
- -5.61%
- 6M
- -1.18%
- 1Y
- 9.72%
- 3Y*
- 14.30%
- 5Y*
- —
- 10Y*
- —
MGC
- 1D
- 0.81%
- 1M
- -4.09%
- YTD
- -4.86%
- 6M
- -2.26%
- 1Y
- 18.99%
- 3Y*
- 19.96%
- 5Y*
- 12.41%
- 10Y*
- 14.78%
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EQTY vs. MGC - Expense Ratio Comparison
EQTY has a 0.99% expense ratio, which is higher than MGC's 0.05% expense ratio.
Return for Risk
EQTY vs. MGC — Risk / Return Rank
EQTY
MGC
EQTY vs. MGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kovitz Core Equity ETF (EQTY) and Vanguard Mega Cap ETF (MGC). 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.
| EQTY | MGC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | 1.01 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.90 | 1.56 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.64 | -0.80 |
Martin ratioReturn relative to average drawdown | 2.96 | 7.19 | -4.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQTY | MGC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 1.01 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.72 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.56 | +0.42 |
Correlation
The correlation between EQTY and MGC 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
EQTY vs. MGC - Dividend Comparison
EQTY's dividend yield for the trailing twelve months is around 0.02%, less than MGC's 1.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQTY Kovitz Core Equity ETF | 0.02% | 0.02% | 0.33% | 0.26% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MGC Vanguard Mega Cap ETF | 1.01% | 0.93% | 1.15% | 1.35% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.83% | 2.14% | 2.11% |
Drawdowns
EQTY vs. MGC - Drawdown Comparison
The maximum EQTY drawdown since its inception was -17.28%, smaller than the maximum MGC drawdown of -51.93%. Use the drawdown chart below to compare losses from any high point for EQTY and MGC.
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Drawdown Indicators
| EQTY | MGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.28% | -51.93% | +34.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -11.93% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.07% | — |
Current DrawdownCurrent decline from peak | -9.44% | -6.33% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -7.12% | +4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.72% | +0.63% |
Volatility
EQTY vs. MGC - Volatility Comparison
The current volatility for Kovitz Core Equity ETF (EQTY) is 5.18%, while Vanguard Mega Cap ETF (MGC) has a volatility of 5.54%. This indicates that EQTY experiences smaller price fluctuations and is considered to be less risky than MGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQTY | MGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 5.54% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 9.86% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 18.80% | -1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 17.26% | -2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 18.19% | -3.12% |