MQG.AX vs. VOOG
Compare and contrast key facts about Macquarie Group Limited (MQG.AX) and Vanguard S&P 500 Growth ETF (VOOG).
VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Apr 5, 2019.
Performance
MQG.AX vs. VOOG - Performance Comparison
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MQG.AX vs. VOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MQG.AX Macquarie Group Limited | 2.62% | -5.28% | 24.58% | 14.62% | -15.65% | 53.59% | 3.19% | 33.06% | 14.21% | 20.44% |
VOOG Vanguard S&P 500 Growth ETF | -9.82% | 13.25% | 49.56% | 30.05% | -24.82% | 39.69% | 21.64% | 31.54% | 10.49% | 17.50% |
Different Trading Currencies
MQG.AX is traded in AUD, while VOOG is traded in USD. To make them comparable, the VOOG values have been converted to AUD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MQG.AX achieves a 2.62% return, which is significantly higher than VOOG's -9.82% return. Both investments have delivered pretty close results over the past 10 years, with MQG.AX having a 17.19% annualized return and VOOG not far behind at 17.13%.
MQG.AX
- 1D
- 3.27%
- 1M
- 4.34%
- YTD
- 2.62%
- 6M
- -3.74%
- 1Y
- 9.34%
- 3Y*
- 9.67%
- 5Y*
- 10.36%
- 10Y*
- 17.19%
VOOG
- 1D
- 1.53%
- 1M
- -1.35%
- YTD
- -9.82%
- 6M
- -9.01%
- 1Y
- 12.31%
- 3Y*
- 21.13%
- 5Y*
- 14.75%
- 10Y*
- 17.13%
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Return for Risk
MQG.AX vs. VOOG — Risk / Return Rank
MQG.AX
VOOG
MQG.AX vs. VOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Macquarie Group Limited (MQG.AX) and Vanguard S&P 500 Growth ETF (VOOG). 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.
| MQG.AX | VOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 0.63 | -0.29 |
Sortino ratioReturn per unit of downside risk | 0.65 | 1.00 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.14 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 0.73 | -0.15 |
Martin ratioReturn relative to average drawdown | 1.30 | 2.22 | -0.91 |
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
| MQG.AX | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.63 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.79 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.91 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 1.05 | -1.04 |
Correlation
The correlation between MQG.AX and VOOG is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MQG.AX vs. VOOG - Dividend Comparison
MQG.AX's dividend yield for the trailing twelve months is around 3.21%, more than VOOG's 0.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MQG.AX Macquarie Group Limited | 3.21% | 3.30% | 2.91% | 3.84% | 3.89% | 2.96% | 2.27% | 4.43% | 4.92% | 4.87% | 4.94% | 4.35% |
VOOG Vanguard S&P 500 Growth ETF | 0.53% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Drawdowns
MQG.AX vs. VOOG - Drawdown Comparison
The maximum MQG.AX drawdown since its inception was -99.57%, which is greater than VOOG's maximum drawdown of -29.42%. Use the drawdown chart below to compare losses from any high point for MQG.AX and VOOG.
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Drawdown Indicators
| MQG.AX | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.57% | -32.73% | -66.84% |
Max Drawdown (1Y)Largest decline over 1 year | -15.94% | -13.71% | -2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -29.06% | -32.73% | +3.67% |
Max Drawdown (10Y)Largest decline over 10 years | -52.55% | -32.73% | -19.82% |
Current DrawdownCurrent decline from peak | -10.60% | -9.07% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -17.52% | -5.01% | -12.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.20% | 3.54% | +3.66% |
Volatility
MQG.AX vs. VOOG - Volatility Comparison
Macquarie Group Limited (MQG.AX) has a higher volatility of 9.29% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.94%. This indicates that MQG.AX's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MQG.AX | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.29% | 5.94% | +3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 19.02% | 10.50% | +8.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.10% | 19.67% | +7.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.37% | 18.65% | +4.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.36% | 18.92% | +6.44% |