VTKLY vs. MGK

Last updated Jul 11, 2026

VTKLY (VTech Holdings Ltd ADR) is a stock, while MGK (Vanguard Mega Cap Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Mega Cap Growth Index. Over the past 10 years, VTKLY returned 2.93%/yr vs 18.77%/yr for MGK. At a 0.10 correlation, their price movements are largely independent.

Performance

VTKLY vs. MGK - Performance Comparison

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

Returns By Period

In the year-to-date period, VTKLY achieves a -16.54% return, which is significantly lower than MGK's 8.08% return. Over the past 10 years, VTKLY has underperformed MGK with an annualized return of 2.93%, while MGK has yielded a comparatively higher 18.77% annualized return.

VTKLY

• 1D: 0.09%
• 1M: -7.30%
• 6M: -14.56%
• YTD: -16.54%
• 1Y: -4.74%
• 3Y*: 10.24%
• 5Y*: 0.38%
• 10Y*: 2.93%

MGK

• 1D: 0.52%
• 1M: 2.61%
• 6M: 7.63%
• YTD: 8.08%
• 1Y: 21.05%
• 3Y*: 24.59%
• 5Y*: 13.97%
• 10Y*: 18.77%

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

VTKLY vs. MGK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTKLY VTech Holdings Ltd ADR	-16.54%	27.20%	31.17%	-0.83%	-10.29%	11.21%	-17.88%	30.88%	-33.58%	3.94%
MGK Vanguard Mega Cap Growth ETF	8.08%	20.67%	32.94%	51.67%	-33.59%	28.58%	41.01%	37.38%	-2.91%	29.49%

Correlation

The correlation between VTKLY and MGK is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.03
Correlation (3Y) Calculated over the trailing 3-year period	-0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.01
Correlation (10Y) Calculated over the trailing 10-year period	0.08
Correlation (All Time) Calculated using the full available price history since May 10, 2011	0.10

The correlation between VTKLY and MGK shifts across timeframes, from -0.04 (3 years) to 0.10 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VTKLY vs. MGK — Risk / Return Rank

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

VTKLY

VTKLY Risk / Return Rank: 43
VTKLY Sharpe Ratio Rank: 44
VTKLY Sortino Ratio Rank: 43
VTKLY Omega Ratio Rank: 44
VTKLY Calmar Ratio Rank: 43
VTKLY Martin Ratio Rank: 40

MGK

MGK Risk / Return Rank: 37
MGK Sharpe Ratio Rank: 42
MGK Sortino Ratio Rank: 40
MGK Omega Ratio Rank: 39
MGK Calmar Ratio Rank: 31
MGK Martin Ratio Rank: 34

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.

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.

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.

	VTKLY	MGK	Difference
Sharpe ratio: Return per unit of total volatility	-0.04	1.19	-1.24
Sortino ratio: Return per unit of downside risk	0.37	1.70	-1.33
Omega ratio: Gain probability vs. loss probability	1.05	1.21	-0.16
Calmar ratio: Return relative to maximum drawdown	-0.08	1.24	-1.32
Martin ratio: Return relative to average drawdown	-0.25	4.04	-4.29

VTKLY vs. MGK - Sharpe Ratio Comparison

The current VTKLY Sharpe Ratio is -0.04, which is lower than the MGK Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of VTKLY and MGK, 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

VTKLY vs. MGK - Drawdown Comparison

The maximum VTKLY drawdown since its inception was -59.03%, which is greater than MGK's maximum drawdown of -48.43%. Use the drawdown chart below to compare losses from any high point for VTKLY and MGK.

Drawdown Indicators

	VTKLY	MGK	Difference
Max Drawdown Largest peak-to-trough decline	-59.03%	-48.43%	-10.60%
Max Drawdown (1Y) Largest decline over 1 year	-30.65%	-16.85%	-13.80%
Max Drawdown (3Y) Largest decline over 3 years	-30.65%	-23.36%	-7.29%
Max Drawdown (5Y) Largest decline over 5 years	-42.63%	-36.01%	-6.62%
Max Drawdown (10Y) Largest decline over 10 years	-59.03%	-36.01%	-23.02%
Current Drawdown Current decline from peak	-23.32%	-3.16%	-20.16%
Average Drawdown Average peak-to-trough decline	-22.25%	-7.57%	-14.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.67%	5.17%	+4.50%

Volatility

VTKLY vs. MGK - Volatility Comparison

VTech Holdings Ltd ADR (VTKLY) has a higher volatility of 23.23% compared to Vanguard Mega Cap Growth ETF (MGK) at 6.80%. 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.

Volatility by Period

	VTKLY	MGK	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.23%	6.80%	+16.43%
Volatility (6M) Calculated over the trailing 6-month period	50.83%	14.17%	+36.66%
Volatility (1Y) Calculated over the trailing 1-year period	58.08%	17.54%	+40.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.88%	22.85%	+24.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.76%	21.96%	+19.80%

Dividends

VTKLY vs. MGK - Dividend Comparison

VTKLY's dividend yield for the trailing twelve months is around 9.16%, more than MGK's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MGK Vanguard Mega Cap Growth ETF	0.33%	0.35%	0.43%	0.50%	0.70%	0.41%	0.65%	0.85%	1.12%	1.23%	1.53%	1.43%
VTKLY VTech Holdings Ltd ADR	9.16%	7.65%	9.56%	10.35%	10.77%	11.10%	6.97%	6.16%	8.87%	4.75%	4.81%	8.42%

Frequently Asked Questions

Can I hold both VTKLY and MGK in my portfolio?

VTKLY and MGK have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTKLY or MGK?

VTKLY has higher volatility (23.23%) compared to MGK (6.80%). In terms of maximum drawdown, VTKLY dropped -59.03% vs MGK's -48.43%.

Which has better risk-adjusted returns?

MGK currently has the higher Sharpe Ratio (1.19 vs -0.04), 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.