MGV

Vanguard Mega Cap Value ETF
A

94
*Unless otherwise stated, data provided by FactSet.

MGV Fund Description

MGV tracks the CRSP US Mega Cap Value Index. The index selects from stocks in the top 70% of market capitalization based on multiple value factors.

MGV Factset Analytics Insight

MGV goes for high value exposure within the US mega-cap space, selecting companies according to several value factors, including book to price, forward and historical earnings to price, dividend-to-price and sales-to-price ratios. The resulting portfolio looks basically identical to our MSCI benchmark: a very representative take on the large-value space. Onscreen liquidity is good, not perfect, and investors who value tradability above all else have better options. MGV's underlying liquidity is excellent, but less than perfect retail liquidity may raise block trading costs somewhat, so large volume investors can do better elsewhere. However, its holding costs are among the cheapest in the segment and it tracks tightly. Like all Vanguard funds, it discloses its holdings monthly, not daily. Overall MGV delivers cheap, comprehensive value exposure.

MGV MSCI ESG Analytics Insight

Vanguard Mega Cap Value ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.97 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Vanguard Mega Cap Value ETF ranks in the 41st percentile within its peer group and in the 32nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

MGV MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

MGV Charts And Performance

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/18/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
MGV 4.63% 3.58% 16.14% 4.49% 12.44% 9.24% 11.87%
MGV (NAV) 4.68% 2.70% 16.37% 4.21% 12.46% 9.14% 11.87%
CRSP US Mega Cap Value Index 4.68% 2.70% 16.39% 4.23% 12.49% 9.19% 11.87%
MSCI USA Large Cap Value 4.91% 3.21% 17.14% 4.79% 10.75% 7.88% 11.22%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

MGV Summary Data

Vanguard
12/17/07
Open-Ended Fund
0.07%
$2.54B
$7.99M
0.03%

MGV Portfolio Data

$164.17B
18.00
2.24
2.67%
09/22/14
158

MGV Index Data

Multi-Factor
Multi-Factor
MSCI USA Large Cap Value

MGV Portfolio Management

0.07%
-0.01%
0.01%
-0.05%

MGV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

MGV Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
Low
Monthly
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

MGV Factset Analytics Block Liquidity

As of 09/19/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of MGV. MGV is rated a 5 out of 5.

MGV Tradability

100,045
$7.99M
77,993
$6.19M
0.03%
$0.02
0.02%
0.19% / -0.14%
None
100.00%
25,000
3.12
0.00%
0.00%
119
$81.83
5

MGV Sector/Industry Breakdown


MGV
Segment Benchmark
23.77%
22.56%
20.06%
16.75%
12.51%
13.96%
10.77%
7.72%
9.04%
10.53%
8.19%
9.07%
5.21%
5.33%
4.61%
4.40%
3.80%
7.68%
2.03%
2.02%

MGV Countries


MGV
Segment Benchmark
100.00%
100.00%

MGV Regions


MGV
Segment Benchmark
100.00%
100.00%

MGV Economic Development


MGV
Segment Benchmark
100.00%
100.00%

MGV Performance Statistics

0.99
1.02
1.04
1.03
0.10%
MSCI USA Large Cap Value

MGV MSCI ESG Ratings

BBB
4.97 / 10
32.09
41.25
14.06%
6.15%
259.25

MGV Benchmark Comparison Holdings

158
189
133
82.05%

MGV Benchmark Comparison Summary


MGV
Segment Benchmark
158
189
$164.17B
$146.00B
18.00
18.40
2.24
2.30
2.72%
2.93%
Low
Low

MGV Benchmark Comparison Market Cap Size


MGV
Segment Benchmark
99.91%
99.56%
0.09%
0.44%
0.00%
0.00%
0.00%
0.00%