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VUG vs. MGK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUG and MGK is 0.99, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

VUG vs. MGK - Performance Comparison

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

550.00%600.00%650.00%700.00%750.00%NovemberDecember2025FebruaryMarchApril
557.26%
608.36%
VUG
MGK

Key characteristics

Sharpe Ratio

VUG:

0.22

MGK:

0.21

Sortino Ratio

VUG:

0.42

MGK:

0.40

Omega Ratio

VUG:

1.06

MGK:

1.05

Calmar Ratio

VUG:

0.27

MGK:

0.25

Martin Ratio

VUG:

0.92

MGK:

0.82

Ulcer Index

VUG:

4.93%

MGK:

5.19%

Daily Std Dev

VUG:

20.19%

MGK:

20.66%

Max Drawdown

VUG:

-50.68%

MGK:

-48.36%

Current Drawdown

VUG:

-16.74%

MGK:

-17.23%

Returns By Period

The year-to-date returns for both stocks are quite close, with VUG having a -13.25% return and MGK slightly lower at -13.84%. Over the past 10 years, VUG has underperformed MGK with an annualized return of 13.70%, while MGK has yielded a comparatively higher 14.49% annualized return.


VUG

YTD

-13.25%

1M

-9.51%

6M

-5.99%

1Y

4.32%

5Y*

19.57%

10Y*

13.70%

MGK

YTD

-13.84%

1M

-9.92%

6M

-6.74%

1Y

4.09%

5Y*

20.10%

10Y*

14.49%

*Annualized

Compare stocks, funds, or ETFs

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VUG vs. MGK - Expense Ratio Comparison

VUG has a 0.04% expense ratio, which is lower than MGK's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for MGK: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MGK: 0.07%
Expense ratio chart for VUG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUG: 0.04%

Risk-Adjusted Performance

VUG vs. MGK — Risk-Adjusted Performance Rank

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

VUG
The Risk-Adjusted Performance Rank of VUG is 2929
Overall Rank
The Sharpe Ratio Rank of VUG is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 2727
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 2828
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 3333
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 3131
Martin Ratio Rank

MGK
The Risk-Adjusted Performance Rank of MGK is 2828
Overall Rank
The Sharpe Ratio Rank of MGK is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of MGK is 2626
Sortino Ratio Rank
The Omega Ratio Rank of MGK is 2828
Omega Ratio Rank
The Calmar Ratio Rank of MGK is 3232
Calmar Ratio Rank
The Martin Ratio Rank of MGK is 2929
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.

VUG vs. MGK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) 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.


The chart of Sharpe ratio for VUG, currently valued at 0.22, compared to the broader market-1.000.001.002.003.004.005.00
VUG: 0.22
MGK: 0.21
The chart of Sortino ratio for VUG, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.0010.0012.00
VUG: 0.42
MGK: 0.40
The chart of Omega ratio for VUG, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
VUG: 1.06
MGK: 1.05
The chart of Calmar ratio for VUG, currently valued at 0.27, compared to the broader market0.005.0010.0015.00
VUG: 0.27
MGK: 0.25
The chart of Martin ratio for VUG, currently valued at 0.92, compared to the broader market0.0020.0040.0060.0080.00100.00
VUG: 0.92
MGK: 0.82

The current VUG Sharpe Ratio is 0.22, which is comparable to the MGK Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of VUG and MGK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.22
0.21
VUG
MGK

Dividends

VUG vs. MGK - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.55%, more than MGK's 0.51% yield.


TTM20242023202220212020201920182017201620152014
VUG
Vanguard Growth ETF
0.55%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%
MGK
Vanguard Mega Cap Growth ETF
0.51%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%

Drawdowns

VUG vs. MGK - Drawdown Comparison

The maximum VUG drawdown since its inception was -50.68%, roughly equal to the maximum MGK drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for VUG and MGK. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.74%
-17.23%
VUG
MGK

Volatility

VUG vs. MGK - Volatility Comparison

Vanguard Growth ETF (VUG) and Vanguard Mega Cap Growth ETF (MGK) have volatilities of 9.84% and 9.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%NovemberDecember2025FebruaryMarchApril
9.84%
9.86%
VUG
MGK