MGK vs. VZ
MGK (Vanguard Mega Cap Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Mega Cap Growth Index, while VZ (Verizon Communications Inc.) is a stock. Over the past 10 years, MGK returned 18.85%/yr vs 4.44%/yr for VZ. At a 0.31 correlation, their price movements are largely independent.
Performance
MGK vs. VZ - Performance Comparison
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Returns By Period
In the year-to-date period, MGK achieves a 5.33% return, which is significantly lower than VZ's 21.97% return. Over the past 10 years, MGK has outperformed VZ with an annualized return of 18.85%, while VZ has yielded a comparatively lower 4.44% annualized return.
MGK
- 1D
- 0.22%
- 1M
- -1.87%
- YTD
- 5.33%
- 6M
- 6.21%
- 1Y
- 24.77%
- 3Y*
- 24.17%
- 5Y*
- 14.87%
- 10Y*
- 18.85%
VZ
- 1D
- 2.49%
- 1M
- 3.75%
- YTD
- 21.97%
- 6M
- 21.50%
- 1Y
- 19.39%
- 3Y*
- 18.39%
- 5Y*
- 2.74%
- 10Y*
- 4.44%
MGK vs. VZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 5.33% | 20.67% | 32.94% | 51.67% | -33.59% | 28.58% | 41.01% | 37.38% | -2.91% | 29.49% |
VZ Verizon Communications Inc. | 21.97% | 8.86% | 13.14% | 2.71% | -20.02% | -7.55% | -0.13% | 13.83% | 11.26% | 3.97% |
Correlation
The correlation between MGK and VZ is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2007 | 0.31 |
The correlation between MGK and VZ shifts across timeframes, from -0.24 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MGK vs. VZ — Risk / Return Rank
MGK
VZ
MGK vs. VZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Growth ETF (MGK) and Verizon Communications Inc. (VZ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MGK | VZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.18 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.43 | -0.06 |
| Martin ratioReturn relative to average drawdown | 4.65 | 3.06 | +1.59 |
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Drawdowns
MGK vs. VZ - Drawdown Comparison
The maximum MGK drawdown since its inception was -48.43%, roughly equal to the maximum VZ drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for MGK and VZ.
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Drawdown Indicators
| MGK | VZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.43% | -50.66% | +2.23% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -13.32% | -3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -23.36% | -14.93% | -8.43% |
Max Drawdown (5Y)Largest decline over 5 years | -36.01% | -38.38% | +2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -36.01% | -41.21% | +5.20% |
Current DrawdownCurrent decline from peak | -5.63% | -4.96% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -14.82% | +7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.97% | 6.23% | -1.26% |
Volatility
MGK vs. VZ - Volatility Comparison
The current volatility for Vanguard Mega Cap Growth ETF (MGK) is 5.96%, while Verizon Communications Inc. (VZ) has a volatility of 6.87%. This indicates that MGK experiences smaller price fluctuations and is considered to be less risky than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGK | VZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 6.87% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 13.29% | 17.91% | -4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 22.78% | -5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.72% | 21.66% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.93% | 20.36% | +1.57% |
Dividends
MGK vs. VZ - Dividend Comparison
MGK's dividend yield for the trailing twelve months is around 0.33%, less than VZ's 5.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 0.33% | 0.35% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% |
VZ Verizon Communications Inc. | 5.75% | 6.68% | 6.68% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% |
Frequently Asked Questions
MGK and VZ have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VZ has higher volatility (6.87%) compared to MGK (5.96%). In terms of maximum drawdown, MGK dropped -48.43% vs VZ's -50.66%.
MGK currently has the higher Sharpe Ratio (1.37 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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