CHGX vs. GARY

Last updated Aug 2, 2026

CHGX (Stance Sustainable Beta ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. CHGX is passively managed, while GARY is actively managed. Their correlation of 0.84 means they have usually moved in the same direction. CHGX charges 0.49%/yr vs 0.77%/yr for GARY.

Performance

CHGX vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stance Sustainable Beta ETF (CHGX) and Mango Growth ETF (GARY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CHGX achieves a 19.57% return, which is significantly lower than GARY's 25.69% return.

CHGX

• 1D: -0.06%
• 1M: -0.88%
• 6M: 16.02%
• YTD: 19.57%
• 1Y: 26.43%
• 3Y*: 17.27%
• 5Y*: 9.09%
• 10Y*: —
• ALL TIME*: 13.17%

GARY

• 1D: 0.88%
• 1M: -4.25%
• 6M: 15.73%
• YTD: 25.69%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CHGX Stance Sustainable Beta ETF	$397.74K	$582.66K	$623.16K
GARY Mango Growth ETF	$600.48K	$395.06K	$299.75K

CHGX vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
CHGX Stance Sustainable Beta ETF	19.57%	-0.30%
GARY Mango Growth ETF	25.69%	0.15%

Correlation

The correlation between CHGX and GARY is 0.84, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025	0.84

Return for Risk

CHGX vs. GARY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CHGX

CHGX Risk / Return Rank: 76
CHGX Sharpe Ratio Rank: 75
CHGX Sortino Ratio Rank: 74
CHGX Omega Ratio Rank: 69
CHGX Calmar Ratio Rank: 81
CHGX Martin Ratio Rank: 81

GARY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CHGX vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stance Sustainable Beta ETF (CHGX) and Mango Growth ETF (GARY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CHGX	GARY	Difference
Sharpe ratio: Return per unit of total volatility	1.72	—	—
Sortino ratio: Return per unit of downside risk	2.41	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.97	—	—
Martin ratio: Return relative to average drawdown	10.60	—	—

Drawdowns

CHGX vs. GARY - Drawdown Comparison

The maximum CHGX drawdown since its inception was -35.49%, which is greater than GARY's maximum drawdown of -12.67%. Use the drawdown chart below to compare losses from any high point for CHGX and GARY.

Drawdown Indicators

	CHGX	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-35.49%	-12.67%	-22.82%
Max Drawdown (1Y) Largest decline over 1 year	-8.50%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.09%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.26%	—	—
Current Drawdown Current decline from peak	-3.00%	-8.40%	+5.40%
Average Drawdown Average peak-to-trough decline	-6.36%	-2.40%	-3.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	—	—

Volatility

Volatility by Period

	CHGX	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.43%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.75%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.75%	22.34%	-7.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.71%	22.34%	-4.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.30%	22.34%	-3.04%

CHGX vs. GARY - Expense Ratio Comparison

CHGX has a 0.49% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

CHGX vs. GARY - Dividend Comparison

CHGX's dividend yield for the trailing twelve months is around 0.56%, more than GARY's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CHGX Stance Sustainable Beta ETF	0.56%	0.67%	0.76%	0.94%	1.11%	0.56%	0.58%	0.86%	0.00%	0.59%
GARY Mango Growth ETF	0.04%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CHGX and GARY in my portfolio?

CHGX and GARY have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CHGX or GARY?

On fees, CHGX is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CHGX or GARY?

CHGX is cheaper with a 0.49% expense ratio, compared with 0.77% for GARY.

Which ETF pays a higher dividend yield, CHGX or GARY?

CHGX has the higher dividend yield at 0.56%, compared with 0.04% for GARY.

What is the main difference between CHGX and GARY?

They also come from different issuers: Stance and Mango. Their fees differ too: 0.49% for CHGX and 0.77% for GARY.