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MGK vs. VTVT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGK vs. VTVT - Performance Comparison

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

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MGK vs. VTVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGK
Vanguard Mega Cap Growth ETF
-9.86%20.67%32.94%51.67%-33.59%28.58%41.01%37.38%-2.91%29.49%
VTVT
vTv Therapeutics Inc.
1.35%189.60%20.08%-56.62%-33.39%-46.51%9.41%-35.85%-55.91%24.43%

Returns By Period

In the year-to-date period, MGK achieves a -9.86% return, which is significantly lower than VTVT's 1.35% return. Over the past 10 years, MGK has outperformed VTVT with an annualized return of 16.97%, while VTVT has yielded a comparatively lower -15.09% annualized return.


MGK

1D
1.17%
1M
-4.13%
YTD
-9.86%
6M
-7.94%
1Y
19.83%
3Y*
22.59%
5Y*
12.64%
10Y*
16.97%

VTVT

1D
2.19%
1M
13.85%
YTD
1.35%
6M
68.88%
1Y
147.13%
3Y*
7.85%
5Y*
-18.91%
10Y*
-15.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MGK vs. VTVT — Risk / Return Rank

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

MGK
MGK Risk / Return Rank: 4646
Overall Rank
MGK Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MGK Sortino Ratio Rank: 5050
Sortino Ratio Rank
MGK Omega Ratio Rank: 4848
Omega Ratio Rank
MGK Calmar Ratio Rank: 4545
Calmar Ratio Rank
MGK Martin Ratio Rank: 4444
Martin Ratio Rank

VTVT
VTVT Risk / Return Rank: 8585
Overall Rank
VTVT Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VTVT Sortino Ratio Rank: 8585
Sortino Ratio Rank
VTVT Omega Ratio Rank: 8282
Omega Ratio Rank
VTVT Calmar Ratio Rank: 8787
Calmar Ratio Rank
VTVT Martin Ratio Rank: 8282
Martin Ratio Rank
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. VTVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Growth ETF (MGK) and vTv Therapeutics Inc. (VTVT). 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.


MGKVTVTDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.97

-1.11

Sortino ratio

Return per unit of downside risk

1.39

2.48

-1.09

Omega ratio

Gain probability vs. loss probability

1.19

1.31

-0.12

Calmar ratio

Return relative to maximum drawdown

1.23

3.39

-2.15

Martin ratio

Return relative to average drawdown

4.27

6.81

-2.54

MGK vs. VTVT - Sharpe Ratio Comparison

The current MGK Sharpe Ratio is 0.85, which is lower than the VTVT Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of MGK and VTVT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MGKVTVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.97

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

-0.20

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

-0.13

+0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

-0.17

+0.77

Correlation

The correlation between MGK and VTVT is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MGK vs. VTVT - Dividend Comparison

MGK's dividend yield for the trailing twelve months is around 0.39%, while VTVT has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MGK
Vanguard Mega Cap Growth ETF
0.39%0.35%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%
VTVT
vTv Therapeutics Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MGK vs. VTVT - Drawdown Comparison

The maximum MGK drawdown since its inception was -47.97%, smaller than the maximum VTVT drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for MGK and VTVT.


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Drawdown Indicators


MGKVTVTDifference

Max Drawdown

Largest peak-to-trough decline

-47.97%

-98.19%

+50.22%

Max Drawdown (1Y)

Largest decline over 1 year

-16.85%

-39.58%

+22.73%

Max Drawdown (5Y)

Largest decline over 5 years

-36.01%

-94.27%

+58.26%

Max Drawdown (10Y)

Largest decline over 10 years

-36.01%

-97.48%

+61.47%

Current Drawdown

Current decline from peak

-12.56%

-90.70%

+78.14%

Average Drawdown

Average peak-to-trough decline

-7.51%

-77.61%

+70.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.87%

19.68%

-14.81%

Volatility

MGK vs. VTVT - Volatility Comparison

The current volatility for Vanguard Mega Cap Growth ETF (MGK) is 7.13%, while vTv Therapeutics Inc. (VTVT) has a volatility of 21.27%. This indicates that MGK experiences smaller price fluctuations and is considered to be less risky than VTVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGKVTVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

21.27%

-14.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

58.21%

-45.28%

Volatility (1Y)

Calculated over the trailing 1-year period

23.35%

75.53%

-52.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.63%

96.82%

-74.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.82%

120.07%

-98.25%