MGC vs. XOMO
MGC (Vanguard Mega Cap ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both exchange-traded funds - MGC is a Large Cap Blend Equities fund tracking the CRSP US Mega Cap Index, while XOMO is a Derivative Income fund actively managed by YieldMax. MGC is passively managed, while XOMO is actively managed. Over the past year, MGC returned 23.77% vs 29.81% for XOMO. Their -0.00 correlation means they have often moved in opposite directions in the past. MGC charges 0.05%/yr vs 1.01%/yr for XOMO.
Performance
MGC vs. XOMO - Performance Comparison
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Returns By Period
In the year-to-date period, MGC achieves a 10.99% return, which is significantly lower than XOMO's 20.15% return.
MGC
- 1D
- 1.55%
- 1M
- 1.66%
- 6M
- 9.37%
- YTD
- 10.99%
- 1Y
- 23.77%
- 3Y*
- 22.08%
- 5Y*
- 13.59%
- 10Y*
- 15.89%
- ALL TIME*
- 11.55%
XOMO
- 1D
- -0.09%
- 1M
- 10.85%
- 6M
- 7.87%
- YTD
- 20.15%
- 1Y
- 29.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $21.42M | $23.07M | $28.62M | |
| $559.24K | $694.66K | $715.05K |
MGC vs. XOMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MGC Vanguard Mega Cap ETF | 10.99% | 19.31% | 27.16% | 6.72% |
XOMO YieldMax XOM Option Income Strategy ETF | 20.15% | 6.90% | 6.11% | -8.59% |
Correlation
The correlation between MGC and XOMO is -0.25, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.25 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2023 | -0.00 |
Over the past year, the inverse relationship between MGC and XOMO has strengthened: their correlation has moved from -0.00 to -0.25, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
MGC vs. XOMO — Risk / Return Rank
MGC
XOMO
MGC vs. XOMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap ETF (MGC) and YieldMax XOM Option Income Strategy ETF (XOMO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MGC | XOMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.26 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.74 | +0.69 |
| Martin ratioReturn relative to average drawdown | 9.79 | 4.35 | +5.44 |
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Drawdowns
MGC vs. XOMO - Drawdown Comparison
The maximum MGC drawdown since its inception was -52.26%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for MGC and XOMO.
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Drawdown Indicators
| MGC | XOMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.26% | -18.90% | -33.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.85% | -17.25% | +7.40% |
Max Drawdown (3Y)Largest decline over 3 years | -19.28% | — | — |
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 | -0.62% | -7.65% | +7.03% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -7.50% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 6.89% | -4.46% |
Volatility
MGC vs. XOMO - Volatility Comparison
The current volatility for Vanguard Mega Cap ETF (MGC) is 4.33%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 6.21%. This indicates that MGC experiences smaller price fluctuations and is considered to be less risky than XOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGC | XOMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 6.21% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 17.24% | -6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 20.67% | -7.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 19.19% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 19.19% | -0.93% |
MGC vs. XOMO - Expense Ratio Comparison
MGC has a 0.05% expense ratio, which is lower than XOMO's 1.01% expense ratio.
Dividends
MGC vs. XOMO - Dividend Comparison
MGC's dividend yield for the trailing twelve months is around 0.91%, less than XOMO's 37.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGC Vanguard Mega Cap ETF | 0.91% | 0.93% | 1.15% | 1.35% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.83% | 2.14% | 2.11% |
XOMO YieldMax XOM Option Income Strategy ETF | 37.07% | 31.64% | 26.94% | 5.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MGC and XOMO have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOMO has higher volatility (6.21%) compared to MGC (4.33%). In terms of maximum drawdown, MGC dropped -52.26% vs XOMO's -18.90%.
On 1-year performance, XOMO leads with 29.81% vs 23.77% for MGC. On fees, MGC is cheaper at 0.05% per year. On volatility, MGC has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, XOMO has performed better with a 29.81% return vs 23.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MGC is cheaper with a 0.05% expense ratio, compared with 1.01% for XOMO.
XOMO has the higher dividend yield at 37.07%, compared with 0.91% for MGC.
MGC is categorized as Large Cap Blend Equities, while XOMO is Derivative Income. They also come from different issuers: Vanguard and YieldMax. Their fees differ too: 0.05% for MGC and 1.01% for XOMO.
MGC currently has the higher Sharpe Ratio (1.76 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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