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MGV vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MGV vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mega Cap Value ETF (MGV) and First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MGV achieves a 16.85% return, which is significantly lower than FAAR's 20.23% return. Over the past 10 years, MGV has outperformed FAAR with an annualized return of 13.43%, while FAAR has yielded a comparatively lower 4.79% annualized return.


MGV

1D
1.09%
1M
4.51%
YTD
16.85%
6M
16.55%
1Y
30.47%
3Y*
19.86%
5Y*
13.34%
10Y*
13.43%

FAAR

1D
-0.05%
1M
-4.34%
YTD
20.23%
6M
19.92%
1Y
26.86%
3Y*
10.91%
5Y*
7.89%
10Y*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MGV vs. FAAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGV
Vanguard Mega Cap Value ETF
16.85%15.45%16.94%9.16%-1.22%25.93%2.50%25.54%-4.13%16.85%
FAAR
First Trust Alternative Absolute Return Strategy ETF
20.23%8.07%5.97%-5.63%10.15%12.34%8.60%-1.28%-9.17%5.00%

Correlation

The correlation between MGV and FAAR is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.10

The correlation between MGV and FAAR shifts across timeframes, from -0.07 (1 year) to 0.10 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

MGV vs. FAAR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MGV
MGV Risk / Return Rank: 9090
Overall Rank
MGV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
MGV Sortino Ratio Rank: 9292
Sortino Ratio Rank
MGV Omega Ratio Rank: 8989
Omega Ratio Rank
MGV Calmar Ratio Rank: 8787
Calmar Ratio Rank
MGV Martin Ratio Rank: 8888
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7070
Overall Rank
FAAR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 6565
Sortino Ratio Rank
FAAR Omega Ratio Rank: 5858
Omega Ratio Rank
FAAR Calmar Ratio Rank: 8787
Calmar Ratio Rank
FAAR Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MGV vs. FAAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Value ETF (MGV) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.


MGVFAARDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.54

1.35

+0.20

Calmar ratioReturn relative to maximum drawdown

4.77

4.75

+0.02

Martin ratioReturn relative to average drawdown

18.12

14.70

+3.42

MGV vs. FAAR - Sharpe Ratio Comparison

The current MGV Sharpe Ratio is 3.02, which is higher than the FAAR Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of MGV and FAAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MGV vs. FAAR - Drawdown Comparison

The maximum MGV drawdown since its inception was -56.07%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for MGV and FAAR.


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Drawdown Indicators


MGVFAARDifference

Max Drawdown

Largest peak-to-trough decline

-56.07%

-18.03%

-38.04%

Max Drawdown (1Y)

Largest decline over 1 year

-6.42%

-5.68%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-13.18%

-11.54%

-1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

-18.03%

+1.49%

Max Drawdown (10Y)

Largest decline over 10 years

-35.41%

-18.03%

-17.38%

Current Drawdown

Current decline from peak

0.00%

-5.43%

+5.43%

Average Drawdown

Average peak-to-trough decline

-7.78%

-7.82%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.89%

-0.20%

Volatility

MGV vs. FAAR - Volatility Comparison

Vanguard Mega Cap Value ETF (MGV) has a higher volatility of 3.32% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.47%. This indicates that MGV's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGVFAARDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

2.47%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.77%

9.68%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

10.15%

13.37%

-3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.57%

12.95%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.36%

11.53%

+4.83%

MGV vs. FAAR - Expense Ratio Comparison

MGV has a 0.05% expense ratio, which is lower than FAAR's 0.95% expense ratio.


Dividends

MGV vs. FAAR - Dividend Comparison

MGV's dividend yield for the trailing twelve months is around 1.82%, less than FAAR's 9.57% yield.


PositionTTM20252024202320222021202020192018201720162015
FAAR
First Trust Alternative Absolute Return Strategy ETF
9.57%11.63%3.45%3.20%5.82%6.49%3.05%1.02%0.58%2.83%0.00%0.00%
MGV
Vanguard Mega Cap Value ETF
1.82%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 FAAR have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MGV has higher volatility (3.32%) compared to FAAR (2.47%). In terms of maximum drawdown, MGV dropped -56.07% vs FAAR's -18.03%.

On 10-year performance, MGV leads with 13.43% vs 4.79% for FAAR. On fees, MGV is cheaper at 0.05% per year. On volatility, FAAR has been the lower-risk option at 2.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MGV has performed better with a 13.43% return vs 4.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MGV is cheaper with a 0.05% expense ratio, compared with 0.95% for FAAR.

FAAR has the higher dividend yield at 9.57%, compared with 1.82% for MGV.

MGV is categorized as Large Cap Value Equities, while FAAR is Commodities. They also come from different issuers: Vanguard and First Trust. Their fees differ too: 0.05% for MGV and 0.95% for FAAR.

MGV currently has the higher Sharpe Ratio (3.02 vs 2.02), 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.

Portfolio Optimizer

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