VTKLY vs. MGK
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 3.10%/yr vs 18.26%/yr for MGK. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
VTKLY vs. MGK - Performance Comparison
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Returns By Period
In the year-to-date period, VTKLY achieves a -13.46% return, which is significantly lower than MGK's 4.77% return. Over the past 10 years, VTKLY has underperformed MGK with an annualized return of 3.10%, while MGK has yielded a comparatively higher 18.26% annualized return.
VTKLY
- 1D
- -2.30%
- 1M
- 2.42%
- 6M
- -10.66%
- YTD
- -13.46%
- 1Y
- -0.98%
- 3Y*
- 11.03%
- 5Y*
- 0.74%
- 10Y*
- 3.10%
- ALL TIME*
- 4.01%
MGK
- 1D
- 1.11%
- 1M
- -0.78%
- 6M
- 6.56%
- YTD
- 4.77%
- 1Y
- 16.51%
- 3Y*
- 21.79%
- 5Y*
- 13.06%
- 10Y*
- 18.26%
- ALL TIME*
- 13.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $119.42M | $123.75M | $142.35M | |
| $26.16K | $18.86K | $14.42K |
VTKLY vs. MGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTKLY VTech Holdings Ltd ADR | -13.46% | 27.20% | 31.17% | -0.83% | -10.29% | 11.21% | -17.88% | 30.88% | -33.58% | 3.94% |
MGK Vanguard Mega Cap Growth ETF | 4.77% | 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 -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | -0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.01 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 -0.05 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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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.
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 ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.14 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 0.83 | -0.88 |
| Martin ratioReturn relative to average drawdown | -0.14 | 2.57 | -2.71 |
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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.
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Drawdown Indicators
| VTKLY | MGK | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 | -42.46% | -36.01% | -6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -59.03% | -36.01% | -23.02% |
Current DrawdownCurrent decline from peak | -20.49% | -6.13% | -14.36% |
Average DrawdownAverage peak-to-trough decline | -22.24% | -7.57% | -14.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.80% | 5.40% | +5.40% |
Volatility
VTKLY vs. MGK - Volatility Comparison
VTech Holdings Ltd ADR (VTKLY) has a higher volatility of 22.06% compared to Vanguard Mega Cap Growth ETF (MGK) at 5.90%. 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 | 22.06% | 5.90% | +16.16% |
Volatility (6M)Calculated over the trailing 6-month period | 51.02% | 14.66% | +36.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.85% | 18.25% | +41.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.32% | 22.93% | +24.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.02% | 22.02% | +20.00% |
Dividends
VTKLY vs. MGK - Dividend Comparison
VTKLY's dividend yield for the trailing twelve months is around 8.11%, more than MGK's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 0.34% | 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 | 8.11% | 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
VTKLY and MGK have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTKLY has higher volatility (22.06%) compared to MGK (5.90%). In terms of maximum drawdown, VTKLY dropped -59.03% vs MGK's -48.43%.
MGK currently has the higher Sharpe Ratio (0.76 vs -0.03), 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.
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