MGV vs. JNJ
Compare and contrast key facts about Vanguard Mega Cap Value ETF (MGV) and Johnson & Johnson (JNJ).
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 JNJ.
Key characteristics
| MGV | JNJ | |
|---|---|---|
| YTD Return | 5.43% | -5.63% |
| 1Y Return | 14.43% | -7.50% |
| 3Y Return (Ann) | 8.42% | -1.45% |
| 5Y Return (Ann) | 10.43% | 4.12% |
| 10Y Return (Ann) | 10.18% | 6.78% |
| Sharpe Ratio | 1.37 | -0.46 |
| Daily Std Dev | 10.07% | 15.02% |
| Max Drawdown | -56.31% | -50.68% |
| Current Drawdown | -4.08% | -16.45% |
Correlation
The correlation between MGV and JNJ is 0.58, 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.
Performance
MGV vs. JNJ - Performance Comparison
In the year-to-date period, MGV achieves a 5.43% return, which is significantly higher than JNJ's -5.63% return. Over the past 10 years, MGV has outperformed JNJ with an annualized return of 10.18%, while JNJ has yielded a comparatively lower 6.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MGV vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Value ETF (MGV) and Johnson & Johnson (JNJ). 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. JNJ - Dividend Comparison
MGV's dividend yield for the trailing twelve months is around 2.45%, less than JNJ's 3.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGV Vanguard Mega Cap Value ETF | 2.45% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% | 2.29% |
JNJ Johnson & Johnson | 3.22% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
MGV vs. JNJ - Drawdown Comparison
The maximum MGV drawdown since its inception was -56.31%, which is greater than JNJ's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for MGV and JNJ. For additional features, visit the drawdowns tool.
Volatility
MGV vs. JNJ - Volatility Comparison
The current volatility for Vanguard Mega Cap Value ETF (MGV) is 3.14%, while Johnson & Johnson (JNJ) has a volatility of 4.42%. This indicates that MGV experiences smaller price fluctuations and is considered to be less risky than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.