MGV: Vanguard Morningstar Mega Cap Value ETF
Performance
MGV +23.10%
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Summary
MGV at a glance
MGV returned +23.09% over the past year and +12.74% a year over five years. Its worst drop in that year was -6.42%, smaller than 79% of ETFs on Redstone, and its Sharpe ratio of 1.67 beats 95% of ETFs on Redstone. It yields 1.83%.
Ranking
How MGV ranks
85
1Y Return Rank78
5Y Return Rank95
Sharpe Ratio Rank79
Max Drawdown Rank75
Volatility Rank44
Dividend Yield RankCurrent Drawdown
-0.24%
Rolling Volatility
+0.50%
Actions
Metrics
Risk Indicators
Alpha11.74%
Beta0.53x
Sharpe1.67
Sortino2.56
Omega1.31
Calmar3.60
Martin8.95
Comparisons