DARP vs. GARY
DARP (Grizzle Growth ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their correlation of 0.83 suggests significant overlap in exposure. DARP charges 0.75%/yr vs 0.77%/yr for GARY.
Performance
DARP vs. GARY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DARP achieves a 26.45% return, which is significantly lower than GARY's 31.13% return.
DARP
- 1D
- -0.88%
- 1M
- -3.12%
- 6M
- 20.79%
- YTD
- 26.45%
- 1Y
- 56.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GARY
- 1D
- -0.27%
- 1M
- -1.58%
- 6M
- 25.08%
- YTD
- 31.13%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DARP vs. GARY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DARP Grizzle Growth ETF | 26.45% | 2.05% |
GARY Mango Growth ETF | 31.13% | 0.15% |
Correlation
The correlation between DARP and GARY is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025 | 0.83 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DARP vs. GARY — Risk / Return Rank
DARP
GARY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DARP vs. GARY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grizzle Growth ETF (DARP) 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.
| DARP | GARY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.35 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.81 | — | — |
| Martin ratioReturn relative to average drawdown | 16.13 | — | — |
Loading charts...
Drawdowns
DARP vs. GARY - Drawdown Comparison
The maximum DARP drawdown since its inception was -30.27%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for DARP and GARY.
Loading charts...
Drawdown Indicators
| DARP | GARY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.27% | -10.28% | -19.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | — | — |
Current DrawdownCurrent decline from peak | -5.41% | -4.43% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -1.90% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | — | — |
Volatility
DARP vs. GARY - Volatility Comparison
Loading charts...
Volatility by Period
| DARP | GARY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.29% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 19.99% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.60% | 21.72% | +3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.57% | 21.72% | +4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.57% | 21.72% | +4.85% |
DARP vs. GARY - Expense Ratio Comparison
DARP has a 0.75% expense ratio, which is lower than GARY's 0.77% expense ratio.
Dividends
DARP vs. GARY - Dividend Comparison
DARP's dividend yield for the trailing twelve months is around 0.34%, more than GARY's 0.04% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
DARP Grizzle Growth ETF | 0.34% | 0.43% | 1.93% | 0.32% |
GARY Mango Growth ETF | 0.04% | 0.05% | 0.00% | 0.00% |
Frequently Asked Questions
DARP and GARY have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DARP is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DARP is cheaper with a 0.75% expense ratio, compared with 0.77% for GARY.
DARP has the higher dividend yield at 0.34%, compared with 0.04% for GARY.
They also come from different issuers: Grizzle and Mango. Their fees differ too: 0.75% for DARP and 0.77% for GARY.
Find the right allocation for DARP and GARY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer