MGK vs. XOMO
MGK (Vanguard Mega Cap Growth ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both exchange-traded funds - MGK is a Large Cap Growth Equities fund tracking the CRSP US Mega Cap Growth Index, while XOMO is a Derivative Income fund actively managed by YieldMax. MGK is passively managed, while XOMO is actively managed. Over the past year, MGK returned 19.10% vs 29.81% for XOMO. Their -0.10 correlation means they have often moved in opposite directions in the past. MGK charges 0.05%/yr vs 1.01%/yr for XOMO.
Performance
MGK vs. XOMO - Performance Comparison
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Returns By Period
In the year-to-date period, MGK achieves a 7.10% return, which is significantly lower than XOMO's 20.15% return.
MGK
- 1D
- 2.22%
- 1M
- 1.43%
- 6M
- 8.75%
- YTD
- 7.10%
- 1Y
- 19.10%
- 3Y*
- 23.88%
- 5Y*
- 13.45%
- 10Y*
- 18.41%
- ALL TIME*
- 13.49%
XOMO
- 1D
- -0.09%
- 1M
- 10.85%
- 6M
- 7.87%
- YTD
- 20.15%
- 1Y
- 29.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $120.45M | $120.74M | $143.14M | |
| $559.24K | $694.66K | $715.05K |
MGK vs. XOMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 7.10% | 20.67% | 32.94% | 8.02% |
XOMO YieldMax XOM Option Income Strategy ETF | 20.15% | 6.90% | 6.11% | -8.59% |
Correlation
The correlation between MGK and XOMO is -0.32, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.32 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2023 | -0.10 |
Over the past year, the inverse relationship between MGK and XOMO has strengthened: their correlation has moved from -0.10 to -0.32, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
MGK vs. XOMO — Risk / Return Rank
MGK
XOMO
MGK vs. XOMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Growth ETF (MGK) and YieldMax XOM Option Income Strategy ETF (XOMO). 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 | XOMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.74 | -0.60 |
| Martin ratioReturn relative to average drawdown | 3.54 | 4.35 | -0.80 |
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Drawdowns
MGK vs. XOMO - Drawdown Comparison
The maximum MGK drawdown since its inception was -48.43%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for MGK and XOMO.
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Drawdown Indicators
| MGK | XOMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.43% | -18.90% | -29.53% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -17.25% | +0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -23.36% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -36.01% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.01% | — | — |
Current DrawdownCurrent decline from peak | -4.04% | -7.65% | +3.61% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -7.50% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 6.89% | -1.49% |
Volatility
MGK vs. XOMO - Volatility Comparison
Vanguard Mega Cap Growth ETF (MGK) and YieldMax XOM Option Income Strategy ETF (XOMO) have volatilities of 6.24% and 6.21%, 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.
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Volatility by Period
| MGK | XOMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 6.21% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 17.24% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.27% | 20.67% | -2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.96% | 19.19% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.03% | 19.19% | +2.84% |
MGK vs. XOMO - Expense Ratio Comparison
MGK has a 0.05% expense ratio, which is lower than XOMO's 1.01% expense ratio.
Dividends
MGK vs. XOMO - Dividend Comparison
MGK's dividend yield for the trailing twelve months is around 0.33%, less than XOMO's 37.07% 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% |
XOMO YieldMax XOM Option Income Strategy ETF | 37.07% | 31.64% | 26.94% | 5.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MGK and XOMO have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MGK has higher volatility (6.24%) compared to XOMO (6.21%). In terms of maximum drawdown, MGK dropped -48.43% vs XOMO's -18.90%.
On 1-year performance, XOMO leads with 29.81% vs 19.10% for MGK. On fees, MGK is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, XOMO has performed better with a 29.81% return vs 19.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MGK is cheaper with a 0.05% expense ratio, compared with 1.01% for XOMO.
XOMO has the higher dividend yield at 37.07%, compared with 0.33% for MGK.
MGK is categorized as Large Cap Growth Equities, while XOMO is Derivative Income. They also come from different issuers: Vanguard and YieldMax. Their fees differ too: 0.05% for MGK and 1.01% for XOMO.
XOMO currently has the higher Sharpe Ratio (1.45 vs 1.05), 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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