VTVT vs. MGK
VTVT (vTv Therapeutics Inc.) 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, VTVT returned -17.61%/yr vs 19.22%/yr for MGK. At a 0.19 correlation, their price movements are largely independent.
Performance
VTVT vs. MGK - Performance Comparison
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Returns By Period
In the year-to-date period, VTVT achieves a -14.12% return, which is significantly lower than MGK's 10.16% return. Over the past 10 years, VTVT has underperformed MGK with an annualized return of -17.61%, while MGK has yielded a comparatively higher 19.22% annualized return.
VTVT
- 1D
- 4.27%
- 1M
- 8.00%
- YTD
- -14.12%
- 6M
- 25.48%
- 1Y
- 114.66%
- 3Y*
- 1.62%
- 5Y*
- -19.24%
- 10Y*
- -17.61%
MGK
- 1D
- 0.13%
- 1M
- 6.68%
- YTD
- 10.16%
- 6M
- 9.47%
- 1Y
- 29.81%
- 3Y*
- 26.86%
- 5Y*
- 16.28%
- 10Y*
- 19.22%
VTVT vs. MGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTVT vTv Therapeutics Inc. | -14.12% | 189.60% | 20.08% | -56.62% | -33.39% | -46.51% | 9.41% | -35.85% | -55.91% | 24.43% |
MGK Vanguard Mega Cap Growth ETF | 10.16% | 20.67% | 32.94% | 51.67% | -33.59% | 28.58% | 41.01% | 37.38% | -2.91% | 29.49% |
Correlation
The correlation between VTVT and MGK is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2015 | 0.19 |
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Return for Risk
VTVT vs. MGK — Risk / Return Rank
VTVT
MGK
VTVT vs. MGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for vTv Therapeutics Inc. (VTVT) 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.
| VTVT | MGK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 1.78 | +1.82 |
| Martin ratioReturn relative to average drawdown | 8.59 | 6.11 | +2.48 |
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
| VTVT | MGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.85 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.72 | -0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.15 | 0.88 | -1.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | 0.66 | -0.83 |
Drawdowns
VTVT vs. MGK - Drawdown Comparison
The maximum VTVT drawdown since its inception was -98.19%, which is greater than MGK's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for VTVT and MGK.
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Drawdown Indicators
| VTVT | MGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.19% | -47.97% | -50.22% |
Max Drawdown (1Y)Largest decline over 1 year | -32.06% | -16.85% | -15.21% |
Max Drawdown (3Y)Largest decline over 3 years | -75.83% | -23.36% | -52.47% |
Max Drawdown (5Y)Largest decline over 5 years | -92.64% | -36.01% | -56.63% |
Max Drawdown (10Y)Largest decline over 10 years | -97.48% | -36.01% | -61.47% |
Current DrawdownCurrent decline from peak | -92.12% | -1.30% | -90.82% |
Average DrawdownAverage peak-to-trough decline | -77.84% | -7.47% | -70.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.39% | 4.89% | +8.50% |
Volatility
VTVT vs. MGK - Volatility Comparison
vTv Therapeutics Inc. (VTVT) has a higher volatility of 23.97% compared to Vanguard Mega Cap Growth ETF (MGK) at 4.00%. This indicates that VTVT'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
| VTVT | MGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.97% | 4.00% | +19.97% |
Volatility (6M)Calculated over the trailing 6-month period | 60.98% | 12.36% | +48.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.97% | 16.22% | +58.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 96.23% | 22.62% | +73.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 120.31% | 21.88% | +98.43% |
Dividends
VTVT vs. MGK - Dividend Comparison
VTVT has not paid dividends to shareholders, while MGK's dividend yield for the trailing twelve months is around 0.32%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 0.32% | 0.35% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% |
VTVT vTv Therapeutics Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VTVT and MGK have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTVT has higher volatility (23.97%) compared to MGK (4.00%). In terms of maximum drawdown, VTVT dropped -98.19% vs MGK's -47.97%.
MGK currently has the higher Sharpe Ratio (1.85 vs 1.54), 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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