VANGUARD MEGA CAP VALUE INDEX FUND ETF SHARES
Symbol: MGV
Exchange: NYSE ARCA
Sector: Financial_Services
Category: Large Value
Inception Date: 17/12/2007
Latest Date: 02/04/2026
Current Price: $145.47
Expense Ratio: 0.05%
Assets Under Management
$12.0B
0.80% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
-4.74%
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
Return
2.13%
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
Return
6.20%
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
Return
14.65%
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
Return
27.83%
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
Return
53.69%
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
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.059%
Best Day
6.538%
09/04/2025
Worst Day
-6.162%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $144.31 | $146.05 | $144.09 | $145.47 | 375,000 |
| 01/04/2026 | $145.27 | $145.91 | $145.24 | $145.31 | 365,000 |
| 31/03/2026 | $143.81 | $145.09 | $143.18 | $144.95 | 298,400 |
| 30/03/2026 | $143.90 | $144.12 | $142.18 | $142.63 | 311,200 |
| 27/03/2026 | $143.83 | $144.19 | $142.50 | $142.75 | 265,700 |
| 26/03/2026 | $145.42 | $146.14 | $144.84 | $144.89 | 291,400 |
| 25/03/2026 | $146.30 | $146.61 | $145.39 | $146.02 | 239,900 |
| 24/03/2026 | $144.00 | $146.28 | $143.91 | $145.56 | 318,000 |
| 23/03/2026 | $146.00 | $146.36 | $144.69 | $144.89 | 564,600 |
| 20/03/2026 | $145.25 | $145.85 | $143.64 | $144.14 | 294,600 |