LFEQ vs. GARY

Last updated Jul 14, 2026

LFEQ (VanEck Long/Flat Trend ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. LFEQ is passively managed, while GARY is actively managed. Their correlation of 0.86 suggests significant overlap in exposure. LFEQ charges 0.58%/yr vs 0.77%/yr for GARY.

Performance

LFEQ vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Long/Flat Trend ETF (LFEQ) 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, LFEQ achieves a 10.08% return, which is significantly lower than GARY's 30.03% return.

LFEQ

• 1D: -0.74%
• 1M: 1.24%
• 6M: 8.05%
• YTD: 10.08%
• 1Y: 20.84%
• 3Y*: 16.07%
• 5Y*: 9.05%
• 10Y*: —

GARY

• 1D: -1.55%
• 1M: -0.00%
• 6M: 22.99%
• YTD: 30.03%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LFEQ vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
LFEQ VanEck Long/Flat Trend ETF	10.08%	0.32%
GARY Mango Growth ETF	30.03%	0.15%

Correlation

The correlation between LFEQ 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 22, 2025	0.86

Return for Risk

LFEQ vs. GARY — Risk / Return Rank

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

LFEQ

LFEQ Risk / Return Rank: 64
LFEQ Sharpe Ratio Rank: 64
LFEQ Sortino Ratio Rank: 63
LFEQ Omega Ratio Rank: 63
LFEQ Calmar Ratio Rank: 59
LFEQ Martin Ratio Rank: 70

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.

LFEQ vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Long/Flat Trend ETF (LFEQ) 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.

	LFEQ	GARY	Difference
Sharpe ratio: Return per unit of total volatility	1.68	—	—
Sortino ratio: Return per unit of downside risk	2.33	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	2.33	—	—
Martin ratio: Return relative to average drawdown	10.11	—	—

Drawdowns

LFEQ vs. GARY - Drawdown Comparison

The maximum LFEQ drawdown since its inception was -35.19%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for LFEQ and GARY.

Drawdown Indicators

	LFEQ	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-35.19%	-10.28%	-24.91%
Max Drawdown (1Y) Largest decline over 1 year	-8.98%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.55%	—	—
Current Drawdown Current decline from peak	-1.10%	-5.23%	+4.13%
Average Drawdown Average peak-to-trough decline	-6.10%	-1.87%	-4.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	—	—

Volatility

Volatility by Period

	LFEQ	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.85%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.95%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.52%	21.84%	-9.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.47%	21.84%	-7.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.55%	21.84%	-4.29%

LFEQ vs. GARY - Expense Ratio Comparison

LFEQ has a 0.58% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

LFEQ vs. GARY - Dividend Comparison

LFEQ's dividend yield for the trailing twelve months is around 0.82%, more than GARY's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
GARY Mango Growth ETF	0.04%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LFEQ VanEck Long/Flat Trend ETF	0.82%	0.90%	0.74%	1.56%	1.19%	0.37%	2.06%	1.45%	1.07%	0.79%

Frequently Asked Questions

Can I hold both LFEQ and GARY in my portfolio?

LFEQ 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, LFEQ or GARY?

On fees, LFEQ is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LFEQ or GARY?

LFEQ is cheaper with a 0.58% expense ratio, compared with 0.77% for GARY.

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

LFEQ has the higher dividend yield at 0.82%, compared with 0.04% for GARY.

What is the main difference between LFEQ and GARY?

They also come from different issuers: VanEck and Mango. Their fees differ too: 0.58% for LFEQ and 0.77% for GARY.