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GARY vs. HYP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GARY vs. HYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mango Growth ETF (GARY) and Golden Eagle Dynamic Hypergrowth ETF (HYP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with GARY having a 30.72% return and HYP slightly higher at 31.33%.


GARY

1D
-0.73%
1M
12.07%
YTD
30.72%
6M
1Y
3Y*
5Y*
10Y*

HYP

1D
-2.27%
1M
8.44%
YTD
31.33%
6M
29.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GARY vs. HYP - Yearly Performance Comparison


2026 (YTD)2025
GARY
Mango Growth ETF
30.72%0.25%
HYP
Golden Eagle Dynamic Hypergrowth ETF
31.33%-4.44%

Correlation

The correlation between GARY and HYP is 0.63, 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 23, 2025

0.63

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Return for Risk

GARY vs. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mango Growth ETF (GARY) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.


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

GARY vs. HYP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GARYHYPDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

4.42

0.92

+3.50

Drawdowns

GARY vs. HYP - Drawdown Comparison

The maximum GARY drawdown since its inception was -10.28%, smaller than the maximum HYP drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for GARY and HYP.


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Drawdown Indicators


GARYHYPDifference

Max Drawdown

Largest peak-to-trough decline

-10.28%

-19.58%

+9.30%

Current Drawdown

Current decline from peak

-0.73%

-2.27%

+1.54%

Average Drawdown

Average peak-to-trough decline

-1.69%

-6.45%

+4.76%

Volatility

GARY vs. HYP - Volatility Comparison


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Volatility by Period


GARYHYPDifference

Volatility (1Y)

Calculated over the trailing 1-year period

19.25%

41.01%

-21.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.25%

41.01%

-21.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

41.01%

-21.76%

GARY vs. HYP - Expense Ratio Comparison

GARY has a 0.77% expense ratio, which is lower than HYP's 0.85% expense ratio.


Dividends

GARY vs. HYP - Dividend Comparison

GARY's dividend yield for the trailing twelve months is around 0.04%, less than HYP's 0.10% yield.


PositionTTM2025
GARY
Mango Growth ETF
0.04%0.05%
HYP
Golden Eagle Dynamic Hypergrowth ETF
0.10%0.14%

Frequently Asked Questions


GARY and HYP have a correlation of 0.63, 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 0.85% for HYP.

HYP has the higher dividend yield at 0.10%, compared with 0.04% for GARY.

They also come from different issuers: Mango and Golden Eagle. Their fees differ too: 0.77% for GARY and 0.85% for HYP.

Portfolio Optimizer

Find the right allocation for GARY and HYP

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