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

Correlation

The correlation between MGV and SPYV is 0.95, 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.


-0.50.00.51.00.9

Performance

MGV vs. SPYV - Performance Comparison

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

250.00%260.00%270.00%280.00%290.00%300.00%310.00%JulyAugustSeptemberOctoberNovemberDecember
286.94%
279.38%
MGV
SPYV

Key characteristics

Sharpe Ratio

MGV:

1.88

SPYV:

1.48

Sortino Ratio

MGV:

2.68

SPYV:

2.12

Omega Ratio

MGV:

1.34

SPYV:

1.26

Calmar Ratio

MGV:

2.70

SPYV:

1.98

Martin Ratio

MGV:

10.56

SPYV:

7.61

Ulcer Index

MGV:

1.80%

SPYV:

1.97%

Daily Std Dev

MGV:

10.14%

SPYV:

10.13%

Max Drawdown

MGV:

-56.31%

SPYV:

-58.45%

Current Drawdown

MGV:

-6.02%

SPYV:

-6.39%

Returns By Period

In the year-to-date period, MGV achieves a 16.75% return, which is significantly higher than SPYV's 12.79% return. Both investments have delivered pretty close results over the past 10 years, with MGV having a 10.16% annualized return and SPYV not far behind at 9.88%.


MGV

YTD

16.75%

1M

-3.30%

6M

6.16%

1Y

17.98%

5Y*

10.23%

10Y*

10.16%

SPYV

YTD

12.79%

1M

-4.64%

6M

6.32%

1Y

13.50%

5Y*

10.62%

10Y*

9.88%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MGV vs. SPYV - Expense Ratio Comparison

MGV has a 0.07% expense ratio, which is higher than SPYV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


MGV
Vanguard Mega Cap Value ETF
Expense ratio chart for MGV: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SPYV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

MGV vs. SPYV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Value ETF (MGV) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.


Sharpe ratio
The chart of Sharpe ratio for MGV, currently valued at 1.88, compared to the broader market0.002.004.001.881.48
The chart of Sortino ratio for MGV, currently valued at 2.68, compared to the broader market-2.000.002.004.006.008.0010.002.682.12
The chart of Omega ratio for MGV, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.26
The chart of Calmar ratio for MGV, currently valued at 2.70, compared to the broader market0.005.0010.0015.002.701.98
The chart of Martin ratio for MGV, currently valued at 10.56, compared to the broader market0.0020.0040.0060.0080.00100.0010.567.61
MGV
SPYV

The current MGV Sharpe Ratio is 1.88, which is comparable to the SPYV Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of MGV and SPYV, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.88
1.48
MGV
SPYV

Dividends

MGV vs. SPYV - Dividend Comparison

MGV's dividend yield for the trailing twelve months is around 1.72%, more than SPYV's 1.58% yield.


TTM20232022202120202019201820172016201520142013
MGV
Vanguard Mega Cap Value ETF
1.72%2.48%2.45%2.17%2.47%2.69%2.65%2.34%2.53%2.59%2.26%2.29%
SPYV
SPDR Portfolio S&P 500 Value ETF
1.58%1.75%2.23%2.10%2.38%2.25%2.97%2.77%2.39%2.53%2.19%1.96%

Drawdowns

MGV vs. SPYV - Drawdown Comparison

The maximum MGV drawdown since its inception was -56.31%, roughly equal to the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for MGV and SPYV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.02%
-6.39%
MGV
SPYV

Volatility

MGV vs. SPYV - Volatility Comparison

Vanguard Mega Cap Value ETF (MGV) and SPDR Portfolio S&P 500 Value ETF (SPYV) have volatilities of 3.52% and 3.50%, 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%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
3.52%
3.50%
MGV
SPYV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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