SYLD vs. MGK
Compare and contrast key facts about Cambria Shareholder Yield ETF (SYLD) and Vanguard Mega Cap Growth ETF (MGK).
SYLD and MGK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013. MGK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Growth Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SYLD or MGK.
Key characteristics
| SYLD | MGK | |
|---|---|---|
| YTD Return | 5.10% | 12.31% |
| 1Y Return | 25.33% | 34.83% |
| 3Y Return (Ann) | 5.01% | 11.82% |
| 5Y Return (Ann) | 17.49% | 18.94% |
| 10Y Return (Ann) | 12.16% | 15.99% |
| Sharpe Ratio | 1.73 | 2.31 |
| Daily Std Dev | 15.36% | 16.06% |
| Max Drawdown | -45.36% | -48.36% |
| Current Drawdown | -3.77% | -0.29% |
Correlation
The correlation between SYLD and MGK is 0.63, 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.
Performance
SYLD vs. MGK - Performance Comparison
In the year-to-date period, SYLD achieves a 5.10% return, which is significantly lower than MGK's 12.31% return. Over the past 10 years, SYLD has underperformed MGK with an annualized return of 12.16%, while MGK has yielded a comparatively higher 15.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SYLD vs. MGK - Expense Ratio Comparison
SYLD has a 0.59% expense ratio, which is higher than MGK's 0.07% expense ratio.
Risk-Adjusted Performance
SYLD vs. MGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) and Vanguard Mega Cap Growth ETF (MGK). 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.
Dividends
SYLD vs. MGK - Dividend Comparison
SYLD's dividend yield for the trailing twelve months is around 1.76%, more than MGK's 0.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 1.76% | 1.92% | 2.20% | 2.22% | 1.99% | 2.08% | 2.52% | 1.40% | 1.92% | 2.11% | 1.77% | 0.83% |
MGK Vanguard Mega Cap Growth ETF | 0.45% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
Drawdowns
SYLD vs. MGK - Drawdown Comparison
The maximum SYLD drawdown since its inception was -45.36%, smaller than the maximum MGK drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for SYLD and MGK. For additional features, visit the drawdowns tool.
Volatility
SYLD vs. MGK - Volatility Comparison
The current volatility for Cambria Shareholder Yield ETF (SYLD) is 3.74%, while Vanguard Mega Cap Growth ETF (MGK) has a volatility of 5.19%. This indicates that SYLD experiences smaller price fluctuations and is considered to be less risky than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.