DRUP vs. GARY

Last updated Jul 14, 2026

DRUP (GraniteShares Nasdaq Select Disruptors ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. DRUP is passively managed, while GARY is actively managed. At a 0.44 correlation, their price movements are largely independent. DRUP charges 0.60%/yr vs 0.77%/yr for GARY.

Performance

DRUP vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Nasdaq Select Disruptors ETF (DRUP) 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, DRUP achieves a -3.78% return, which is significantly lower than GARY's 30.03% return.

DRUP

• 1D: -0.12%
• 1M: 4.97%
• 6M: -4.10%
• YTD: -3.78%
• 1Y: 4.84%
• 3Y*: 16.43%
• 5Y*: 9.27%
• 10Y*: —

GARY

• 1D: -1.55%
• 1M: -0.00%
• 6M: 22.99%
• YTD: 30.03%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DRUP vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
DRUP GraniteShares Nasdaq Select Disruptors ETF	-3.78%	-0.81%
GARY Mango Growth ETF	30.03%	0.15%

Correlation

The correlation between DRUP and GARY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025	0.44

Return for Risk

DRUP vs. GARY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRUP

DRUP Risk / Return Rank: 13
DRUP Sharpe Ratio Rank: 13
DRUP Sortino Ratio Rank: 13
DRUP Omega Ratio Rank: 13
DRUP Calmar Ratio Rank: 12
DRUP Martin Ratio Rank: 12

GARY

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

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRUP vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Nasdaq Select Disruptors ETF (DRUP) 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.

	DRUP	GARY	Difference
Sharpe ratio: Return per unit of total volatility	0.24	—	—
Sortino ratio: Return per unit of downside risk	0.47	—	—
Omega ratio: Gain probability vs. loss probability	1.06	—	—
Calmar ratio: Return relative to maximum drawdown	0.21	—	—
Martin ratio: Return relative to average drawdown	0.50	—	—

Drawdowns

DRUP vs. GARY - Drawdown Comparison

The maximum DRUP drawdown since its inception was -31.29%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for DRUP and GARY.

Drawdown Indicators

	DRUP	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-31.29%	-10.28%	-21.01%
Max Drawdown (1Y) Largest decline over 1 year	-23.21%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.77%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-31.29%	—	—
Current Drawdown Current decline from peak	-6.61%	-5.23%	-1.38%
Average Drawdown Average peak-to-trough decline	-8.42%	-1.87%	-6.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.77%	—	—

Volatility

Volatility by Period

	DRUP	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.59%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.81%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.20%	21.84%	-1.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.93%	21.84%	+0.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.19%	21.84%	+1.35%

DRUP vs. GARY - Expense Ratio Comparison

DRUP has a 0.60% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

DRUP vs. GARY - Dividend Comparison

DRUP has not paid dividends to shareholders, while GARY's dividend yield for the trailing twelve months is around 0.04%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
DRUP GraniteShares Nasdaq Select Disruptors ETF	0.00%	0.00%	0.00%	0.40%	0.51%	0.28%	0.53%	0.19%
GARY Mango Growth ETF	0.04%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DRUP and GARY in my portfolio?

DRUP and GARY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DRUP or GARY?

On fees, DRUP is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DRUP or GARY?

DRUP is cheaper with a 0.60% expense ratio, compared with 0.77% for GARY.

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

GARY has the higher dividend yield at 0.04%, compared with 0.00% for DRUP.

What is the main difference between DRUP and GARY?

They also come from different issuers: GraniteShares and Mango. Their fees differ too: 0.60% for DRUP and 0.77% for GARY.