Vanguard Mega Cap Value Index Fund
Ticker
MGV
ISIN
US921910840
Price
USD 130.09
Change Today
-0.90 / -0.687 %
Price 1 year ago
98.81 / 31.652 %
Morningstar
5
52 Week Low
100.28
52 Week High
131.76
200 Day Moving Average 119.80
119.80
50-day Moving Average
128.07
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.06 |
| Sortino Ratio | 0.71 |
| Maximum Drawdown | -1.5% |
| Maximum Drawdown Date | 2023-12-20 |
| Calmar Ratio | -32.11 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.36 |
| Volatility | 3.456% |
| Alpha | +7.30 |
| Beta | None |
| R Squared | +83.68 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 10.241% |
| Average Annual Volatility | 19.751% |
| Sharpe Ratio | 0.52 |
| Sortino Ratio | 0.48 |
| Maximum Drawdown | -56.00000000000001% |
| Maximum Drawdown Date | 2009-03-05 |
| Calmar Ratio | -0.18 |
Company information
Summary
The investment seeks the performance of the CRSP US Mega Cap Value Index. 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.
Market
US
Category
Large Value
Expense Ratio
0.07%
Fund family
Vanguard
Morningstar
5
Yield
0.0254
Exchange
PCX
| Sector | Weight |
|---|---|
| Healthcare | 26.07% |
| Financial services | 19.71% |
| Industrials | 12.77% |
| Consumer defensive | 12.55% |
| Technology | 8.94% |
| Energy | 7.69% |
| Communication services | 4.45% |
| Utilities | 3.98% |
| Basic materials | 1.78% |
| Realestate | 0.78% |
| Consumer cyclical | 0.78% |
| Country | Ratio |
|---|---|
| United States | 99.41 |
| Switzerland | 0.59 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| BRK.B | Berkshire Hathaway Inc Class B | 3.7% |
| JPM | JPMorgan Chase & Co | 3.51% |
| JNJ | Johnson & Johnson | 3.23% |
| UNH | UnitedHealth Group Inc | 2.81% |
| PG | Procter & Gamble Co | 2.46% |
| BAC | Bank of America Corp | 2.37% |
| XOM | Exxon Mobil Corp | 1.99% |
| CMCSA | Comcast Corp Class A | 1.95% |
| INTC | Intel Corp | 1.69% |
| VZ | Verizon Communications Inc | 1.64% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| MGV | Vanguard Mega Cap Value Index Fund | US921910840 | PCX | 0.07% | 5 | +7.30 | |
| VTIP | Vanguard Short-Term Inflation-Protected Securities Index Fund | US922020805 | NGM | 0.04% | 5 | -0.38 | |
| VTV | Vanguard Value Index Fund | US922908744 | PCX | 0.04% | 5 | +8.05 | |
| VYM | Vanguard High Dividend Yield Index Fund | IE00B8GKDB1 | PCX | 0.06% | 5 | +8.55 | |
| XLE | Energy Select Sector SPDR Fund | IE00BWBXM49 | PCX | 0.10% | 5 | +49.37 | |
| XLRE | The Real Estate Select Sector SPDR Fund | US81369Y860 | PCX | 0.10% | 5 | -2.68 | |
| XLV | Health Care Select Sector SPDR Fund | IE00BWBXM61 | PCX | 0.10% | 5 | +6.04 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.