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

Correlation

The correlation between MGK and VGT is 0.89, 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. VGT - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%1,100.00%NovemberDecember2025FebruaryMarchApril
617.54%
903.44%
MGK
VGT

Key characteristics

Sharpe Ratio

MGK:

0.48

VGT:

0.29

Sortino Ratio

MGK:

0.84

VGT:

0.61

Omega Ratio

MGK:

1.12

VGT:

1.08

Calmar Ratio

MGK:

0.53

VGT:

0.32

Martin Ratio

MGK:

1.87

VGT:

1.12

Ulcer Index

MGK:

6.58%

VGT:

7.76%

Daily Std Dev

MGK:

25.47%

VGT:

29.73%

Max Drawdown

MGK:

-48.36%

VGT:

-54.63%

Current Drawdown

MGK:

-16.16%

VGT:

-19.72%

Returns By Period

In the year-to-date period, MGK achieves a -12.73% return, which is significantly higher than VGT's -16.45% return. Over the past 10 years, MGK has underperformed VGT with an annualized return of 14.40%, while VGT has yielded a comparatively higher 18.07% annualized return.


MGK

YTD

-12.73%

1M

-7.49%

6M

-7.53%

1Y

9.44%

5Y*

16.84%

10Y*

14.40%

VGT

YTD

-16.45%

1M

-9.71%

6M

-12.88%

1Y

5.50%

5Y*

18.24%

10Y*

18.07%

*Annualized

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MGK vs. VGT - Expense Ratio Comparison

MGK has a 0.07% expense ratio, which is lower than VGT's 0.10% 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 VGT: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGT: 0.10%
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. VGT — 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

VGT
The Risk-Adjusted Performance Rank of VGT is 5454
Overall Rank
The Sharpe Ratio Rank of VGT is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5757
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5252
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. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Growth ETF (MGK) and Vanguard Information Technology ETF (VGT). 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
VGT: 0.29
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
VGT: 0.61
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
VGT: 1.08
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
VGT: 0.32
The chart of Martin ratio for MGK, currently valued at 1.87, compared to the broader market0.0020.0040.0060.00
MGK: 1.87
VGT: 1.12

The current MGK Sharpe Ratio is 0.48, which is higher than the VGT Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of MGK and VGT, 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
0.29
MGK
VGT

Dividends

MGK vs. VGT - Dividend Comparison

MGK's dividend yield for the trailing twelve months is around 0.51%, less than VGT's 0.61% 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%
VGT
Vanguard Information Technology ETF
0.61%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

MGK vs. VGT - Drawdown Comparison

The maximum MGK drawdown since its inception was -48.36%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for MGK and VGT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.16%
-19.72%
MGK
VGT

Volatility

MGK vs. VGT - Volatility Comparison

The current volatility for Vanguard Mega Cap Growth ETF (MGK) is 16.97%, while Vanguard Information Technology ETF (VGT) has a volatility of 18.77%. This indicates that MGK experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.97%
18.77%
MGK
VGT