NYSEArca - Delayed Quote USD

Vanguard Mega Cap Value Index Fund (MGV)

124.97 +0.19 (+0.15%)
At close: September 10 at 4:00 PM EDT
123.83 -1.14 (-0.91%)
After hours: September 10 at 6:00 PM EDT

ETF Summary

The fund employs an indexing investment approach designed to track the performance of the index. The index is a float-adjusted, market-capitalization-weighted index designed to measure equity market performance of mega-capitalization value stocks in the United States. The Advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.

Risk Overview

Performance & Risk

YTD Return 15.48%
5y Average Return 11.93%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.77
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
MGVCategory AverageMGVCategory AverageMGVCategory Average
Alpha 2.01 -0.46 -0.68 -2.6 -0.66 -2.82
BETA 0.77 0.83 0.85 0.93 0.87 0.94
Mean Annual Return 0.91 0.74 1.13 1.08 0.94 0.82
R-squared 77.99 77.44 82.59 81.09 85.86 82.94
Standard Deviation 15.41 16.81 16.77 18.68 14.35 15.73
Sharpe Ratio 0.47 0.32 0.67 0.56 0.67 0.52
Treynor Ratio 8.52 5 12.43 10 10.36 7.83

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