OGIG vs. GARY

Last updated Jul 15, 2026

OGIG (O’Shares Global Internet Giants ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. OGIG is passively managed, while GARY is actively managed. At a 0.47 correlation, their price movements are largely independent. OGIG charges 0.48%/yr vs 0.77%/yr for GARY.

Performance

OGIG vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in O’Shares Global Internet Giants ETF (OGIG) 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, OGIG achieves a -10.91% return, which is significantly lower than GARY's 31.48% return.

OGIG

• 1D: 0.65%
• 1M: 5.06%
• 6M: -10.46%
• YTD: -10.91%
• 1Y: -11.34%
• 3Y*: 11.95%
• 5Y*: -3.06%
• 10Y*: —

GARY

• 1D: 1.12%
• 1M: 1.12%
• 6M: 24.74%
• YTD: 31.48%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

OGIG vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
OGIG O’Shares Global Internet Giants ETF	-10.91%	-1.05%
GARY Mango Growth ETF	31.48%	0.15%

Correlation

The correlation between OGIG and GARY is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025	0.47

Return for Risk

OGIG vs. GARY — Risk / Return Rank

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

OGIG

OGIG Risk / Return Rank: 6
OGIG Sharpe Ratio Rank: 5
OGIG Sortino Ratio Rank: 5
OGIG Omega Ratio Rank: 5
OGIG Calmar Ratio Rank: 6
OGIG Martin Ratio Rank: 6

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.

OGIG vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O’Shares Global Internet Giants ETF (OGIG) 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.

	OGIG	GARY	Difference
Sharpe ratio: Return per unit of total volatility	-0.49	—	—
Sortino ratio: Return per unit of downside risk	-0.54	—	—
Omega ratio: Gain probability vs. loss probability	0.94	—	—
Calmar ratio: Return relative to maximum drawdown	-0.34	—	—
Martin ratio: Return relative to average drawdown	-0.65	—	—

Drawdowns

OGIG vs. GARY - Drawdown Comparison

The maximum OGIG drawdown since its inception was -66.05%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for OGIG and GARY.

Drawdown Indicators

	OGIG	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-66.05%	-10.28%	-55.77%
Max Drawdown (1Y) Largest decline over 1 year	-33.23%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-33.23%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-62.79%	—	—
Current Drawdown Current decline from peak	-26.39%	-4.17%	-22.22%
Average Drawdown Average peak-to-trough decline	-25.70%	-1.88%	-23.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.52%	—	—

Volatility

Volatility by Period

	OGIG	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.18%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.77%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.33%	21.79%	+1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.76%	21.79%	+9.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.98%	21.79%	+9.19%

OGIG vs. GARY - Expense Ratio Comparison

OGIG has a 0.48% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

OGIG vs. GARY - Dividend Comparison

OGIG's dividend yield for the trailing twelve months is around 0.08%, more than GARY's 0.04% yield.

Position	TTM	2025
GARY Mango Growth ETF	0.04%	0.05%
OGIG O’Shares Global Internet Giants ETF	0.08%	0.07%

Frequently Asked Questions

Can I hold both OGIG and GARY in my portfolio?

OGIG and GARY have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, OGIG or GARY?

On fees, OGIG is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, OGIG or GARY?

OGIG is cheaper with a 0.48% expense ratio, compared with 0.77% for GARY.

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

OGIG has the higher dividend yield at 0.08%, compared with 0.04% for GARY.

What is the main difference between OGIG and GARY?

They also come from different issuers: O'Shares Investments and Mango. Their fees differ too: 0.48% for OGIG and 0.77% for GARY.