FITZ vs. GARY

Last updated Jun 19, 2026

FITZ (Fitz-Gerald Must Have Portfolio ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their correlation of 0.91 suggests significant overlap in exposure. FITZ charges 0.75%/yr vs 0.77%/yr for GARY.

Performance

FITZ vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fitz-Gerald Must Have Portfolio ETF (FITZ) and Mango Growth ETF (GARY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

FITZ

• 1D: 0.21%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GARY

• 1D: 2.12%
• 1M: 9.78%
• YTD: 33.12%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FITZ vs. GARY - Yearly Performance Comparison

	2026 (YTD)
FITZ Fitz-Gerald Must Have Portfolio ETF	-3.48%
GARY Mango Growth ETF	5.67%

Correlation

The correlation between FITZ and GARY is 0.91, 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 May 28, 2026	0.91

Return for Risk

FITZ vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fitz-Gerald Must Have Portfolio ETF (FITZ) 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.

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

Drawdowns

FITZ vs. GARY - Drawdown Comparison

The maximum FITZ drawdown since its inception was -6.62%, smaller than the maximum GARY drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for FITZ and GARY.

Drawdown Indicators

	FITZ	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-6.62%	-10.28%	+3.66%
Current Drawdown Current decline from peak	-4.84%	-0.08%	-4.76%
Average Drawdown Average peak-to-trough decline	-3.40%	-1.72%	-1.68%

Volatility

Volatility by Period

	FITZ	GARY	Difference
Volatility (1Y) Calculated over the trailing 1-year period	18.67%	20.80%	-2.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.67%	20.80%	-2.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.67%	20.80%	-2.13%

FITZ vs. GARY - Expense Ratio Comparison

FITZ has a 0.75% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

FITZ vs. GARY - Dividend Comparison

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

Position	TTM	2025
FITZ Fitz-Gerald Must Have Portfolio ETF	0.00%	0.00%
GARY Mango Growth ETF	0.04%	0.05%

Frequently Asked Questions

Can I hold both FITZ and GARY in my portfolio?

With a correlation of 0.91, FITZ and GARY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, FITZ or GARY?

On fees, FITZ is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FITZ or GARY?

FITZ is cheaper with a 0.75% expense ratio, compared with 0.77% for GARY.

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

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

What is the main difference between FITZ and GARY?

They also come from different issuers: Nicholas and Mango. Their fees differ too: 0.75% for FITZ and 0.77% for GARY.