FDIF vs. GARY

Last updated Jul 14, 2026

FDIF (Fidelity Disruptors ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their correlation of 0.86 suggests significant overlap in exposure. FDIF charges 0.50%/yr vs 0.77%/yr for GARY.

Performance

FDIF vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Disruptors ETF (FDIF) 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, FDIF achieves a 11.06% return, which is significantly lower than GARY's 30.03% return.

FDIF

• 1D: -1.54%
• 1M: 3.12%
• 6M: 7.87%
• YTD: 11.06%
• 1Y: 18.69%
• 3Y*: 16.35%
• 5Y*: —
• 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)

FDIF vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
FDIF Fidelity Disruptors ETF	11.06%	0.25%
GARY Mango Growth ETF	30.03%	0.15%

Correlation

The correlation between FDIF and GARY is 0.86, 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	0.86

Return for Risk

FDIF vs. GARY — Risk / Return Rank

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

FDIF

FDIF Risk / Return Rank: 34
FDIF Sharpe Ratio Rank: 35
FDIF Sortino Ratio Rank: 34
FDIF Omega Ratio Rank: 33
FDIF Calmar Ratio Rank: 31
FDIF Martin Ratio Rank: 38

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.

FDIF vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptors ETF (FDIF) 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.

	FDIF	GARY	Difference
Sharpe ratio: Return per unit of total volatility	1.02	—	—
Sortino ratio: Return per unit of downside risk	1.49	—	—
Omega ratio: Gain probability vs. loss probability	1.19	—	—
Calmar ratio: Return relative to maximum drawdown	1.27	—	—
Martin ratio: Return relative to average drawdown	4.72	—	—

Drawdowns

FDIF vs. GARY - Drawdown Comparison

The maximum FDIF drawdown since its inception was -22.63%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for FDIF and GARY.

Drawdown Indicators

	FDIF	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-22.63%	-10.28%	-12.35%
Max Drawdown (1Y) Largest decline over 1 year	-14.80%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.63%	—	—
Current Drawdown Current decline from peak	-2.31%	-5.23%	+2.92%
Average Drawdown Average peak-to-trough decline	-3.77%	-1.87%	-1.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.97%	—	—

Volatility

Volatility by Period

	FDIF	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.18%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.38%	21.84%	-3.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.86%	21.84%	-2.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.86%	21.84%	-2.98%

FDIF vs. GARY - Expense Ratio Comparison

FDIF has a 0.50% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

FDIF vs. GARY - Dividend Comparison

FDIF's dividend yield for the trailing twelve months is around 0.26%, more than GARY's 0.04% yield.

Position	TTM	2025	2024	2023
FDIF Fidelity Disruptors ETF	0.26%	0.36%	0.35%	0.21%
GARY Mango Growth ETF	0.04%	0.05%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FDIF and GARY in my portfolio?

FDIF and GARY have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FDIF or GARY?

On fees, FDIF is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FDIF or GARY?

FDIF is cheaper with a 0.50% expense ratio, compared with 0.77% for GARY.

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

FDIF has the higher dividend yield at 0.26%, compared with 0.04% for GARY.

What is the main difference between FDIF and GARY?

They also come from different issuers: Fidelity and Mango. Their fees differ too: 0.50% for FDIF and 0.77% for GARY.