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MGK vs. FITZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MGK vs. FITZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mega Cap Growth ETF (MGK) and Fitz-Gerald Must Have Portfolio ETF (FITZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MGK

1D
0.13%
1M
6.68%
YTD
10.16%
6M
9.47%
1Y
29.81%
3Y*
26.86%
5Y*
16.28%
10Y*
19.22%

FITZ

1D
-0.20%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MGK vs. FITZ - Yearly Performance Comparison


Correlation

The correlation between MGK and FITZ is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.30

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Return for Risk

MGK vs. FITZ — Risk / Return Rank

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

MGK
MGK Risk / Return Rank: 4747
Overall Rank
MGK Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
MGK Sortino Ratio Rank: 5252
Sortino Ratio Rank
MGK Omega Ratio Rank: 5252
Omega Ratio Rank
MGK Calmar Ratio Rank: 3737
Calmar Ratio Rank
MGK Martin Ratio Rank: 4040
Martin Ratio Rank

FITZ
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. FITZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Growth ETF (MGK) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.


MGKFITZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

1.78

Martin ratioReturn relative to average drawdown

6.11

MGK vs. FITZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MGKFITZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

-7.29

+7.95

Drawdowns

MGK vs. FITZ - Drawdown Comparison

The maximum MGK drawdown since its inception was -47.97%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for MGK and FITZ.


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Drawdown Indicators


MGKFITZDifference

Max Drawdown

Largest peak-to-trough decline

-47.97%

-1.97%

-46.00%

Max Drawdown (1Y)

Largest decline over 1 year

-16.85%

Max Drawdown (3Y)

Largest decline over 3 years

-23.36%

Max Drawdown (5Y)

Largest decline over 5 years

-36.01%

Max Drawdown (10Y)

Largest decline over 10 years

-36.01%

Current Drawdown

Current decline from peak

-1.30%

-1.97%

+0.67%

Average Drawdown

Average peak-to-trough decline

-7.47%

-1.08%

-6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

Volatility

MGK vs. FITZ - Volatility Comparison


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Volatility by Period


MGKFITZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

8.74%

+7.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.62%

8.74%

+13.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.88%

8.74%

+13.14%

MGK vs. FITZ - Expense Ratio Comparison

MGK has a 0.05% expense ratio, which is lower than FITZ's 0.75% expense ratio.


Dividends

MGK vs. FITZ - Dividend Comparison

MGK's dividend yield for the trailing twelve months is around 0.32%, while FITZ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FITZ
Fitz-Gerald Must Have Portfolio ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MGK
Vanguard Mega Cap Growth ETF
0.32%0.35%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%

Frequently Asked Questions


MGK and FITZ have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MGK is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MGK is cheaper with a 0.05% expense ratio, compared with 0.75% for FITZ.

MGK has the higher dividend yield at 0.32%, compared with 0.00% for FITZ.

They also come from different issuers: Vanguard and Nicholas. Their fees differ too: 0.05% for MGK and 0.75% for FITZ.

Portfolio Optimizer

Find the right allocation for MGK and FITZ

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