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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGV or EPD.
Performance
MGV vs. EPD - Performance Comparison
Returns By Period
In the year-to-date period, MGV achieves a 20.54% return, which is significantly lower than EPD's 29.11% return. Over the past 10 years, MGV has outperformed EPD with an annualized return of 10.66%, while EPD has yielded a comparatively lower 4.81% annualized return.
MGV
20.54%
-0.93%
9.39%
27.80%
11.72%
10.66%
EPD
29.11%
10.38%
14.33%
29.55%
12.36%
4.81%
Key characteristics
| MGV | EPD | |
|---|---|---|
| Sharpe Ratio | 2.84 | 2.52 |
| Sortino Ratio | 4.03 | 3.63 |
| Omega Ratio | 1.52 | 1.46 |
| Calmar Ratio | 5.72 | 5.38 |
| Martin Ratio | 18.48 | 14.54 |
| Ulcer Index | 1.53% | 2.03% |
| Daily Std Dev | 9.95% | 11.73% |
| Max Drawdown | -56.31% | -58.78% |
| Current Drawdown | -1.71% | 0.00% |
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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.
Risk-Adjusted Performance
MGV vs. EPD - Risk-Adjusted Performance 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.
Dividends
MGV vs. EPD - Dividend Comparison
MGV's dividend yield for the trailing twelve months is around 2.26%, less than EPD's 6.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGV Vanguard Mega Cap Value ETF | 2.26% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% | 2.29% |
EPD Enterprise Products Partners L.P. | 6.58% | 7.51% | 7.79% | 8.20% | 9.09% | 6.24% | 6.98% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
Drawdowns
MGV vs. EPD - Drawdown Comparison
The maximum MGV drawdown since its inception was -56.31%, 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. For additional features, visit the drawdowns tool.
Volatility
MGV vs. EPD - Volatility Comparison
Vanguard Mega Cap Value ETF (MGV) has a higher volatility of 3.65% compared to Enterprise Products Partners L.P. (EPD) at 2.97%. This indicates that MGV's price experiences larger fluctuations and is considered to be riskier than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.