MGK vs. FITZ
MGK (Vanguard Mega Cap Growth ETF) and FITZ (Fitz-Gerald Must Have Portfolio ETF) are both Large Cap Growth Equities funds. MGK is passively managed, while FITZ is actively managed. At a 0.30 correlation, their price movements are largely independent. MGK charges 0.05%/yr vs 0.75%/yr for FITZ.
Performance
MGK vs. FITZ - Performance Comparison
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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*
- —
MGK vs. FITZ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
MGK Vanguard Mega Cap Growth ETF | 0.12% |
FITZ Fitz-Gerald Must Have Portfolio ETF | -1.66% |
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
MGK
FITZ
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.
| MGK | FITZ | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MGK | FITZ | Difference | |
|---|---|---|---|
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
| MGK | FITZ | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.30% | -1.97% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -7.47% | -1.08% | -6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | — | — |
Volatility
MGK vs. FITZ - Volatility Comparison
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Volatility by Period
| MGK | FITZ | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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