FFND vs. GARY

Last updated Aug 5, 2026

FFND (One Global ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their 0.76 correlation means they have sometimes moved together and sometimes differently. FFND charges 1.00%/yr vs 0.77%/yr for GARY.

Performance

FFND vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in One Global ETF (FFND) 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, FFND achieves a 11.26% return, which is significantly lower than GARY's 28.36% return.

FFND

• 1D: 1.54%
• 1M: 2.38%
• 6M: 8.64%
• YTD: 11.26%
• 1Y: 18.86%
• 3Y*: 20.67%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 6.11%

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)
FFND One Global ETF	$316.09K	$218.99K	$261.85K
GARY Mango Growth ETF	$604.89K	$386.84K	$304.13K

FFND vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
FFND One Global ETF	11.26%	0.03%
GARY Mango Growth ETF	28.36%	0.15%

Correlation

The correlation between FFND and GARY is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025	0.76

Return for Risk

FFND vs. GARY — Risk / Return Rank

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

FFND

FFND Risk / Return Rank: 50
FFND Sharpe Ratio Rank: 50
FFND Sortino Ratio Rank: 50
FFND Omega Ratio Rank: 48
FFND Calmar Ratio Rank: 45
FFND Martin Ratio Rank: 57

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.

FFND vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for One Global ETF (FFND) 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.

	FFND	GARY	Difference
Sharpe ratio: Return per unit of total volatility	1.40	—	—
Sortino ratio: Return per unit of downside risk	2.02	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	1.80	—	—
Martin ratio: Return relative to average drawdown	7.56	—	—

Drawdowns

FFND vs. GARY - Drawdown Comparison

The maximum FFND drawdown since its inception was -47.84%, which is greater than GARY's maximum drawdown of -12.67%. Use the drawdown chart below to compare losses from any high point for FFND and GARY.

Drawdown Indicators

	FFND	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-47.84%	-12.67%	-35.17%
Max Drawdown (1Y) Largest decline over 1 year	-10.53%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.90%	—	—
Current Drawdown Current decline from peak	0.00%	-6.45%	+6.45%
Average Drawdown Average peak-to-trough decline	-18.19%	-2.42%	-15.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	—	—

Volatility

Volatility by Period

	FFND	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.25%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.66%	22.41%	-8.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.77%	22.41%	+2.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.77%	22.41%	+2.36%

FFND vs. GARY - Expense Ratio Comparison

FFND has a 1.00% expense ratio, which is higher than GARY's 0.77% expense ratio.

Dividends

FFND vs. GARY - Dividend Comparison

FFND's dividend yield for the trailing twelve months is around 0.58%, more than GARY's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021
FFND One Global ETF	0.58%	0.65%	0.00%	0.00%	0.00%	0.03%
GARY Mango Growth ETF	0.04%	0.05%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FFND and GARY in my portfolio?

FFND and GARY have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FFND or GARY?

On fees, GARY is cheaper at 0.77% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FFND or GARY?

GARY is cheaper with a 0.77% expense ratio, compared with 1.00% for FFND.

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

FFND has the higher dividend yield at 0.58%, compared with 0.04% for GARY.

What is the main difference between FFND and GARY?

They also come from different issuers: Future Fund and Mango. Their fees differ too: 1.00% for FFND and 0.77% for GARY.