DSI vs. GARY

Last updated Aug 4, 2026

DSI (iShares ESG MSCI KLD 400 ETF) and GARY (Mango Growth ETF) are both exchange-traded funds - DSI is a Large Cap Blend Equities fund tracking the MSCI KLD 400 Social Index, while GARY is a Large Cap Growth Equities fund actively managed by Mango. DSI is passively managed, while GARY is actively managed. Their correlation of 0.85 means they have usually moved in the same direction. DSI charges 0.25%/yr vs 0.77%/yr for GARY.

Performance

DSI vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI KLD 400 ETF (DSI) 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, DSI achieves a 12.46% return, which is significantly lower than GARY's 28.36% return.

DSI

• 1D: 1.97%
• 1M: 2.00%
• 6M: 10.56%
• YTD: 12.46%
• 1Y: 23.30%
• 3Y*: 20.53%
• 5Y*: 12.38%
• 10Y*: 15.02%
• ALL TIME*: 10.75%

GARY

• 1D: 2.13%
• 1M: -2.21%
• 6M: 17.11%
• YTD: 28.36%
• 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)
DSI iShares ESG MSCI KLD 400 ETF	$16.78M	$14.31M	$16.21M
GARY Mango Growth ETF	$604.89K	$386.84K	$304.13K

DSI vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
DSI iShares ESG MSCI KLD 400 ETF	12.46%	0.15%
GARY Mango Growth ETF	28.36%	0.15%

Correlation

The correlation between DSI and GARY is 0.85, 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	0.85

Return for Risk

DSI vs. GARY — Risk / Return Rank

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

DSI

DSI Risk / Return Rank: 65
DSI Sharpe Ratio Rank: 68
DSI Sortino Ratio Rank: 67
DSI Omega Ratio Rank: 66
DSI Calmar Ratio Rank: 58
DSI Martin Ratio Rank: 66

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.

DSI vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI KLD 400 ETF (DSI) 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.

	DSI	GARY	Difference
Sharpe ratio: Return per unit of total volatility	1.62	—	—
Sortino ratio: Return per unit of downside risk	2.27	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.12	—	—
Martin ratio: Return relative to average drawdown	8.22	—	—

Drawdowns

DSI vs. GARY - Drawdown Comparison

The maximum DSI drawdown since its inception was -54.23%, which is greater than GARY's maximum drawdown of -12.67%. Use the drawdown chart below to compare losses from any high point for DSI and GARY.

Drawdown Indicators

	DSI	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-54.23%	-12.67%	-41.56%
Max Drawdown (1Y) Largest decline over 1 year	-11.05%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.58%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.36%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.10%	—	—
Current Drawdown Current decline from peak	0.00%	-6.45%	+6.45%
Average Drawdown Average peak-to-trough decline	-7.48%	-2.42%	-5.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	—	—

Volatility

Volatility by Period

	DSI	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.96%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.78%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.48%	22.41%	-7.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.14%	22.41%	-4.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.75%	22.41%	-3.66%

DSI vs. GARY - Expense Ratio Comparison

DSI has a 0.25% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

DSI vs. GARY - Dividend Comparison

DSI's dividend yield for the trailing twelve months is around 0.86%, more than GARY's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DSI iShares ESG MSCI KLD 400 ETF	0.86%	0.92%	1.03%	1.19%	1.39%	0.99%	1.22%	1.40%	1.63%	1.28%	1.51%	1.46%
GARY Mango Growth ETF	0.04%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DSI and GARY in my portfolio?

DSI and GARY have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DSI or GARY?

On fees, DSI is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DSI or GARY?

DSI is cheaper with a 0.25% expense ratio, compared with 0.77% for GARY.

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

DSI has the higher dividend yield at 0.86%, compared with 0.04% for GARY.

What is the main difference between DSI and GARY?

DSI is categorized as Large Cap Blend Equities, while GARY is Large Cap Growth Equities. They also come from different issuers: iShares and Mango. Their fees differ too: 0.25% for DSI and 0.77% for GARY.