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MGK vs. FGRTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGK vs. FGRTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mega Cap Growth ETF (MGK) and Fidelity Mega Cap Stock Fund (FGRTX). The values are adjusted to include any dividend payments, if applicable.

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MGK vs. FGRTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGK
Vanguard Mega Cap Growth ETF
-9.86%20.67%32.94%51.67%-33.59%28.58%41.01%37.38%-2.91%29.49%
FGRTX
Fidelity Mega Cap Stock Fund
-2.11%26.92%25.98%26.51%-8.98%26.29%12.96%31.07%-7.44%16.98%

Returns By Period

In the year-to-date period, MGK achieves a -9.86% return, which is significantly lower than FGRTX's -2.11% return. Over the past 10 years, MGK has outperformed FGRTX with an annualized return of 16.97%, while FGRTX has yielded a comparatively lower 15.34% annualized return.


MGK

1D
1.17%
1M
-4.13%
YTD
-9.86%
6M
-7.94%
1Y
19.83%
3Y*
22.59%
5Y*
12.64%
10Y*
16.97%

FGRTX

1D
3.14%
1M
-4.70%
YTD
-2.11%
6M
2.45%
1Y
26.36%
3Y*
22.46%
5Y*
14.92%
10Y*
15.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGK vs. FGRTX - Expense Ratio Comparison

MGK has a 0.05% expense ratio, which is lower than FGRTX's 0.61% expense ratio.


Return for Risk

MGK vs. FGRTX — Risk / Return Rank

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

MGK
MGK Risk / Return Rank: 4646
Overall Rank
MGK Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MGK Sortino Ratio Rank: 5050
Sortino Ratio Rank
MGK Omega Ratio Rank: 4848
Omega Ratio Rank
MGK Calmar Ratio Rank: 4545
Calmar Ratio Rank
MGK Martin Ratio Rank: 4444
Martin Ratio Rank

FGRTX
FGRTX Risk / Return Rank: 8484
Overall Rank
FGRTX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FGRTX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FGRTX Omega Ratio Rank: 8383
Omega Ratio Rank
FGRTX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FGRTX Martin Ratio Rank: 9191
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.

MGK vs. FGRTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Growth ETF (MGK) and Fidelity Mega Cap Stock Fund (FGRTX). 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.


MGKFGRTXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.47

-0.62

Sortino ratio

Return per unit of downside risk

1.39

2.09

-0.70

Omega ratio

Gain probability vs. loss probability

1.19

1.34

-0.14

Calmar ratio

Return relative to maximum drawdown

1.23

2.25

-1.01

Martin ratio

Return relative to average drawdown

4.27

10.43

-6.16

MGK vs. FGRTX - Sharpe Ratio Comparison

The current MGK Sharpe Ratio is 0.85, which is lower than the FGRTX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of MGK and FGRTX, 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


MGKFGRTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.47

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.90

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.85

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.45

+0.15

Correlation

The correlation between MGK and FGRTX 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

MGK vs. FGRTX - Dividend Comparison

MGK's dividend yield for the trailing twelve months is around 0.39%, less than FGRTX's 3.97% yield.


TTM20252024202320222021202020192018201720162015
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%
FGRTX
Fidelity Mega Cap Stock Fund
3.97%3.89%2.68%2.06%4.38%4.79%7.96%12.98%21.72%15.57%1.97%4.16%

Drawdowns

MGK vs. FGRTX - Drawdown Comparison

The maximum MGK drawdown since its inception was -47.97%, smaller than the maximum FGRTX drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for MGK and FGRTX.


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Drawdown Indicators


MGKFGRTXDifference

Max Drawdown

Largest peak-to-trough decline

-47.97%

-56.17%

+8.20%

Max Drawdown (1Y)

Largest decline over 1 year

-16.85%

-12.17%

-4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-36.01%

-23.35%

-12.66%

Max Drawdown (10Y)

Largest decline over 10 years

-36.01%

-35.18%

-0.83%

Current Drawdown

Current decline from peak

-12.56%

-6.14%

-6.42%

Average Drawdown

Average peak-to-trough decline

-7.51%

-8.77%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.87%

2.62%

+2.25%

Volatility

MGK vs. FGRTX - Volatility Comparison

Vanguard Mega Cap Growth ETF (MGK) has a higher volatility of 7.13% compared to Fidelity Mega Cap Stock Fund (FGRTX) at 5.56%. This indicates that MGK's price experiences larger fluctuations and is considered to be riskier than FGRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGKFGRTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

5.56%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

9.76%

+3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

23.35%

18.39%

+4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.63%

16.73%

+5.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.82%

18.12%

+3.70%