MGK vs. VTI
Compare and contrast key facts about Vanguard Mega Cap Growth ETF (MGK) and Vanguard Total Stock Market ETF (VTI).
MGK and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MGK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Growth Index. It was launched on Dec 17, 2007. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both MGK and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGK or VTI.
Performance
MGK vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, MGK achieves a 28.03% return, which is significantly higher than VTI's 23.63% return. Over the past 10 years, MGK has outperformed VTI with an annualized return of 16.20%, while VTI has yielded a comparatively lower 12.59% annualized return.
MGK
28.03%
1.84%
14.00%
34.08%
19.59%
16.20%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| MGK | VTI | |
|---|---|---|
| Sharpe Ratio | 2.01 | 2.58 |
| Sortino Ratio | 2.64 | 3.45 |
| Omega Ratio | 1.36 | 1.48 |
| Calmar Ratio | 2.57 | 3.76 |
| Martin Ratio | 9.77 | 16.56 |
| Ulcer Index | 3.56% | 1.95% |
| Daily Std Dev | 17.32% | 12.51% |
| Max Drawdown | -48.36% | -55.45% |
| Current Drawdown | -2.75% | -2.43% |
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MGK vs. VTI - Expense Ratio Comparison
MGK has a 0.07% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between MGK and VTI 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.
Risk-Adjusted Performance
MGK vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Growth ETF (MGK) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
MGK vs. VTI - Dividend Comparison
MGK's dividend yield for the trailing twelve months is around 0.43%, less than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
MGK vs. VTI - Drawdown Comparison
The maximum MGK drawdown since its inception was -48.36%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for MGK and VTI. For additional features, visit the drawdowns tool.
Volatility
MGK vs. VTI - Volatility Comparison
Vanguard Mega Cap Growth ETF (MGK) has a higher volatility of 5.64% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that MGK's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.