MarketGrader US Large Cap Value Index



Calendar Year Total Returns
INDEX MG US Large Cap Value (PR) MG US Large Cap Value (TR)
2025 22.1% 24.2%
2024 20.3% 22.4%
2023 20.7% 23.3%
2022 -10.4% -8.1%
2021 23.0% 25.9%
2020 9.5% 12.4%
2019 27.0% 30.0%
2018 -4.5% -2.4%
2017 20.2% 22.7%
2016 13.8% 16.4%
2015 -4.7% -2.5%
2014 9.8% 12.2%
Cumulative Returns - through 01/06/2026
Price Return Total Return
YTD 4.5% 4.5%
1 Year 25.9% 28.1%
3 Years 80.3% 90.5%
5 Years 101.9% 123.9%
10 Years 282.3% 375.7%
Since Inception 419.9% 676.2%

Annualized Returns - through 01/06/2026
Price Return Total Return
3 Years 21.7% 24.0%
5 Years 15.1% 17.5%
10 Years 14.4% 16.9%
Since Inception 9.5% 12.0%

Standard Deviation - through 01/06/2026
Price Return Total Return
3 Years 11.5% 11.5%
5 Years 14.3% 14.2%
10 Years 15.1% 15.0%
Since Inception 15.4% 15.3%

Sharpe Ratio - through 01/06/2026
Price Return Total Return
3 Years 1.88 2.09
5 Years 1.06 1.23
10 Years 0.95 1.12
Since Inception 0.62 0.79

All returns in U.S. Dollars


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