TOELY vs. MGK

Last updated Apr 2, 2026

Compare and contrast key facts about Tokyo Electron ADR (TOELY) and Vanguard Mega Cap Growth ETF (MGK).

MGK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mega Cap Growth Index. It was launched on Dec 17, 2007.

Performance

TOELY vs. MGK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tokyo Electron ADR (TOELY) and Vanguard Mega Cap Growth ETF (MGK). The values are adjusted to include any dividend payments, if applicable.

TOELY vs. MGK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TOELY Tokyo Electron ADR	12.51%	49.57%	-14.19%	82.22%	-49.18%	53.76%	71.31%	94.00%	-38.01%	94.67%
MGK Vanguard Mega Cap Growth ETF	-9.86%	20.67%	32.94%	51.67%	-33.59%	28.58%	41.01%	37.38%	-2.91%	29.49%

Returns By Period

In the year-to-date period, TOELY achieves a 12.51% return, which is significantly higher than MGK's -9.86% return. Over the past 10 years, TOELY has outperformed MGK with an annualized return of 28.98%, while MGK has yielded a comparatively lower 16.97% annualized return.

TOELY

• 1D: 2.27%
• 1M: -10.98%
• YTD: 12.51%
• 6M: 37.92%
• 1Y: 83.10%
• 3Y*: 29.30%
• 5Y*: 11.16%
• 10Y*: 28.98%

MGK

• 1D: 1.17%
• 1M: -4.13%
• YTD: -9.86%
• 6M: -7.94%
• 1Y: 19.83%
• 3Y*: 22.59%
• 5Y*: 12.64%
• 10Y*: 16.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TOELY vs. MGK — Risk / Return Rank

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

TOELY

TOELY Risk / Return Rank: 82
TOELY Sharpe Ratio Rank: 86
TOELY Sortino Ratio Rank: 79
TOELY Omega Ratio Rank: 78
TOELY Calmar Ratio Rank: 83
TOELY Martin Ratio Rank: 82

MGK

MGK Risk / Return Rank: 46
MGK Sharpe Ratio Rank: 45
MGK Sortino Ratio Rank: 50
MGK Omega Ratio Rank: 48
MGK Calmar Ratio Rank: 45
MGK Martin Ratio Rank: 44

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TOELY vs. MGK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tokyo Electron ADR (TOELY) 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.

	TOELY	MGK	Difference
Sharpe ratio Return per unit of total volatility	1.65	0.85	+0.80
Sortino ratio Return per unit of downside risk	2.11	1.39	+0.72
Omega ratio Gain probability vs. loss probability	1.28	1.19	+0.08
Calmar ratio Return relative to maximum drawdown	2.73	1.23	+1.49
Martin ratio Return relative to average drawdown	7.02	4.27	+2.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TOELY vs. MGK - Sharpe Ratio Comparison

The current TOELY Sharpe Ratio is 1.65, which is higher than the MGK Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of TOELY and MGK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TOELY	MGK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.65	0.85	+0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.56	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.78	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.60	-0.46

Correlation

The correlation between TOELY and MGK is 0.44, 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.

Dividends

TOELY vs. MGK - Dividend Comparison

TOELY has not paid dividends to shareholders, while MGK's dividend yield for the trailing twelve months is around 0.39%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TOELY Tokyo Electron ADR	0.00%	1.02%	1.17%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.11%	2.27%	0.00%
MGK Vanguard Mega Cap Growth ETF	0.39%	0.35%	0.43%	0.50%	0.70%	0.41%	0.65%	0.85%	1.12%	1.23%	1.53%	1.43%

Drawdowns

TOELY vs. MGK - Drawdown Comparison

The maximum TOELY drawdown since its inception was -92.92%, which is greater than MGK's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for TOELY and MGK.

Drawdown Indicators

	TOELY	MGK	Difference
Max Drawdown Largest peak-to-trough decline	-92.92%	-47.97%	-44.95%
Max Drawdown (1Y) Largest decline over 1 year	-30.30%	-16.85%	-13.45%
Max Drawdown (5Y) Largest decline over 5 years	-59.40%	-36.01%	-23.39%
Max Drawdown (10Y) Largest decline over 10 years	-59.40%	-36.01%	-23.39%
Current Drawdown Current decline from peak	-17.28%	-12.56%	-4.72%
Average Drawdown Average peak-to-trough decline	-50.12%	-7.51%	-42.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.76%	4.87%	+6.89%

Volatility

TOELY vs. MGK - Volatility Comparison

Tokyo Electron ADR (TOELY) has a higher volatility of 17.79% compared to Vanguard Mega Cap Growth ETF (MGK) at 7.13%. This indicates that TOELY's price experiences larger fluctuations and is considered to be riskier than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TOELY	MGK	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.79%	7.13%	+10.66%
Volatility (6M) Calculated over the trailing 6-month period	36.35%	12.93%	+23.42%
Volatility (1Y) Calculated over the trailing 1-year period	50.50%	23.35%	+27.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.55%	22.63%	+20.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.85%	21.82%	+17.03%