GARY vs. OUSA

Last updated Aug 1, 2026

GARY (Mango Growth ETF) and OUSA (OShares U.S. Quality Dividend ETF) are both exchange-traded funds - GARY is a Large Cap Growth Equities fund actively managed by Mango, while OUSA is a Quality Factor fund tracking the O'Shares US Quality Dividend Index. GARY is actively managed, while OUSA is passively managed. Their 0.19 correlation means their historical movements had little consistent relationship. GARY charges 0.77%/yr vs 0.48%/yr for OUSA.

Performance

GARY vs. OUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mango Growth ETF (GARY) and OShares U.S. Quality Dividend ETF (OUSA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GARY achieves a 25.69% return, which is significantly higher than OUSA's 6.53% return.

GARY

• 1D: 0.88%
• 1M: -4.25%
• 6M: 15.73%
• YTD: 25.69%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

OUSA

• 1D: 0.11%
• 1M: 1.87%
• 6M: 4.63%
• YTD: 6.53%
• 1Y: 15.60%
• 3Y*: 12.64%
• 5Y*: 8.87%
• 10Y*: 10.36%
• ALL TIME*: 10.68%

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

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
OUSA OShares U.S. Quality Dividend ETF	$914.72K	$1.31M	$1.45M

GARY vs. OUSA - Yearly Performance Comparison

	2026 (YTD)	2025
GARY Mango Growth ETF	25.69%	0.15%
OUSA OShares U.S. Quality Dividend ETF	6.53%	-0.03%

Correlation

The correlation between GARY and OUSA is 0.19, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025	0.19

Return for Risk

GARY vs. OUSA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GARY

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

OUSA

OUSA Risk / Return Rank: 59
OUSA Sharpe Ratio Rank: 63
OUSA Sortino Ratio Rank: 68
OUSA Omega Ratio Rank: 60
OUSA Calmar Ratio Rank: 50
OUSA Martin Ratio Rank: 53

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GARY vs. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mango Growth ETF (GARY) and OShares U.S. Quality Dividend ETF (OUSA). 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	OUSA	Difference
Sharpe ratio: Return per unit of total volatility	—	1.46	—
Sortino ratio: Return per unit of downside risk	—	2.22	—
Omega ratio: Gain probability vs. loss probability	—	1.26	—
Calmar ratio: Return relative to maximum drawdown	—	1.78	—
Martin ratio: Return relative to average drawdown	—	6.23	—

Drawdowns

GARY vs. OUSA - Drawdown Comparison

The maximum GARY drawdown since its inception was -12.67%, smaller than the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for GARY and OUSA.

Drawdown Indicators

	GARY	OUSA	Difference
Max Drawdown Largest peak-to-trough decline	-12.67%	-33.12%	+20.45%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.36%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.14%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.54%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.12%	—
Current Drawdown Current decline from peak	-8.40%	-0.75%	-7.65%
Average Drawdown Average peak-to-trough decline	-2.40%	-3.50%	+1.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.39%	—

Volatility

Volatility by Period

	GARY	OUSA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.00%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.11%	—
Volatility (1Y) Calculated over the trailing 1-year period	22.34%	10.27%	+12.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.34%	13.38%	+8.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.34%	15.19%	+7.15%

GARY vs. OUSA - Expense Ratio Comparison

GARY has a 0.77% expense ratio, which is higher than OUSA's 0.48% expense ratio.

Dividends

GARY vs. OUSA - Dividend Comparison

GARY's dividend yield for the trailing twelve months is around 0.04%, less than OUSA's 1.36% 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%
OUSA OShares U.S. Quality Dividend ETF	1.36%	1.39%	1.50%	1.81%	1.92%	1.56%	2.03%	2.31%	3.06%	2.15%	2.32%	1.17%

Frequently Asked Questions

Can I hold both GARY and OUSA in my portfolio?

GARY and OUSA have a correlation of 0.19, 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 OUSA?

On fees, OUSA is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GARY or OUSA?

OUSA is cheaper with a 0.48% expense ratio, compared with 0.77% for GARY.

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

OUSA has the higher dividend yield at 1.36%, compared with 0.04% for GARY.

What is the main difference between GARY and OUSA?

GARY is categorized as Large Cap Growth Equities, while OUSA is Quality Factor. They also come from different issuers: Mango and O'Shares Investments. Their fees differ too: 0.77% for GARY and 0.48% for OUSA.