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MGV vs. RPV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MGV and RPV is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

MGV vs. RPV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mega Cap Value ETF (MGV) and Invesco S&P 500® Pure Value ETF (RPV). The values are adjusted to include any dividend payments, if applicable.

260.00%280.00%300.00%320.00%340.00%NovemberDecember2025FebruaryMarchApril
282.00%
301.30%
MGV
RPV

Key characteristics

Sharpe Ratio

MGV:

0.55

RPV:

0.35

Sortino Ratio

MGV:

0.86

RPV:

0.62

Omega Ratio

MGV:

1.12

RPV:

1.08

Calmar Ratio

MGV:

0.64

RPV:

0.42

Martin Ratio

MGV:

2.60

RPV:

1.42

Ulcer Index

MGV:

3.25%

RPV:

4.41%

Daily Std Dev

MGV:

15.28%

RPV:

18.12%

Max Drawdown

MGV:

-56.31%

RPV:

-75.32%

Current Drawdown

MGV:

-7.44%

RPV:

-7.93%

Returns By Period

In the year-to-date period, MGV achieves a -1.43% return, which is significantly lower than RPV's -1.34% return. Over the past 10 years, MGV has outperformed RPV with an annualized return of 10.04%, while RPV has yielded a comparatively lower 7.29% annualized return.


MGV

YTD

-1.43%

1M

-4.89%

6M

-3.73%

1Y

7.64%

5Y*

14.27%

10Y*

10.04%

RPV

YTD

-1.34%

1M

-4.01%

6M

0.06%

1Y

5.92%

5Y*

18.38%

10Y*

7.29%

*Annualized

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MGV vs. RPV - Expense Ratio Comparison

MGV has a 0.07% expense ratio, which is lower than RPV's 0.35% expense ratio.


Expense ratio chart for RPV: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RPV: 0.35%
Expense ratio chart for MGV: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MGV: 0.07%

Risk-Adjusted Performance

MGV vs. RPV — Risk-Adjusted Performance Rank

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

MGV
The Risk-Adjusted Performance Rank of MGV is 6666
Overall Rank
The Sharpe Ratio Rank of MGV is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MGV is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MGV is 6363
Omega Ratio Rank
The Calmar Ratio Rank of MGV is 7373
Calmar Ratio Rank
The Martin Ratio Rank of MGV is 7070
Martin Ratio Rank

RPV
The Risk-Adjusted Performance Rank of RPV is 5050
Overall Rank
The Sharpe Ratio Rank of RPV is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of RPV is 4949
Sortino Ratio Rank
The Omega Ratio Rank of RPV is 4646
Omega Ratio Rank
The Calmar Ratio Rank of RPV is 5858
Calmar Ratio Rank
The Martin Ratio Rank of RPV is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MGV vs. RPV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Value ETF (MGV) and Invesco S&P 500® Pure Value ETF (RPV). 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.


The chart of Sharpe ratio for MGV, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.00
MGV: 0.55
RPV: 0.35
The chart of Sortino ratio for MGV, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.00
MGV: 0.86
RPV: 0.62
The chart of Omega ratio for MGV, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
MGV: 1.12
RPV: 1.08
The chart of Calmar ratio for MGV, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.00
MGV: 0.64
RPV: 0.42
The chart of Martin ratio for MGV, currently valued at 2.60, compared to the broader market0.0020.0040.0060.00
MGV: 2.60
RPV: 1.42

The current MGV Sharpe Ratio is 0.55, which is higher than the RPV Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of MGV and RPV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.55
0.35
MGV
RPV

Dividends

MGV vs. RPV - Dividend Comparison

MGV's dividend yield for the trailing twelve months is around 2.34%, which matches RPV's 2.36% yield.


TTM20242023202220212020201920182017201620152014
MGV
Vanguard Mega Cap Value ETF
2.34%2.31%2.48%2.45%2.17%2.47%2.69%2.65%2.34%2.53%2.59%2.26%
RPV
Invesco S&P 500® Pure Value ETF
2.36%2.16%2.38%2.29%1.92%2.11%2.28%2.49%1.73%1.73%2.39%1.57%

Drawdowns

MGV vs. RPV - Drawdown Comparison

The maximum MGV drawdown since its inception was -56.31%, smaller than the maximum RPV drawdown of -75.32%. Use the drawdown chart below to compare losses from any high point for MGV and RPV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.44%
-7.93%
MGV
RPV

Volatility

MGV vs. RPV - Volatility Comparison

Vanguard Mega Cap Value ETF (MGV) and Invesco S&P 500® Pure Value ETF (RPV) have volatilities of 11.09% and 11.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.09%
11.53%
MGV
RPV