VTKLY vs. MGK
Compare and contrast key facts about VTech Holdings Ltd ADR (VTKLY) 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
VTKLY vs. MGK - Performance Comparison
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VTKLY vs. MGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTKLY VTech Holdings Ltd ADR | 1.69% | 27.20% | 31.17% | -0.83% | -10.29% | 11.21% | -17.88% | 30.88% | -33.58% | 3.94% |
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, VTKLY achieves a 1.69% return, which is significantly higher than MGK's -9.86% return. Over the past 10 years, VTKLY has underperformed MGK with an annualized return of 4.09%, while MGK has yielded a comparatively higher 16.97% annualized return.
VTKLY
- 1D
- 9.59%
- 1M
- 4.38%
- YTD
- 1.69%
- 6M
- 6.46%
- 1Y
- 20.49%
- 3Y*
- 21.33%
- 5Y*
- 7.53%
- 10Y*
- 4.09%
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%
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Return for Risk
VTKLY vs. MGK — Risk / Return Rank
VTKLY
MGK
VTKLY vs. MGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VTech Holdings Ltd ADR (VTKLY) 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.
| VTKLY | MGK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 0.85 | -0.50 |
Sortino ratioReturn per unit of downside risk | 0.90 | 1.39 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.19 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.23 | -0.32 |
Martin ratioReturn relative to average drawdown | 3.19 | 4.27 | -1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTKLY | MGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.85 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.56 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.78 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.60 | -0.46 |
Correlation
The correlation between VTKLY and MGK is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VTKLY vs. MGK - Dividend Comparison
VTKLY's dividend yield for the trailing twelve months is around 7.52%, more than MGK's 0.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTKLY VTech Holdings Ltd ADR | 7.52% | 7.65% | 9.56% | 10.35% | 10.77% | 11.10% | 6.97% | 6.16% | 8.87% | 4.75% | 4.81% | 8.42% |
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
VTKLY vs. MGK - Drawdown Comparison
The maximum VTKLY drawdown since its inception was -59.03%, which is greater than MGK's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for VTKLY and MGK.
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Drawdown Indicators
| VTKLY | MGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.03% | -47.97% | -11.06% |
Max Drawdown (1Y)Largest decline over 1 year | -22.01% | -16.85% | -5.16% |
Max Drawdown (5Y)Largest decline over 5 years | -42.69% | -36.01% | -6.68% |
Max Drawdown (10Y)Largest decline over 10 years | -59.03% | -36.01% | -23.02% |
Current DrawdownCurrent decline from peak | -6.57% | -12.56% | +5.99% |
Average DrawdownAverage peak-to-trough decline | -22.38% | -7.51% | -14.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 4.87% | +1.81% |
Volatility
VTKLY vs. MGK - Volatility Comparison
VTech Holdings Ltd ADR (VTKLY) has a higher volatility of 14.12% compared to Vanguard Mega Cap Growth ETF (MGK) at 7.13%. This indicates that VTKLY'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.
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Volatility by Period
| VTKLY | MGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.12% | 7.13% | +6.99% |
Volatility (6M)Calculated over the trailing 6-month period | 38.40% | 12.93% | +25.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.68% | 23.35% | +34.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.31% | 22.63% | +21.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.17% | 21.82% | +18.35% |