MGV vs. JNJ

Last updated Apr 2, 2026

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.

Performance

MGV vs. JNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mega Cap Value ETF (MGV) and Johnson & Johnson (JNJ). The values are adjusted to include any dividend payments, if applicable.

MGV vs. JNJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MGV Vanguard Mega Cap Value ETF	3.51%	15.45%	16.94%	9.16%	-1.22%	25.93%	2.50%	25.54%	-4.13%	16.85%
JNJ Johnson & Johnson	18.59%	47.48%	-4.81%	-8.58%	5.97%	11.44%	10.82%	16.22%	-5.13%	24.43%

Returns By Period

In the year-to-date period, MGV achieves a 3.51% return, which is significantly lower than JNJ's 18.59% return. Over the past 10 years, MGV has outperformed JNJ with an annualized return of 12.08%, while JNJ has yielded a comparatively lower 11.40% annualized return.

MGV

• 1D: 0.25%
• 1M: -4.32%
• YTD: 3.51%
• 6M: 6.42%
• 1Y: 15.59%
• 3Y*: 15.57%
• 5Y*: 11.38%
• 10Y*: 12.08%

JNJ

• 1D: -0.13%
• 1M: -1.79%
• YTD: 18.59%
• 6M: 32.75%
• 1Y: 63.73%
• 3Y*: 19.86%
• 5Y*: 11.54%
• 10Y*: 11.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MGV vs. JNJ — Risk / Return Rank

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

MGV

MGV Risk / Return Rank: 58
MGV Sharpe Ratio Rank: 58
MGV Sortino Ratio Rank: 57
MGV Omega Ratio Rank: 61
MGV Calmar Ratio Rank: 52
MGV Martin Ratio Rank: 59

JNJ

JNJ Risk / Return Rank: 97
JNJ Sharpe Ratio Rank: 98
JNJ Sortino Ratio Rank: 98
JNJ Omega Ratio Rank: 98
JNJ Calmar Ratio Rank: 95
JNJ Martin Ratio Rank: 97

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. JNJ - Risk-Adjusted Trends 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.

	MGV	JNJ	Difference
Sharpe ratio Return per unit of total volatility	1.07	3.67	-2.60
Sortino ratio Return per unit of downside risk	1.53	4.95	-3.41
Omega ratio Gain probability vs. loss probability	1.23	1.67	-0.43
Calmar ratio Return relative to maximum drawdown	1.40	6.09	-4.69
Martin ratio Return relative to average drawdown	6.06	20.41	-14.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MGV vs. JNJ - Sharpe Ratio Comparison

The current MGV Sharpe Ratio is 1.07, which is lower than the JNJ Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of MGV and JNJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MGV	JNJ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	3.67	-2.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	0.70	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.62	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.54	-0.09

Correlation

The correlation between MGV and JNJ is 0.56, 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. JNJ - Dividend Comparison

MGV's dividend yield for the trailing twelve months is around 2.06%, less than JNJ's 2.13% 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%
JNJ Johnson & Johnson	2.13%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%

Drawdowns

MGV vs. JNJ - Drawdown Comparison

The maximum MGV drawdown since its inception was -55.87%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for MGV and JNJ.

Drawdown Indicators

	MGV	JNJ	Difference
Max Drawdown Largest peak-to-trough decline	-55.87%	-50.67%	-5.20%
Max Drawdown (1Y) Largest decline over 1 year	-10.91%	-8.42%	-2.49%
Max Drawdown (5Y) Largest decline over 5 years	-16.54%	-18.41%	+1.87%
Max Drawdown (10Y) Largest decline over 10 years	-35.41%	-27.37%	-8.04%
Current Drawdown Current decline from peak	-4.66%	-1.79%	-2.87%
Average Drawdown Average peak-to-trough decline	-7.76%	-11.89%	+4.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	2.51%	+0.01%

Volatility

MGV vs. JNJ - Volatility Comparison

The current volatility for Vanguard Mega Cap Value ETF (MGV) is 3.55%, while Johnson & Johnson (JNJ) has a volatility of 4.43%. 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.

Volatility by Period

	MGV	JNJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	4.43%	-0.88%
Volatility (6M) Calculated over the trailing 6-month period	7.47%	10.94%	-3.47%
Volatility (1Y) Calculated over the trailing 1-year period	14.59%	19.11%	-4.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.56%	16.67%	-3.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.33%	18.33%	-2.00%