GQQQ vs. GARY

Last updated Jul 17, 2026

GQQQ (Astoria US Quality Growth Kings ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. Their correlation of 0.91 suggests significant overlap in exposure. GQQQ charges 0.35%/yr vs 0.77%/yr for GARY.

Performance

GQQQ vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astoria US Quality Growth Kings ETF (GQQQ) and Mango Growth ETF (GARY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GQQQ achieves a 17.16% return, which is significantly lower than GARY's 29.46% return.

GQQQ

• 1D: -1.36%
• 1M: -2.63%
• 6M: 14.37%
• YTD: 17.16%
• 1Y: 29.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GARY

• 1D: -1.27%
• 1M: -0.99%
• 6M: 21.92%
• YTD: 29.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GQQQ vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
GQQQ Astoria US Quality Growth Kings ETF	17.16%	0.02%
GARY Mango Growth ETF	29.46%	0.15%

Correlation

The correlation between GQQQ and GARY is 0.91, 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 22, 2025	0.91

Return for Risk

GQQQ vs. GARY — Risk / Return Rank

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

GQQQ

GQQQ Risk / Return Rank: 64
GQQQ Sharpe Ratio Rank: 62
GQQQ Sortino Ratio Rank: 58
GQQQ Omega Ratio Rank: 58
GQQQ Calmar Ratio Rank: 67
GQQQ Martin Ratio Rank: 75

GARY

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

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.

GQQQ vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria US Quality Growth Kings ETF (GQQQ) and Mango Growth ETF (GARY). 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.

	GQQQ	GARY	Difference
Sharpe ratio: Return per unit of total volatility	1.65	—	—
Sortino ratio: Return per unit of downside risk	2.24	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.66	—	—
Martin ratio: Return relative to average drawdown	11.00	—	—

Drawdowns

GQQQ vs. GARY - Drawdown Comparison

The maximum GQQQ drawdown since its inception was -22.36%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for GQQQ and GARY.

Drawdown Indicators

	GQQQ	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-22.36%	-10.28%	-12.08%
Max Drawdown (1Y) Largest decline over 1 year	-11.02%	—	—
Current Drawdown Current decline from peak	-4.01%	-5.64%	+1.63%
Average Drawdown Average peak-to-trough decline	-3.08%	-1.93%	-1.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	—	—

Volatility

Volatility by Period

	GQQQ	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.53%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.85%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.76%	21.74%	-3.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.69%	21.74%	-1.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.69%	21.74%	-1.05%

GQQQ vs. GARY - Expense Ratio Comparison

GQQQ has a 0.35% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

GQQQ vs. GARY - Dividend Comparison

GQQQ's dividend yield for the trailing twelve months is around 0.47%, more than GARY's 0.04% yield.

Position	TTM	2025	2024
GARY Mango Growth ETF	0.04%	0.05%	0.00%
GQQQ Astoria US Quality Growth Kings ETF	0.47%	0.46%	0.11%

Frequently Asked Questions

Can I hold both GQQQ and GARY in my portfolio?

With a correlation of 0.91, GQQQ and GARY 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.

Which ETF is better, GQQQ or GARY?

On fees, GQQQ is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GQQQ or GARY?

GQQQ is cheaper with a 0.35% expense ratio, compared with 0.77% for GARY.

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

GQQQ has the higher dividend yield at 0.47%, compared with 0.04% for GARY.

What is the main difference between GQQQ and GARY?

They also come from different issuers: Astoria and Mango. Their fees differ too: 0.35% for GQQQ and 0.77% for GARY.