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MGK vs. IWY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MGK and IWY is 0.93, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

MGK vs. IWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mega Cap Growth ETF (MGK) and iShares Russell Top 200 Growth ETF (IWY). The values are adjusted to include any dividend payments, if applicable.

700.00%800.00%900.00%1,000.00%1,100.00%NovemberDecember2025FebruaryMarchApril
808.86%
887.44%
MGK
IWY

Key characteristics

Sharpe Ratio

MGK:

0.48

IWY:

0.47

Sortino Ratio

MGK:

0.84

IWY:

0.80

Omega Ratio

MGK:

1.12

IWY:

1.11

Calmar Ratio

MGK:

0.53

IWY:

0.50

Martin Ratio

MGK:

1.87

IWY:

1.73

Ulcer Index

MGK:

6.58%

IWY:

6.71%

Daily Std Dev

MGK:

25.47%

IWY:

24.99%

Max Drawdown

MGK:

-48.36%

IWY:

-32.68%

Current Drawdown

MGK:

-16.16%

IWY:

-16.47%

Returns By Period

The year-to-date returns for both stocks are quite close, with MGK having a -12.73% return and IWY slightly lower at -13.21%. Over the past 10 years, MGK has underperformed IWY with an annualized return of 14.40%, while IWY has yielded a comparatively higher 15.55% annualized return.


MGK

YTD

-12.73%

1M

-7.49%

6M

-7.53%

1Y

9.44%

5Y*

16.84%

10Y*

14.40%

IWY

YTD

-13.21%

1M

-7.38%

6M

-7.69%

1Y

8.86%

5Y*

17.62%

10Y*

15.55%

*Annualized

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MGK vs. IWY - Expense Ratio Comparison

MGK has a 0.07% expense ratio, which is lower than IWY's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for IWY: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWY: 0.20%
Expense ratio chart for MGK: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MGK: 0.07%

Risk-Adjusted Performance

MGK vs. IWY — Risk-Adjusted Performance Rank

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

MGK
The Risk-Adjusted Performance Rank of MGK is 6666
Overall Rank
The Sharpe Ratio Rank of MGK is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of MGK is 6666
Sortino Ratio Rank
The Omega Ratio Rank of MGK is 6666
Omega Ratio Rank
The Calmar Ratio Rank of MGK is 7070
Calmar Ratio Rank
The Martin Ratio Rank of MGK is 6464
Martin Ratio Rank

IWY
The Risk-Adjusted Performance Rank of IWY is 6464
Overall Rank
The Sharpe Ratio Rank of IWY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of IWY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of IWY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of IWY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of IWY is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MGK vs. IWY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Growth ETF (MGK) and iShares Russell Top 200 Growth ETF (IWY). 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.


The chart of Sharpe ratio for MGK, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.00
MGK: 0.48
IWY: 0.47
The chart of Sortino ratio for MGK, currently valued at 0.84, compared to the broader market-2.000.002.004.006.008.00
MGK: 0.84
IWY: 0.80
The chart of Omega ratio for MGK, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
MGK: 1.12
IWY: 1.11
The chart of Calmar ratio for MGK, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.00
MGK: 0.53
IWY: 0.50
The chart of Martin ratio for MGK, currently valued at 1.87, compared to the broader market0.0020.0040.0060.00
MGK: 1.87
IWY: 1.73

The current MGK Sharpe Ratio is 0.48, which is comparable to the IWY Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of MGK and IWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.48
0.47
MGK
IWY

Dividends

MGK vs. IWY - Dividend Comparison

MGK's dividend yield for the trailing twelve months is around 0.51%, more than IWY's 0.48% yield.


TTM20242023202220212020201920182017201620152014
MGK
Vanguard Mega Cap Growth ETF
0.51%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%
IWY
iShares Russell Top 200 Growth ETF
0.48%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%

Drawdowns

MGK vs. IWY - Drawdown Comparison

The maximum MGK drawdown since its inception was -48.36%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for MGK and IWY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.16%
-16.47%
MGK
IWY

Volatility

MGK vs. IWY - Volatility Comparison

Vanguard Mega Cap Growth ETF (MGK) has a higher volatility of 16.97% compared to iShares Russell Top 200 Growth ETF (IWY) at 16.15%. This indicates that MGK's price experiences larger fluctuations and is considered to be riskier than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.97%
16.15%
MGK
IWY