PALC vs. GARY

Last updated Jul 14, 2026

PALC (Pacer Lunt Large Cap Multi-Factor Alternator ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. PALC is passively managed, while GARY is actively managed. A 0.76 correlation means they provide meaningful diversification when combined. PALC charges 0.60%/yr vs 0.77%/yr for GARY.

Performance

PALC vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC) 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, PALC achieves a 9.84% return, which is significantly lower than GARY's 30.03% return.

PALC

• 1D: -1.64%
• 1M: -0.69%
• 6M: 5.44%
• YTD: 9.84%
• 1Y: 17.30%
• 3Y*: 14.46%
• 5Y*: 8.89%
• 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)

PALC vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
PALC Pacer Lunt Large Cap Multi-Factor Alternator ETF	9.84%	-0.05%
GARY Mango Growth ETF	30.03%	0.15%

Correlation

The correlation between PALC and GARY is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025	0.76

Return for Risk

PALC vs. GARY — Risk / Return Rank

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

PALC

PALC Risk / Return Rank: 46
PALC Sharpe Ratio Rank: 44
PALC Sortino Ratio Rank: 42
PALC Omega Ratio Rank: 43
PALC Calmar Ratio Rank: 48
PALC Martin Ratio Rank: 51

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.

PALC vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC) 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.

	PALC	GARY	Difference
Sharpe ratio: Return per unit of total volatility	1.24	—	—
Sortino ratio: Return per unit of downside risk	1.75	—	—
Omega ratio: Gain probability vs. loss probability	1.22	—	—
Calmar ratio: Return relative to maximum drawdown	1.94	—	—
Martin ratio: Return relative to average drawdown	6.85	—	—

Drawdowns

PALC vs. GARY - Drawdown Comparison

The maximum PALC drawdown since its inception was -24.45%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for PALC and GARY.

Drawdown Indicators

	PALC	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-24.45%	-10.28%	-14.17%
Max Drawdown (1Y) Largest decline over 1 year	-8.94%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.39%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.45%	—	—
Current Drawdown Current decline from peak	-4.28%	-5.23%	+0.95%
Average Drawdown Average peak-to-trough decline	-6.26%	-1.87%	-4.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	—	—

Volatility

Volatility by Period

	PALC	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.42%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.65%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.04%	21.84%	-7.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.59%	21.84%	-5.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.27%	21.84%	-4.57%

PALC vs. GARY - Expense Ratio Comparison

PALC has a 0.60% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

PALC vs. GARY - Dividend Comparison

PALC's dividend yield for the trailing twelve months is around 1.07%, more than GARY's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
GARY Mango Growth ETF	0.04%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%
PALC Pacer Lunt Large Cap Multi-Factor Alternator ETF	1.07%	1.08%	0.93%	0.74%	1.69%	0.64%	0.72%

Frequently Asked Questions

Can I hold both PALC and GARY in my portfolio?

PALC and GARY have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PALC or GARY?

On fees, PALC is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PALC or GARY?

PALC is cheaper with a 0.60% expense ratio, compared with 0.77% for GARY.

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

PALC has the higher dividend yield at 1.07%, compared with 0.04% for GARY.

What is the main difference between PALC and GARY?

They also come from different issuers: Pacer and Mango. Their fees differ too: 0.60% for PALC and 0.77% for GARY.