PEVC vs. GARY

Last updated Jul 12, 2026

PEVC (Pacer PE/VC ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. PEVC is passively managed, while GARY is actively managed. A 0.79 correlation means they provide meaningful diversification when combined. PEVC charges 0.85%/yr vs 0.77%/yr for GARY.

Performance

PEVC vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer PE/VC ETF (PEVC) 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, PEVC achieves a 9.05% return, which is significantly lower than GARY's 32.07% return.

PEVC

• 1D: 0.76%
• 1M: 4.68%
• 6M: 6.36%
• YTD: 9.05%
• 1Y: 20.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GARY

• 1D: -0.11%
• 1M: 2.29%
• 6M: 25.73%
• YTD: 32.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PEVC vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
PEVC Pacer PE/VC ETF	9.05%	0.25%
GARY Mango Growth ETF	32.07%	0.15%

Correlation

The correlation between PEVC and GARY is 0.79, 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	0.79

Return for Risk

PEVC vs. GARY — Risk / Return Rank

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

PEVC

PEVC Risk / Return Rank: 36
PEVC Sharpe Ratio Rank: 36
PEVC Sortino Ratio Rank: 34
PEVC Omega Ratio Rank: 33
PEVC Calmar Ratio Rank: 35
PEVC Martin Ratio Rank: 40

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.

PEVC vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer PE/VC ETF (PEVC) 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.

	PEVC	GARY	Difference
Sharpe ratio: Return per unit of total volatility	1.05	—	—
Sortino ratio: Return per unit of downside risk	1.50	—	—
Omega ratio: Gain probability vs. loss probability	1.18	—	—
Calmar ratio: Return relative to maximum drawdown	1.45	—	—
Martin ratio: Return relative to average drawdown	4.92	—	—

Drawdowns

PEVC vs. GARY - Drawdown Comparison

The maximum PEVC drawdown since its inception was -28.92%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for PEVC and GARY.

Drawdown Indicators

	PEVC	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-28.92%	-10.28%	-18.64%
Max Drawdown (1Y) Largest decline over 1 year	-12.97%	—	—
Current Drawdown Current decline from peak	-2.65%	-3.75%	+1.10%
Average Drawdown Average peak-to-trough decline	-4.47%	-1.84%	-2.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.82%	—	—

Volatility

Volatility by Period

	PEVC	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.96%	21.79%	-3.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.38%	21.79%	+4.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.38%	21.79%	+4.59%

PEVC vs. GARY - Expense Ratio Comparison

PEVC has a 0.85% expense ratio, which is higher than GARY's 0.77% expense ratio.

Dividends

PEVC vs. GARY - Dividend Comparison

PEVC's dividend yield for the trailing twelve months is around 4.22%, more than GARY's 0.04% yield.

Position	TTM	2025
GARY Mango Growth ETF	0.04%	0.05%
PEVC Pacer PE/VC ETF	4.22%	4.52%

Frequently Asked Questions

Can I hold both PEVC and GARY in my portfolio?

PEVC and GARY have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PEVC 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, PEVC or GARY?

GARY is cheaper with a 0.77% expense ratio, compared with 0.85% for PEVC.

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

PEVC has the higher dividend yield at 4.22%, compared with 0.04% for GARY.

What is the main difference between PEVC and GARY?

They also come from different issuers: Pacer and Mango. Their fees differ too: 0.85% for PEVC and 0.77% for GARY.