GARY vs. FITZ

Last updated Jun 24, 2026

GARY (Mango Growth ETF) and FITZ (Fitz-Gerald Must Have Portfolio ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their correlation of 0.89 suggests significant overlap in exposure. GARY charges 0.77%/yr vs 0.75%/yr for FITZ.

Performance

GARY vs. FITZ - Performance Comparison

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

Returns By Period

GARY

• 1D: -2.93%
• 1M: 2.69%
• YTD: 29.03%
• 6M: 29.01%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FITZ

• 1D: -0.83%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GARY vs. FITZ - Yearly Performance Comparison

	2026 (YTD)
GARY Mango Growth ETF	2.42%
FITZ Fitz-Gerald Must Have Portfolio ETF	-4.63%

Correlation

The correlation between GARY and FITZ is 0.89, 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	0.89

Return for Risk

GARY vs. FITZ - Risk-Adjusted Trends Comparison

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

GARY vs. FITZ - Drawdown Comparison

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

Drawdown Indicators

	GARY	FITZ	Difference
Max Drawdown Largest peak-to-trough decline	-10.28%	-6.62%	-3.66%
Current Drawdown Current decline from peak	-3.15%	-5.99%	+2.84%
Average Drawdown Average peak-to-trough decline	-1.72%	-3.64%	+1.92%

Volatility

Volatility by Period

	GARY	FITZ	Difference
Volatility (1Y) Calculated over the trailing 1-year period	21.12%	17.70%	+3.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.12%	17.70%	+3.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.12%	17.70%	+3.42%

GARY vs. FITZ - Expense Ratio Comparison

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

Dividends

GARY vs. FITZ - Dividend Comparison

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

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 GARY and FITZ in my portfolio?

GARY and FITZ have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GARY or FITZ?

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, GARY or FITZ?

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

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

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

What is the main difference between GARY and FITZ?

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