MGV vs. EPD
MGV (Vanguard Mega Cap Value ETF) is Large Cap Value Equities fund tracking the CRSP US Mega Cap Value Index, while EPD (Enterprise Products Partners L.P.) is a stock. Over the past 10 years, MGV returned 12.76%/yr vs 10.96%/yr for EPD. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
MGV vs. EPD - Performance Comparison
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Returns By Period
In the year-to-date period, MGV achieves a 17.26% return, which is significantly lower than EPD's 23.60% return. Over the past 10 years, MGV has outperformed EPD with an annualized return of 12.76%, while EPD has yielded a comparatively lower 10.96% annualized return.
MGV
- 1D
- 0.42%
- 1M
- -0.09%
- 6M
- 10.64%
- YTD
- 17.26%
- 1Y
- 29.26%
- 3Y*
- 18.40%
- 5Y*
- 12.90%
- 10Y*
- 12.76%
- ALL TIME*
- 9.32%
EPD
- 1D
- -0.47%
- 1M
- 4.58%
- 6M
- 17.79%
- YTD
- 23.60%
- 1Y
- 31.17%
- 3Y*
- 20.58%
- 5Y*
- 19.39%
- 10Y*
- 10.96%
- ALL TIME*
- 14.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $134.82M | $122.94M | $126.96M | |
| $37.79M | $38.66M | $40.05M |
MGV vs. EPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGV Vanguard Mega Cap Value ETF | 17.26% | 15.45% | 16.94% | 9.16% | -1.22% | 25.93% | 2.50% | 25.54% | -4.13% | 16.85% |
EPD Enterprise Products Partners L.P. | 23.60% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
Correlation
The correlation between MGV and EPD is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2007 | 0.46 |
Over the past year, the correlation between MGV and EPD has dropped to 0.10 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
MGV vs. EPD — Risk / Return Rank
MGV
EPD
MGV vs. EPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Value ETF (MGV) and Enterprise Products Partners L.P. (EPD). 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.
| MGV | EPD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.33 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | 3.36 | +1.22 |
| Martin ratioReturn relative to average drawdown | 17.81 | 9.43 | +8.38 |
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Drawdowns
MGV vs. EPD - Drawdown Comparison
The maximum MGV drawdown since its inception was -56.07%, roughly equal to the maximum EPD drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for MGV and EPD.
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Drawdown Indicators
| MGV | EPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.07% | -58.78% | +2.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.42% | -9.32% | +2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -13.18% | -15.40% | +2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -18.06% | +1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -35.41% | -58.04% | +22.63% |
Current DrawdownCurrent decline from peak | -0.93% | -3.43% | +2.50% |
Average DrawdownAverage peak-to-trough decline | -7.73% | -10.20% | +2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 3.31% | -1.66% |
Volatility
MGV vs. EPD - Volatility Comparison
The current volatility for Vanguard Mega Cap Value ETF (MGV) is 2.77%, while Enterprise Products Partners L.P. (EPD) has a volatility of 6.10%. This indicates that MGV experiences smaller price fluctuations and is considered to be less risky than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGV | EPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 6.10% | -3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.85% | 14.80% | -6.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.21% | 17.08% | -6.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.55% | 17.20% | -3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 24.11% | -7.81% |
Dividends
MGV vs. EPD - Dividend Comparison
MGV's dividend yield for the trailing twelve months is around 1.86%, less than EPD's 5.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 5.82% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
MGV Vanguard Mega Cap Value ETF | 1.86% | 2.04% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% |
Frequently Asked Questions
MGV and EPD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPD has higher volatility (6.10%) compared to MGV (2.77%). In terms of maximum drawdown, MGV dropped -56.07% vs EPD's -58.78%.
MGV currently has the higher Sharpe Ratio (2.88 vs 1.84), 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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