FFTY vs. GARY
FFTY (Innovator IBD 50 ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. FFTY is passively managed, while GARY is actively managed. A 0.70 correlation means they provide meaningful diversification when combined. FFTY charges 0.80%/yr vs 0.77%/yr for GARY.
Performance
FFTY vs. GARY - Performance Comparison
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Returns By Period
In the year-to-date period, FFTY achieves a 12.47% return, which is significantly lower than GARY's 30.03% return.
FFTY
- 1D
- -2.66%
- 1M
- -5.30%
- 6M
- 4.82%
- YTD
- 12.47%
- 1Y
- 26.14%
- 3Y*
- 16.10%
- 5Y*
- -0.62%
- 10Y*
- 6.37%
GARY
- 1D
- -1.55%
- 1M
- -0.00%
- 6M
- 22.99%
- YTD
- 30.03%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FFTY vs. GARY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FFTY Innovator IBD 50 ETF | 12.47% | -0.19% |
GARY Mango Growth ETF | 30.03% | 0.15% |
Correlation
The correlation between FFTY and GARY is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025 | 0.70 |
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Return for Risk
FFTY vs. GARY — Risk / Return Rank
FFTY
GARY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FFTY vs. GARY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) 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.
| FFTY | GARY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | — | — |
| Martin ratioReturn relative to average drawdown | 2.93 | — | — |
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Drawdowns
FFTY vs. GARY - Drawdown Comparison
The maximum FFTY drawdown since its inception was -59.46%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for FFTY and GARY.
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Drawdown Indicators
| FFTY | GARY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.46% | -10.28% | -49.18% |
Max Drawdown (1Y)Largest decline over 1 year | -23.29% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -29.60% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -59.46% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -59.46% | — | — |
Current DrawdownCurrent decline from peak | -20.73% | -5.23% | -15.50% |
Average DrawdownAverage peak-to-trough decline | -22.31% | -1.87% | -20.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.94% | — | — |
Volatility
FFTY vs. GARY - Volatility Comparison
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Volatility by Period
| FFTY | GARY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.14% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 29.14% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 36.51% | 21.84% | +14.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.81% | 21.84% | +7.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.76% | 21.84% | +5.92% |
FFTY vs. GARY - Expense Ratio Comparison
FFTY has a 0.80% expense ratio, which is higher than GARY's 0.77% expense ratio.
Dividends
FFTY vs. GARY - Dividend Comparison
FFTY's dividend yield for the trailing twelve months is around 1.20%, more than GARY's 0.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FFTY Innovator IBD 50 ETF | 1.20% | 1.35% | 0.91% | 0.65% | 2.75% | 0.22% | 0.00% | 0.00% | 0.00% | 0.17% |
GARY Mango Growth ETF | 0.04% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FFTY and GARY have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
GARY is cheaper with a 0.77% expense ratio, compared with 0.80% for FFTY.
FFTY has the higher dividend yield at 1.20%, compared with 0.04% for GARY.
They also come from different issuers: Innovator and Mango. Their fees differ too: 0.80% for FFTY and 0.77% for GARY.
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