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GARY vs. VONG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GARY vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mango Growth ETF (GARY) and Vanguard Russell 1000 Growth ETF (VONG). 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 30.90% return, which is significantly higher than VONG's 7.40% return.


GARY

1D
0.14%
1M
11.36%
YTD
30.90%
6M
1Y
3Y*
5Y*
10Y*

VONG

1D
0.21%
1M
5.36%
YTD
7.40%
6M
6.54%
1Y
25.53%
3Y*
25.06%
5Y*
15.42%
10Y*
18.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GARY vs. VONG - Yearly Performance Comparison


2026 (YTD)2025
GARY
Mango Growth ETF
30.90%0.25%
VONG
Vanguard Russell 1000 Growth ETF
7.40%-0.67%

Correlation

The correlation between GARY and VONG is 0.82, 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 Dec 23, 2025

0.82

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Return for Risk

GARY vs. VONG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GARY

VONG
VONG Risk / Return Rank: 4242
Overall Rank
VONG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 4747
Sortino Ratio Rank
VONG Omega Ratio Rank: 4747
Omega Ratio Rank
VONG Calmar Ratio Rank: 3232
Calmar Ratio Rank
VONG Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GARY vs. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mango Growth ETF (GARY) and Vanguard Russell 1000 Growth ETF (VONG). 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. VONG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GARYVONGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

4.42

0.90

+3.52

Drawdowns

GARY vs. VONG - Drawdown Comparison

The maximum GARY drawdown since its inception was -10.28%, smaller than the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for GARY and VONG.


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Drawdown Indicators


GARYVONGDifference

Max Drawdown

Largest peak-to-trough decline

-10.28%

-32.72%

+22.44%

Max Drawdown (1Y)

Largest decline over 1 year

-16.23%

Max Drawdown (3Y)

Largest decline over 3 years

-23.27%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

Current Drawdown

Current decline from peak

-0.59%

-1.46%

+0.87%

Average Drawdown

Average peak-to-trough decline

-1.68%

-4.88%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

Volatility

GARY vs. VONG - Volatility Comparison


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Volatility by Period


GARYVONGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

Volatility (1Y)

Calculated over the trailing 1-year period

19.16%

15.36%

+3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

21.33%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.16%

20.87%

-1.71%

GARY vs. VONG - Expense Ratio Comparison

GARY has a 0.77% expense ratio, which is higher than VONG's 0.06% expense ratio.


Dividends

GARY vs. VONG - Dividend Comparison

GARY's dividend yield for the trailing twelve months is around 0.04%, less than VONG's 0.43% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VONG
Vanguard Russell 1000 Growth ETF
0.43%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

Frequently Asked Questions


GARY and VONG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VONG is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VONG is cheaper with a 0.06% expense ratio, compared with 0.77% for GARY.

VONG has the higher dividend yield at 0.43%, compared with 0.04% for GARY.

They also come from different issuers: Mango and Vanguard. Their fees differ too: 0.77% for GARY and 0.06% for VONG.

Portfolio Optimizer

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