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GARY vs. PBUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GARY vs. PBUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mango Growth ETF (GARY) and Invesco PureBeta MSCI USA ETF (PBUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GARY achieves a 25.69% return, which is significantly higher than PBUS's 10.03% return.


GARY

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

PBUS

1D
0.70%
1M
0.20%
6M
8.62%
YTD
10.03%
1Y
21.08%
3Y*
19.43%
5Y*
12.30%
10Y*
ALL TIME*
14.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$600.48K$395.06K$299.75K
$18.29M$14.70M$26.21M

GARY vs. PBUS - Yearly Performance Comparison


2026 (YTD)2025
GARY
Mango Growth ETF
25.69%0.15%
PBUS
Invesco PureBeta MSCI USA ETF
10.03%0.11%

Correlation

The correlation between GARY and PBUS is 0.85, 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

0.85

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Return for Risk

GARY vs. PBUS — 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.


PBUS
PBUS Risk / Return Rank: 6363
Overall Rank
PBUS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PBUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
PBUS Omega Ratio Rank: 6161
Omega Ratio Rank
PBUS Calmar Ratio Rank: 6161
Calmar Ratio Rank
PBUS Martin Ratio Rank: 7272
Martin Ratio Rank
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. PBUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mango Growth ETF (GARY) and Invesco PureBeta MSCI USA ETF (PBUS). 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.


GARYPBUSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.13

Martin ratioReturn relative to average drawdown

8.92

GARY vs. PBUS - Sharpe Ratio Comparison


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Drawdowns

GARY vs. PBUS - Drawdown Comparison

The maximum GARY drawdown since its inception was -12.67%, smaller than the maximum PBUS drawdown of -33.15%. Use the drawdown chart below to compare losses from any high point for GARY and PBUS.


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Drawdown Indicators


GARYPBUSDifference

Max Drawdown

Largest peak-to-trough decline

-12.67%

-33.15%

+20.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

Max Drawdown (3Y)

Largest decline over 3 years

-19.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.40%

Current Drawdown

Current decline from peak

-8.40%

-1.36%

-7.04%

Average Drawdown

Average peak-to-trough decline

-2.40%

-5.07%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

Volatility

GARY vs. PBUS - Volatility Comparison


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Volatility by Period


GARYPBUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

13.07%

+9.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

17.16%

+5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.34%

19.26%

+3.08%

GARY vs. PBUS - Expense Ratio Comparison

GARY has a 0.77% expense ratio, which is higher than PBUS's 0.04% expense ratio.


Dividends

GARY vs. PBUS - Dividend Comparison

GARY's dividend yield for the trailing twelve months is around 0.04%, less than PBUS's 1.02% yield.


PositionTTM202520242023202220212020201920182017
GARY
Mango Growth ETF
0.04%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PBUS
Invesco PureBeta MSCI USA ETF
1.02%1.05%1.20%1.36%1.71%0.98%1.35%1.53%2.33%0.50%

Frequently Asked Questions


GARY and PBUS have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBUS is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBUS is cheaper with a 0.04% expense ratio, compared with 0.77% for GARY.

PBUS has the higher dividend yield at 1.02%, compared with 0.04% for GARY.

They also come from different issuers: Mango and Invesco. Their fees differ too: 0.77% for GARY and 0.04% for PBUS.

Portfolio Optimizer

Find the right allocation for GARY and PBUS

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