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VIS vs. MGC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VIS vs. MGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Industrials ETF (VIS) and Vanguard Mega Cap ETF (MGC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VIS:

1.02

MGC:

0.67

Sortino Ratio

VIS:

1.75

MGC:

1.04

Omega Ratio

VIS:

1.24

MGC:

1.15

Calmar Ratio

VIS:

1.17

MGC:

0.69

Martin Ratio

VIS:

3.87

MGC:

2.53

Ulcer Index

VIS:

6.28%

MGC:

5.25%

Daily Std Dev

VIS:

20.86%

MGC:

20.53%

Max Drawdown

VIS:

-63.51%

MGC:

-52.20%

Current Drawdown

VIS:

-0.39%

MGC:

-0.31%

Returns By Period

In the year-to-date period, VIS achieves a 12.95% return, which is significantly higher than MGC's 7.18% return. Over the past 10 years, VIS has underperformed MGC with an annualized return of 12.31%, while MGC has yielded a comparatively higher 14.10% annualized return.


VIS

YTD
12.95%
1M
4.77%
6M
13.13%
1Y
21.15%
3Y*
22.20%
5Y*
18.95%
10Y*
12.31%

MGC

YTD
7.18%
1M
4.03%
6M
8.16%
1Y
13.54%
3Y*
21.07%
5Y*
16.52%
10Y*
14.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Vanguard Industrials ETF

Vanguard Mega Cap ETF

VIS vs. MGC - Expense Ratio Comparison

VIS has a 0.10% expense ratio, which is higher than MGC's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VIS vs. MGC — Risk-Adjusted Performance Rank

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

VIS
The Risk-Adjusted Performance Rank of VIS is 7878
Overall Rank
The Sharpe Ratio Rank of VIS is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VIS is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VIS is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VIS is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VIS is 7373
Martin Ratio Rank

MGC
The Risk-Adjusted Performance Rank of MGC is 5454
Overall Rank
The Sharpe Ratio Rank of MGC is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of MGC is 5151
Sortino Ratio Rank
The Omega Ratio Rank of MGC is 5454
Omega Ratio Rank
The Calmar Ratio Rank of MGC is 5858
Calmar Ratio Rank
The Martin Ratio Rank of MGC is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIS vs. MGC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Industrials ETF (VIS) and Vanguard Mega Cap ETF (MGC). 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.


The current VIS Sharpe Ratio is 1.02, which is higher than the MGC Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of VIS and MGC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between VIS and MGC is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VIS vs. MGC - Dividend Comparison

VIS's dividend yield for the trailing twelve months is around 1.12%, more than MGC's 1.06% yield.


TTM20242023202220212020201920182017201620152014
VIS
Vanguard Industrials ETF
1.12%1.23%1.36%1.52%1.11%1.38%1.69%1.91%1.60%1.81%1.94%1.57%
MGC
Vanguard Mega Cap ETF
1.06%1.15%1.35%1.65%1.17%1.45%1.81%2.10%1.82%2.14%2.11%1.81%

Drawdowns

VIS vs. MGC - Drawdown Comparison

The maximum VIS drawdown since its inception was -63.51%, which is greater than MGC's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for VIS and MGC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VIS vs. MGC - Volatility Comparison

Vanguard Industrials ETF (VIS) has a higher volatility of 3.12% compared to Vanguard Mega Cap ETF (MGC) at 2.97%. This indicates that VIS's price experiences larger fluctuations and is considered to be riskier than MGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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