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IGM vs. MGK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGM vs. MGK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech Sector ETF (IGM) and Vanguard Mega Cap Growth ETF (MGK). The values are adjusted to include any dividend payments, if applicable.

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IGM vs. MGK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGM
iShares Expanded Tech Sector ETF
-8.21%26.76%36.99%60.68%-35.83%25.72%45.11%41.81%2.26%37.20%
MGK
Vanguard Mega Cap Growth ETF
-10.90%20.67%32.94%51.67%-33.59%28.58%41.01%37.38%-2.91%29.49%

Returns By Period

In the year-to-date period, IGM achieves a -8.21% return, which is significantly higher than MGK's -10.90% return. Over the past 10 years, IGM has outperformed MGK with an annualized return of 20.88%, while MGK has yielded a comparatively lower 16.84% annualized return.


IGM

1D
4.59%
1M
-4.57%
YTD
-8.21%
6M
-5.83%
1Y
30.94%
3Y*
28.28%
5Y*
14.37%
10Y*
20.88%

MGK

1D
3.95%
1M
-4.96%
YTD
-10.90%
6M
-8.52%
1Y
19.40%
3Y*
22.12%
5Y*
12.38%
10Y*
16.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGM vs. MGK - Expense Ratio Comparison

IGM has a 0.46% expense ratio, which is higher than MGK's 0.05% expense ratio.


Return for Risk

IGM vs. MGK — Risk / Return Rank

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

IGM
IGM Risk / Return Rank: 7171
Overall Rank
IGM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7474
Sortino Ratio Rank
IGM Omega Ratio Rank: 7171
Omega Ratio Rank
IGM Calmar Ratio Rank: 7676
Calmar Ratio Rank
IGM Martin Ratio Rank: 6868
Martin Ratio Rank

MGK
MGK Risk / Return Rank: 5151
Overall Rank
MGK Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MGK Sortino Ratio Rank: 5656
Sortino Ratio Rank
MGK Omega Ratio Rank: 5454
Omega Ratio Rank
MGK Calmar Ratio Rank: 5151
Calmar Ratio Rank
MGK Martin Ratio Rank: 4646
Martin Ratio Rank
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.

IGM vs. MGK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech Sector ETF (IGM) 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.


IGMMGKDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.84

+0.33

Sortino ratio

Return per unit of downside risk

1.77

1.36

+0.40

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

1.87

1.16

+0.71

Martin ratio

Return relative to average drawdown

6.36

4.07

+2.29

IGM vs. MGK - Sharpe Ratio Comparison

The current IGM Sharpe Ratio is 1.16, which is higher than the MGK Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IGM and MGK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGMMGKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.84

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.55

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.77

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.60

-0.17

Correlation

The correlation between IGM and MGK is 0.95, 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

IGM vs. MGK - Dividend Comparison

IGM's dividend yield for the trailing twelve months is around 0.18%, less than MGK's 0.39% yield.


TTM20252024202320222021202020192018201720162015
IGM
iShares Expanded Tech Sector ETF
0.18%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%
MGK
Vanguard Mega Cap Growth ETF
0.39%0.35%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%

Drawdowns

IGM vs. MGK - Drawdown Comparison

The maximum IGM drawdown since its inception was -65.59%, which is greater than MGK's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for IGM and MGK.


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Drawdown Indicators


IGMMGKDifference

Max Drawdown

Largest peak-to-trough decline

-65.59%

-47.97%

-17.62%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

-16.85%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-40.68%

-36.01%

-4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-40.68%

-36.01%

-4.67%

Current Drawdown

Current decline from peak

-12.61%

-13.57%

+0.96%

Average Drawdown

Average peak-to-trough decline

-15.32%

-7.51%

-7.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

4.81%

+0.02%

Volatility

IGM vs. MGK - Volatility Comparison

iShares Expanded Tech Sector ETF (IGM) has a higher volatility of 8.30% compared to Vanguard Mega Cap Growth ETF (MGK) at 7.01%. This indicates that IGM's price experiences larger fluctuations and is considered to be riskier than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGMMGKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

7.01%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

16.28%

12.88%

+3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

26.68%

23.33%

+3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.56%

22.64%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.41%

21.82%

+2.59%