PortfoliosLab logoPortfoliosLab logo
VIG vs. MRNY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIG vs. MRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation ETF (VIG) and YieldMax MRNA Option Income Strategy ETF (MRNY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VIG vs. MRNY - Yearly Performance Comparison


2026 (YTD)202520242023
VIG
Vanguard Dividend Appreciation ETF
-1.48%14.17%16.99%11.56%
MRNY
YieldMax MRNA Option Income Strategy ETF
55.26%-35.72%-59.32%19.61%

Returns By Period

In the year-to-date period, VIG achieves a -1.48% return, which is significantly lower than MRNY's 55.26% return.


VIG

1D
0.29%
1M
-4.68%
YTD
-1.48%
6M
0.22%
1Y
13.20%
3Y*
13.91%
5Y*
9.83%
10Y*
12.29%

MRNY

1D
-1.18%
1M
-1.56%
YTD
55.26%
6M
60.43%
1Y
57.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VIG vs. MRNY - Expense Ratio Comparison

VIG has a 0.04% expense ratio, which is lower than MRNY's 0.99% expense ratio.


Return for Risk

VIG vs. MRNY — Risk / Return Rank

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

VIG
VIG Risk / Return Rank: 4747
Overall Rank
VIG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VIG Omega Ratio Rank: 4848
Omega Ratio Rank
VIG Calmar Ratio Rank: 4444
Calmar Ratio Rank
VIG Martin Ratio Rank: 5252
Martin Ratio Rank

MRNY
MRNY Risk / Return Rank: 5656
Overall Rank
MRNY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MRNY Sortino Ratio Rank: 6868
Sortino Ratio Rank
MRNY Omega Ratio Rank: 5656
Omega Ratio Rank
MRNY Calmar Ratio Rank: 6060
Calmar Ratio Rank
MRNY Martin Ratio Rank: 3434
Martin Ratio Rank
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. MRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and YieldMax MRNA Option Income Strategy ETF (MRNY). 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.


VIGMRNYDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.11

-0.25

Sortino ratio

Return per unit of downside risk

1.33

1.78

-0.45

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

1.20

1.61

-0.41

Martin ratio

Return relative to average drawdown

5.31

3.21

+2.10

VIG vs. MRNY - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 0.87, which is comparable to the MRNY Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of VIG and MRNY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VIGMRNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.11

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

-0.50

+1.08

Correlation

The correlation between VIG and MRNY is 0.41, 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

VIG vs. MRNY - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.60%, less than MRNY's 88.60% yield.


TTM20252024202320222021202020192018201720162015
VIG
Vanguard Dividend Appreciation ETF
1.60%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%
MRNY
YieldMax MRNA Option Income Strategy ETF
88.60%145.98%178.49%1.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VIG vs. MRNY - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, smaller than the maximum MRNY drawdown of -82.15%. Use the drawdown chart below to compare losses from any high point for VIG and MRNY.


Loading graphics...

Drawdown Indicators


VIGMRNYDifference

Max Drawdown

Largest peak-to-trough decline

-46.81%

-82.15%

+35.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.83%

-31.53%

+20.70%

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

-5.73%

-67.31%

+61.58%

Average Drawdown

Average peak-to-trough decline

-5.55%

-51.53%

+45.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

15.78%

-13.33%

Volatility

VIG vs. MRNY - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 4.05%, while YieldMax MRNA Option Income Strategy ETF (MRNY) has a volatility of 16.90%. This indicates that VIG experiences smaller price fluctuations and is considered to be less risky than MRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VIGMRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

16.90%

-12.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

39.43%

-31.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

52.05%

-36.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

51.40%

-37.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

51.40%

-35.36%