Summary
MGV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 26.48% Volatility 14.68% Sharpe 0.75
Official loaded data — not a live quote.

VANGUARD MEGA CAP VALUE INDEX FUND ETF SHARES

Symbol: MGV

Exchange: NYSE

Sector: Financial_Services

Category: Large Value

Inception date: 17/12/2007

Latest date: 16/07/2026

Current price: $162.70

Expense ratio: 0.05%

Assets under management
$13.3B
0.52% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

0.26%

Ann. -41.27% (Sharpe / Sortino numerator)

Volatility

12.80%

Sharpe ratio

-3.507

VaR 95%

-1.40%

CVaR 95%: -1.54%
Max drawdown: -5.40%
Sortino ratio: -5.227
Calmar ratio: -7.64

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

9.38%

Ann. 8.93% (Sharpe / Sortino numerator)

Volatility

11.57%

Sharpe ratio

0.458

VaR 95%

-1.30%

CVaR 95%: -1.43%
Max drawdown: -6.93%
Sortino ratio: 0.675
Calmar ratio: 1.29

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

11.89%

Ann. 12.90% (Sharpe / Sortino numerator)

Volatility

10.75%

Sharpe ratio

0.863

VaR 95%

-1.12%

CVaR 95%: -1.39%
Max drawdown: -6.93%
Sortino ratio: 1.284
Calmar ratio: 1.86

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

26.48%

Ann. 14.71% (Sharpe / Sortino numerator)

Volatility

14.68%

Sharpe ratio

0.755

VaR 95%

-1.16%

CVaR 95%: -2.09%
Max drawdown: -7.83%
Sortino ratio: 0.900
Calmar ratio: 1.88

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

37.78%

Ann. 13.12% (Sharpe / Sortino numerator)

Volatility

13.04%

Sharpe ratio

0.728

VaR 95%

-1.16%

CVaR 95%: -1.81%
Max drawdown: -13.18%
Sortino ratio: 0.944
Calmar ratio: 1.00

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

67.43%

Ann. 15.47% (Sharpe / Sortino numerator)

Volatility

12.07%

Sharpe ratio

0.981

VaR 95%

-1.13%

CVaR 95%: -1.64%
Max drawdown: -13.18%
Sortino ratio: 1.329
Calmar ratio: 1.17

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.096%

Best day

2.24%

08/04/2026
Worst day

-1.686%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $161.86 $162.71 $161.83 $162.70 176,300
15/07/2026 $162.83 $163.06 $161.39 $161.89 209,900
14/07/2026 $163.40 $164.01 $162.76 $162.83 247,300
13/07/2026 $163.43 $163.83 $162.89 $163.39 295,900
10/07/2026 $163.21 $163.77 $162.74 $163.60 186,600
09/07/2026 $163.44 $163.92 $163.00 $163.20 227,600
08/07/2026 $163.26 $163.52 $162.57 $162.62 272,000
07/07/2026 $164.59 $164.79 $163.57 $164.11 259,800
06/07/2026 $164.53 $164.71 $163.79 $164.21 319,800
02/07/2026 $163.64 $164.31 $162.62 $164.03 261,100