Summary
MGK
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 15.83% 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: 20/07/2026

Current price: $86.83

Expense ratio: 0.05%

Assets under management
$33.3B
-0.60% 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

-0.48%

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

4.86%

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

9.33%

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

15.83%

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

38.55%

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

84.44%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.065%

Best day

3.946%

31/03/2026
Worst day

-3.731%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $87.35 $87.80 $86.77 $86.83 1,085,800
17/07/2026 $86.25 $87.34 $85.73 $86.83 1,752,700
16/07/2026 $88.97 $89.16 $87.74 $88.18 1,761,400
15/07/2026 $88.99 $89.49 $88.62 $89.46 1,295,400
14/07/2026 $88.08 $88.78 $63.74 $88.58 1,184,600
13/07/2026 $88.50 $88.72 $87.55 $87.69 1,567,600
10/07/2026 $88.64 $89.10 $87.98 $89.06 1,416,000
09/07/2026 $87.67 $88.63 $87.20 $88.60 1,119,600
08/07/2026 $86.90 $87.62 $86.35 $87.47 1,283,000
07/07/2026 $87.79 $87.92 $86.94 $87.46 1,506,900