GARY vs. ILCG
GARY (Mango Growth ETF) and ILCG (iShares Morningstar Growth ETF) are both Large Cap Growth Equities funds. GARY is actively managed, while ILCG is passively managed. Their correlation of 0.90 means they have usually moved in the same direction. GARY charges 0.77%/yr vs 0.04%/yr for ILCG.
Performance
GARY vs. ILCG - Performance Comparison
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Returns By Period
In the year-to-date period, GARY achieves a 25.69% return, which is significantly higher than ILCG's 7.63% return.
GARY
- 1D
- 0.88%
- 1M
- -4.25%
- 6M
- 15.73%
- YTD
- 25.69%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
ILCG
- 1D
- 1.01%
- 1M
- -2.02%
- 6M
- 6.99%
- YTD
- 7.63%
- 1Y
- 14.00%
- 3Y*
- 21.19%
- 5Y*
- 11.47%
- 10Y*
- 17.08%
- ALL TIME*
- 11.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GARY Mango Growth ETF | $600.48K | $395.06K | $299.75K |
| $5.46M | $7.04M | $9.78M |
GARY vs. ILCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GARY Mango Growth ETF | 25.69% | 0.15% |
ILCG iShares Morningstar Growth ETF | 7.63% | 0.20% |
Correlation
The correlation between GARY and ILCG is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025 | 0.90 |
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Return for Risk
GARY vs. ILCG — Risk / Return Rank
GARY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ILCG
GARY vs. ILCG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mango Growth ETF (GARY) and iShares Morningstar Growth ETF (ILCG). 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.
| GARY | ILCG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.12 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.76 | — |
| Martin ratioReturn relative to average drawdown | — | 2.42 | — |
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Drawdowns
GARY vs. ILCG - Drawdown Comparison
The maximum GARY drawdown since its inception was -12.67%, smaller than the maximum ILCG drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for GARY and ILCG.
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Drawdown Indicators
| GARY | ILCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.67% | -52.98% | +40.31% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.65% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.38% | — |
Current DrawdownCurrent decline from peak | -8.40% | -6.94% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -2.40% | -8.20% | +5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.91% | — |
Volatility
GARY vs. ILCG - Volatility Comparison
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Volatility by Period
| GARY | ILCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.14% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.54% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.34% | 18.72% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 22.37% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 21.70% | +0.64% |
GARY vs. ILCG - Expense Ratio Comparison
GARY has a 0.77% expense ratio, which is higher than ILCG's 0.04% expense ratio.
Dividends
GARY vs. ILCG - Dividend Comparison
GARY's dividend yield for the trailing twelve months is around 0.04%, less than ILCG's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GARY Mango Growth ETF | 0.04% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ILCG iShares Morningstar Growth ETF | 0.43% | 0.47% | 0.50% | 0.69% | 0.75% | 0.34% | 0.28% | 0.54% | 0.81% | 0.89% | 0.95% | 0.99% |
Frequently Asked Questions
With a correlation of 0.90, GARY and ILCG 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.
On fees, ILCG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ILCG is cheaper with a 0.04% expense ratio, compared with 0.77% for GARY.
ILCG has the higher dividend yield at 0.43%, compared with 0.04% for GARY.
They also come from different issuers: Mango and iShares. Their fees differ too: 0.77% for GARY and 0.04% for ILCG.
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