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MGC vs. AIE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGC vs. AIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mega Cap ETF (MGC) and Ashoka India Equity Investment Trust plc (AIE.L). The values are adjusted to include any dividend payments, if applicable.

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MGC vs. AIE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MGC
Vanguard Mega Cap ETF
-4.86%19.31%27.16%29.77%-19.95%27.58%21.57%31.14%-7.32%
AIE.L
Ashoka India Equity Investment Trust plc
-18.21%-2.31%21.40%33.24%-16.35%48.28%30.14%23.67%-15.46%
Different Trading Currencies

MGC is traded in USD, while AIE.L is traded in GBp. To make them comparable, the AIE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MGC achieves a -4.86% return, which is significantly higher than AIE.L's -18.21% return.


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%

AIE.L

1D
3.89%
1M
-7.91%
YTD
-18.21%
6M
-13.40%
1Y
-12.91%
3Y*
10.25%
5Y*
7.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MGC vs. AIE.L — Risk / Return Rank

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

MGC
MGC Risk / Return Rank: 6161
Overall Rank
MGC Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
MGC Sortino Ratio Rank: 5959
Sortino Ratio Rank
MGC Omega Ratio Rank: 6161
Omega Ratio Rank
MGC Calmar Ratio Rank: 6262
Calmar Ratio Rank
MGC Martin Ratio Rank: 6868
Martin Ratio Rank

AIE.L
AIE.L Risk / Return Rank: 1111
Overall Rank
AIE.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
AIE.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
AIE.L Omega Ratio Rank: 1313
Omega Ratio Rank
AIE.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
AIE.L Martin Ratio Rank: 33
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.

MGC vs. AIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap ETF (MGC) and Ashoka India Equity Investment Trust plc (AIE.L). 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.


MGCAIE.LDifference

Sharpe ratio

Return per unit of total volatility

1.01

-0.54

+1.55

Sortino ratio

Return per unit of downside risk

1.56

-0.64

+2.20

Omega ratio

Gain probability vs. loss probability

1.23

0.92

+0.31

Calmar ratio

Return relative to maximum drawdown

1.64

-0.54

+2.18

Martin ratio

Return relative to average drawdown

7.19

-1.51

+8.70

MGC vs. AIE.L - Sharpe Ratio Comparison

The current MGC Sharpe Ratio is 1.01, which is higher than the AIE.L Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of MGC and AIE.L, 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


MGCAIE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

-0.54

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.33

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.40

+0.16

Correlation

The correlation between MGC and AIE.L is 0.25, 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

MGC vs. AIE.L - Dividend Comparison

MGC's dividend yield for the trailing twelve months is around 1.01%, more than AIE.L's 0.22% yield.


TTM20252024202320222021202020192018201720162015
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%
AIE.L
Ashoka India Equity Investment Trust plc
0.22%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MGC vs. AIE.L - Drawdown Comparison

The maximum MGC drawdown since its inception was -51.93%, which is greater than AIE.L's maximum drawdown of -47.83%. Use the drawdown chart below to compare losses from any high point for MGC and AIE.L.


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Drawdown Indicators


MGCAIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.93%

-41.42%

-10.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-24.64%

+12.71%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-29.64%

+3.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.07%

Current Drawdown

Current decline from peak

-6.33%

-27.05%

+20.72%

Average Drawdown

Average peak-to-trough decline

-7.12%

-8.01%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

9.07%

-6.35%

Volatility

MGC vs. AIE.L - Volatility Comparison

The current volatility for Vanguard Mega Cap ETF (MGC) is 5.54%, while Ashoka India Equity Investment Trust plc (AIE.L) has a volatility of 9.03%. This indicates that MGC experiences smaller price fluctuations and is considered to be less risky than AIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGCAIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

9.03%

-3.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

15.40%

-5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

24.00%

-5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

23.67%

-6.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

26.78%

-8.59%