MGV vs. SDVGX
Compare and contrast key facts about Vanguard Mega Cap Value ETF (MGV) and SIT Dividend Growth Fund (SDVGX).
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. SDVGX is managed by Sit. It was launched on Dec 31, 2003.
Performance
MGV vs. SDVGX - Performance Comparison
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MGV vs. SDVGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGV Vanguard Mega Cap Value ETF | 3.25% | 15.45% | 16.94% | 9.16% | -1.22% | 25.93% | 2.50% | 25.54% | -4.13% | 16.85% |
SDVGX SIT Dividend Growth Fund | -5.14% | 18.73% | 18.22% | 14.89% | -12.17% | 27.87% | 7.79% | 29.18% | -6.86% | 20.22% |
Returns By Period
In the year-to-date period, MGV achieves a 3.25% return, which is significantly higher than SDVGX's -5.14% return. Over the past 10 years, MGV has outperformed SDVGX with an annualized return of 12.05%, while SDVGX has yielded a comparatively lower 11.15% annualized return.
MGV
- 1D
- 1.63%
- 1M
- -4.81%
- YTD
- 3.25%
- 6M
- 6.43%
- 1Y
- 14.96%
- 3Y*
- 15.48%
- 5Y*
- 11.32%
- 10Y*
- 12.05%
SDVGX
- 1D
- -0.12%
- 1M
- -7.50%
- YTD
- -5.14%
- 6M
- -2.28%
- 1Y
- 14.59%
- 3Y*
- 14.39%
- 5Y*
- 9.93%
- 10Y*
- 11.15%
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MGV vs. SDVGX - Expense Ratio Comparison
MGV has a 0.07% expense ratio, which is lower than SDVGX's 0.70% expense ratio.
Return for Risk
MGV vs. SDVGX — Risk / Return Rank
MGV
SDVGX
MGV vs. SDVGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Value ETF (MGV) and SIT Dividend Growth Fund (SDVGX). 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 | SDVGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.98 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.43 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.18 | +0.32 |
Martin ratioReturn relative to average drawdown | 6.54 | 5.65 | +0.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MGV | SDVGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.98 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.66 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.65 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.57 | -0.12 |
Correlation
The correlation between MGV and SDVGX is 0.92, 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.
Dividends
MGV vs. SDVGX - Dividend Comparison
MGV's dividend yield for the trailing twelve months is around 2.06%, less than SDVGX's 10.65% 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% |
SDVGX SIT Dividend Growth Fund | 10.65% | 10.10% | 12.47% | 4.66% | 12.01% | 12.29% | 1.42% | 12.85% | 25.20% | 11.49% | 8.32% | 13.23% |
Drawdowns
MGV vs. SDVGX - Drawdown Comparison
The maximum MGV drawdown since its inception was -55.87%, which is greater than SDVGX's maximum drawdown of -45.52%. Use the drawdown chart below to compare losses from any high point for MGV and SDVGX.
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Drawdown Indicators
| MGV | SDVGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.87% | -45.52% | -10.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -11.70% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | -21.13% | +4.59% |
Max Drawdown (10Y)Largest decline over 10 years | -35.41% | -35.01% | -0.40% |
Current DrawdownCurrent decline from peak | -4.89% | -7.92% | +3.03% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -5.06% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.45% | +0.05% |
Volatility
MGV vs. SDVGX - Volatility Comparison
Vanguard Mega Cap Value ETF (MGV) and SIT Dividend Growth Fund (SDVGX) have volatilities of 3.65% and 3.59%, 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.
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Volatility by Period
| MGV | SDVGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 3.59% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.48% | 7.77% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.64% | 15.90% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 15.12% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 17.18% | -0.84% |