MGV vs. EPD
Compare and contrast key facts about Vanguard Mega Cap Value ETF (MGV) and Enterprise Products Partners L.P. (EPD).
MGV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Value Index. It was launched on Dec 17, 2007.
Performance
MGV vs. EPD - Performance Comparison
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MGV vs. EPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGV Vanguard Mega Cap Value ETF | 3.25% | 15.45% | 16.94% | 9.16% | -1.22% | 25.93% | 2.50% | 25.54% | -4.13% | 16.85% |
EPD Enterprise Products Partners L.P. | 19.96% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
Returns By Period
In the year-to-date period, MGV achieves a 3.25% return, which is significantly lower than EPD's 19.96% return. Both investments have delivered pretty close results over the past 10 years, with MGV having a 12.05% annualized return and EPD not far ahead at 12.26%.
MGV
- 1D
- 1.63%
- 1M
- -4.81%
- YTD
- 3.25%
- 6M
- 6.43%
- 1Y
- 14.96%
- 3Y*
- 15.48%
- 5Y*
- 11.32%
- 10Y*
- 12.05%
EPD
- 1D
- -3.17%
- 1M
- 4.70%
- YTD
- 19.96%
- 6M
- 25.15%
- 1Y
- 18.72%
- 3Y*
- 21.83%
- 5Y*
- 19.58%
- 10Y*
- 12.26%
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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.
| MGV | EPD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.00 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.40 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.23 | +0.27 |
Martin ratioReturn relative to average drawdown | 6.54 | 3.48 | +3.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MGV | EPD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.00 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.15 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.51 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.54 | -0.08 |
Correlation
The correlation between MGV and EPD is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MGV vs. EPD - Dividend Comparison
MGV's dividend yield for the trailing twelve months is around 2.06%, less than EPD's 5.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGV Vanguard Mega Cap Value ETF | 2.06% | 2.04% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% |
EPD Enterprise Products Partners L.P. | 5.75% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
Drawdowns
MGV vs. EPD - Drawdown Comparison
The maximum MGV drawdown since its inception was -55.87%, 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 | -55.87% | -58.78% | +2.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -15.40% | +4.49% |
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 | -4.89% | -3.67% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -10.17% | +2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 5.44% | -2.94% |
Volatility
MGV vs. EPD - Volatility Comparison
The current volatility for Vanguard Mega Cap Value ETF (MGV) is 3.65%, while Enterprise Products Partners L.P. (EPD) has a volatility of 5.70%. 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 | 3.65% | 5.70% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.48% | 11.89% | -4.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.64% | 18.77% | -4.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 17.08% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 24.26% | -7.92% |