MGK vs. VUG
Compare and contrast key facts about Vanguard Mega Cap Growth ETF (MGK) and Vanguard Growth ETF (VUG).
MGK and VUG 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both MGK and VUG 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 VUG.
Performance
MGK vs. VUG - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with MGK having a 28.03% return and VUG slightly higher at 28.45%. Both investments have delivered pretty close results over the past 10 years, with MGK having a 16.20% annualized return and VUG not far behind at 15.45%.
MGK
28.03%
1.84%
14.00%
34.08%
19.59%
16.20%
VUG
28.45%
2.21%
13.73%
35.45%
18.64%
15.45%
Key characteristics
| MGK | VUG | |
|---|---|---|
| Sharpe Ratio | 2.01 | 2.14 |
| Sortino Ratio | 2.64 | 2.80 |
| Omega Ratio | 1.36 | 1.39 |
| Calmar Ratio | 2.57 | 2.78 |
| Martin Ratio | 9.77 | 10.98 |
| Ulcer Index | 3.56% | 3.28% |
| Daily Std Dev | 17.32% | 16.84% |
| Max Drawdown | -48.36% | -50.68% |
| Current Drawdown | -2.75% | -2.68% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MGK vs. VUG - Expense Ratio Comparison
MGK has a 0.07% expense ratio, which is higher than VUG's 0.04% 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 VUG is 0.99, 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. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Growth ETF (MGK) and Vanguard Growth ETF (VUG). 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. VUG - Dividend Comparison
MGK's dividend yield for the trailing twelve months is around 0.43%, less than VUG's 0.49% 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% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
MGK vs. VUG - Drawdown Comparison
The maximum MGK drawdown since its inception was -48.36%, roughly equal to the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for MGK and VUG. For additional features, visit the drawdowns tool.
Volatility
MGK vs. VUG - Volatility Comparison
Vanguard Mega Cap Growth ETF (MGK) and Vanguard Growth ETF (VUG) have volatilities of 5.64% and 5.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.