LCLG vs. GARY

Last updated Jun 6, 2026

LCLG (Logan Capital Broad Innovative Growth ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their correlation of 0.86 suggests significant overlap in exposure. LCLG charges 0.99%/yr vs 0.77%/yr for GARY.

Performance

LCLG vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Logan Capital Broad Innovative Growth ETF (LCLG) 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, LCLG achieves a 14.20% return, which is significantly lower than GARY's 25.28% return.

LCLG

• 1D: -3.53%
• 1M: 1.97%
• YTD: 14.20%
• 6M: 11.79%
• 1Y: 32.25%
• 3Y*: 28.18%
• 5Y*: —
• 10Y*: —

GARY

• 1D: -4.30%
• 1M: 3.59%
• YTD: 25.28%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LCLG vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
LCLG Logan Capital Broad Innovative Growth ETF	14.20%	-1.62%
GARY Mango Growth ETF	25.28%	0.25%

Correlation

The correlation between LCLG and GARY is 0.86, 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	0.86

Return for Risk

LCLG vs. GARY — Risk / Return Rank

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

LCLG

LCLG Risk / Return Rank: 53
LCLG Sharpe Ratio Rank: 54
LCLG Sortino Ratio Rank: 52
LCLG Omega Ratio Rank: 51
LCLG Calmar Ratio Rank: 51
LCLG Martin Ratio Rank: 57

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.

LCLG vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Logan Capital Broad Innovative Growth ETF (LCLG) 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.

	LCLG	GARY	Difference
Sharpe ratio: Return per unit of total volatility	1.71	—	—
Sortino ratio: Return per unit of downside risk	2.32	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	2.36	—	—
Martin ratio: Return relative to average drawdown	9.48	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LCLG	GARY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.71	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	3.28	-2.22

Drawdowns

LCLG vs. GARY - Drawdown Comparison

The maximum LCLG drawdown since its inception was -25.79%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for LCLG and GARY.

Drawdown Indicators

	LCLG	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-25.79%	-10.28%	-15.51%
Max Drawdown (1Y) Largest decline over 1 year	-13.75%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-25.79%	—	—
Current Drawdown Current decline from peak	-4.37%	-4.86%	+0.49%
Average Drawdown Average peak-to-trough decline	-4.48%	-1.70%	-2.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	—	—

Volatility

Volatility by Period

	LCLG	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.51%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.25%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.95%	20.25%	-1.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.67%	20.25%	+1.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.67%	20.25%	+1.42%

LCLG vs. GARY - Expense Ratio Comparison

LCLG has a 0.99% expense ratio, which is higher than GARY's 0.77% expense ratio.

Dividends

LCLG vs. GARY - Dividend Comparison

LCLG has not paid dividends to shareholders, while GARY's dividend yield for the trailing twelve months is around 0.04%.

Position	TTM	2025	2024	2023	2022
GARY Mango Growth ETF	0.04%	0.05%	0.00%	0.00%	0.00%
LCLG Logan Capital Broad Innovative Growth ETF	0.00%	0.00%	0.06%	0.97%	2.03%

Frequently Asked Questions

Can I hold both LCLG and GARY in my portfolio?

LCLG and GARY have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LCLG or GARY?

On fees, GARY is cheaper at 0.77% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LCLG or GARY?

GARY is cheaper with a 0.77% expense ratio, compared with 0.99% for LCLG.

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

GARY has the higher dividend yield at 0.04%, compared with 0.00% for LCLG.

What is the main difference between LCLG and GARY?

They also come from different issuers: Logan and Mango. Their fees differ too: 0.99% for LCLG and 0.77% for GARY.