FIG vs. MGC

Last updated Apr 1, 2026

Compare and contrast key facts about Figma, Inc (FIG) and Vanguard Mega Cap ETF (MGC).

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.

Performance

FIG vs. MGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Figma, Inc (FIG) and Vanguard Mega Cap ETF (MGC). The values are adjusted to include any dividend payments, if applicable.

FIG vs. MGC - Yearly Performance Comparison

	2026 (YTD)	2025
FIG Figma, Inc	-43.43%	-67.65%
MGC Vanguard Mega Cap ETF	-5.62%	9.60%

Returns By Period

In the year-to-date period, FIG achieves a -43.43% return, which is significantly lower than MGC's -5.62% return.

FIG

• 1D: 4.86%
• 1M: -28.07%
• YTD: -43.43%
• 6M: -59.24%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MGC

• 1D: 3.07%
• 1M: -4.82%
• YTD: -5.62%
• 6M: -2.65%
• 1Y: 18.56%
• 3Y*: 19.64%
• 5Y*: 12.23%
• 10Y*: 14.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FIG vs. MGC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MGC

MGC Risk / Return Rank: 66
MGC Sharpe Ratio Rank: 59
MGC Sortino Ratio Rank: 63
MGC Omega Ratio Rank: 66
MGC Calmar Ratio Rank: 68
MGC Martin Ratio Rank: 74

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIG vs. MGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Figma, Inc (FIG) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	FIG	MGC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.99	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.71	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.81	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.05	0.55	-1.61

Correlation

The correlation between FIG and MGC is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FIG vs. MGC - Dividend Comparison

FIG has not paid dividends to shareholders, while MGC's dividend yield for the trailing twelve months is around 1.02%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIG Figma, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MGC Vanguard Mega Cap ETF	1.02%	0.93%	1.15%	1.35%	1.65%	1.17%	1.45%	1.81%	2.10%	1.83%	2.14%	2.11%

Drawdowns

FIG vs. MGC - Drawdown Comparison

The maximum FIG drawdown since its inception was -83.48%, which is greater than MGC's maximum drawdown of -51.93%. Use the drawdown chart below to compare losses from any high point for FIG and MGC.

Drawdown Indicators

	FIG	MGC	Difference
Max Drawdown Largest peak-to-trough decline	-83.48%	-51.93%	-31.55%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.93%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.07%	—
Current Drawdown Current decline from peak	-82.67%	-7.08%	-75.59%
Average Drawdown Average peak-to-trough decline	-63.67%	-7.12%	-56.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.69%	—

Volatility

Volatility by Period

	FIG	MGC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.48%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.84%	—
Volatility (1Y) Calculated over the trailing 1-year period	87.86%	18.79%	+69.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	87.86%	17.26%	+70.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	87.86%	18.19%	+69.67%