Summary
MGK
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 30.01% Volatility 23.13% Sharpe 0.66
Official loaded data — not a live quote.

VANGUARD MEGA CAP GROWTH INDEX FUND ETF SHARES

Symbol: MGK

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 17/12/2007

Latest date: 03/06/2026

Current price: $90.74

Expense ratio: 0.05%

Assets under management
$32.0B
-1.06% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

7.26%

Ann. -37.38% (Sharpe / Sortino numerator)

Volatility

23.65%

Sharpe ratio

-1.734

VaR 95%

-2.29%

CVaR 95%: -2.48%
Max drawdown: -9.39%
Sortino ratio: -3.370
Calmar ratio: -3.98

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

17.77%

Ann. -33.34% (Sharpe / Sortino numerator)

Volatility

19.33%

Sharpe ratio

-1.912

VaR 95%

-2.07%

CVaR 95%: -2.41%
Max drawdown: -14.95%
Sortino ratio: -3.207
Calmar ratio: -2.23

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.45%

Ann. -15.75% (Sharpe / Sortino numerator)

Volatility

18.34%

Sharpe ratio

-1.057

VaR 95%

-1.97%

CVaR 95%: -2.44%
Max drawdown: -16.92%
Sortino ratio: -1.585
Calmar ratio: -0.93

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.01%

Ann. 18.87% (Sharpe / Sortino numerator)

Volatility

23.13%

Sharpe ratio

0.659

VaR 95%

-1.94%

CVaR 95%: -3.22%
Max drawdown: -16.92%
Sortino ratio: 0.894
Calmar ratio: 1.12

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-69.02%

Ann. 14.74% (Sharpe / Sortino numerator)

Volatility

21.56%

Sharpe ratio

0.515

VaR 95%

-2.23%

CVaR 95%: -3.17%
Max drawdown: -23.36%
Sortino ratio: 0.677
Calmar ratio: 0.63

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-59.26%

Ann. 22.67% (Sharpe / Sortino numerator)

Volatility

19.78%

Sharpe ratio

0.962

VaR 95%

-2.01%

CVaR 95%: -2.84%
Max drawdown: -23.36%
Sortino ratio: 1.299
Calmar ratio: 0.97

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.11%

Best day

3.946%

31/03/2026
Worst day

-3.298%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $91.71 $91.85 $90.45 $90.74 1,551,000
02/06/2026 $91.80 $92.09 $91.35 $91.78 1,238,300
01/06/2026 $91.45 $92.38 $91.35 $92.06 1,719,200
29/05/2026 $90.92 $91.54 $90.80 $91.27 3,278,500
28/05/2026 $89.63 $90.76 $89.59 $90.75 1,842,100
27/05/2026 $89.65 $89.82 $89.28 $89.62 1,320,000
26/05/2026 $89.55 $89.99 $89.32 $89.69 1,569,000
22/05/2026 $89.31 $89.66 $88.87 $88.99 998,600
21/05/2026 $88.31 $89.24 $88.01 $88.79 1,505,800
20/05/2026 $87.63 $88.72 $87.55 $88.67 1,403,400