VIG vs. MAGS

Last updated Jun 13, 2026

VIG (Vanguard Dividend Appreciation ETF) and MAGS (Roundhill Magnificent Seven ETF) are both exchange-traded funds - VIG is a Dividend fund tracking the S&P U.S. Dividend Growers Index, while MAGS is a Technology Equities fund actively managed by Roundhill. VIG is passively managed, while MAGS is actively managed. Over the past 3 years, VIG returned 15.98%/yr vs 31.29%/yr for MAGS. At a 0.49 correlation, their price movements are largely independent. VIG charges 0.04%/yr vs 0.29%/yr for MAGS.

Performance

VIG vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation ETF (VIG) and Roundhill Magnificent Seven ETF (MAGS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VIG achieves a 7.68% return, which is significantly higher than MAGS's -1.59% return.

VIG

• 1D: 0.53%
• 1M: 3.08%
• YTD: 7.68%
• 6M: 6.99%
• 1Y: 18.23%
• 3Y*: 15.98%
• 5Y*: 10.74%
• 10Y*: 13.24%

MAGS

• 1D: 0.00%
• 1M: -7.97%
• YTD: -1.59%
• 6M: -0.43%
• 1Y: 23.09%
• 3Y*: 31.29%
• 5Y*: —
• 10Y*: —

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

VIG vs. MAGS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VIG Vanguard Dividend Appreciation ETF	7.68%	14.17%	16.99%	11.87%
MAGS Roundhill Magnificent Seven ETF	-1.59%	22.99%	63.97%	35.74%

Correlation

The correlation between VIG and MAGS is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (All Time) Calculated using the full available price history since Apr 11, 2023	0.49

VIG vs. MAGS - Sectors Allocation Comparison

Sectors	VIG	MAGS
Technology	26.2%	15.3%
Financial Services	20.6%	-
Healthcare	16.5%	-
Industrials	11.8%	-
Consumer Defensive	10.1%	-
Consumer Cyclical	4.7%	10.3%
Energy	3.5%	-
Basic Materials	3.5%	-
Utilities	3.2%	-
Communication Services	0.5%	9.1%
Real Estate	-	-

Return for Risk

VIG vs. MAGS — Risk / Return Rank

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

VIG

VIG Risk / Return Rank: 60
VIG Sharpe Ratio Rank: 63
VIG Sortino Ratio Rank: 66
VIG Omega Ratio Rank: 61
VIG Calmar Ratio Rank: 53
VIG Martin Ratio Rank: 60

MAGS

MAGS Risk / Return Rank: 33
MAGS Sharpe Ratio Rank: 36
MAGS Sortino Ratio Rank: 34
MAGS Omega Ratio Rank: 34
MAGS Calmar Ratio Rank: 29
MAGS Martin Ratio Rank: 32

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.

VIG vs. MAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and Roundhill Magnificent Seven ETF (MAGS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VIG	MAGS	Difference
Sharpe ratio: Return per unit of total volatility	1.80	1.14	+0.66
Sortino ratio: Return per unit of downside risk	2.61	1.62	+0.99
Omega ratio: Gain probability vs. loss probability	1.32	1.20	+0.12
Calmar ratio: Return relative to maximum drawdown	2.32	1.25	+1.07
Martin ratio: Return relative to average drawdown	9.34	4.21	+5.14

VIG vs. MAGS - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 1.80, which is higher than the MAGS Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of VIG and MAGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VIG vs. MAGS - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for VIG and MAGS.

Drawdown Indicators

	VIG	MAGS	Difference
Max Drawdown Largest peak-to-trough decline	-46.81%	-29.91%	-16.90%
Max Drawdown (1Y) Largest decline over 1 year	-7.91%	-18.62%	+10.71%
Max Drawdown (3Y) Largest decline over 3 years	-14.95%	-29.91%	+14.96%
Max Drawdown (5Y) Largest decline over 5 years	-20.39%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.72%	—	—
Current Drawdown Current decline from peak	-0.33%	-8.50%	+8.17%
Average Drawdown Average peak-to-trough decline	-5.51%	-4.72%	-0.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	5.50%	-3.54%

Volatility

VIG vs. MAGS - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.93%, while Roundhill Magnificent Seven ETF (MAGS) has a volatility of 5.86%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIG	MAGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.93%	5.86%	-2.93%
Volatility (6M) Calculated over the trailing 6-month period	7.78%	15.07%	-7.29%
Volatility (1Y) Calculated over the trailing 1-year period	10.19%	20.30%	-10.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.25%	25.97%	-11.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.06%	25.97%	-9.91%

VIG vs. MAGS - Expense Ratio Comparison

VIG has a 0.04% expense ratio, which is lower than MAGS's 0.29% expense ratio.

Dividends

VIG vs. MAGS - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.47%, less than MAGS's 1.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MAGS Roundhill Magnificent Seven ETF	1.50%	1.48%	0.81%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VIG Vanguard Dividend Appreciation ETF	1.47%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%

Frequently Asked Questions

Can I hold both VIG and MAGS in my portfolio?

VIG and MAGS have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VIG or MAGS?

MAGS has higher volatility (5.86%) compared to VIG (2.93%). In terms of maximum drawdown, VIG dropped -46.81% vs MAGS's -29.91%.

Which ETF is better, VIG or MAGS?

On 3-year performance, MAGS leads with 31.29% vs 15.98% for VIG. On fees, VIG is cheaper at 0.04% per year. On volatility, VIG has been the lower-risk option at 2.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VIG or MAGS?

Over the 3-year period, MAGS has performed better with a 31.29% return vs 15.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VIG or MAGS?

VIG is cheaper with a 0.04% expense ratio, compared with 0.29% for MAGS.

Which ETF pays a higher dividend yield, VIG or MAGS?

MAGS has the higher dividend yield at 1.50%, compared with 1.47% for VIG.

What is the main difference between VIG and MAGS?

VIG is categorized as Dividend, while MAGS is Technology Equities. They also come from different issuers: Vanguard and Roundhill. Their fees differ too: 0.04% for VIG and 0.29% for MAGS.

Which has better risk-adjusted returns?

VIG currently has the higher Sharpe Ratio (1.80 vs 1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.