RECS vs. GARY
RECS (Columbia Research Enhanced Core ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. RECS is passively managed, while GARY is actively managed. A 0.73 correlation means they provide meaningful diversification when combined. RECS charges 0.15%/yr vs 0.77%/yr for GARY.
Performance
RECS vs. GARY - Performance Comparison
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Returns By Period
In the year-to-date period, RECS achieves a 8.18% return, which is significantly lower than GARY's 30.03% return.
RECS
- 1D
- -0.59%
- 1M
- 2.10%
- 6M
- 6.53%
- YTD
- 8.18%
- 1Y
- 20.17%
- 3Y*
- 20.39%
- 5Y*
- 13.60%
- 10Y*
- 10.05%
GARY
- 1D
- -1.55%
- 1M
- -0.00%
- 6M
- 22.99%
- YTD
- 30.03%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RECS vs. GARY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RECS Columbia Research Enhanced Core ETF | 8.18% | 0.00% |
GARY Mango Growth ETF | 30.03% | 0.15% |
Correlation
The correlation between RECS and GARY is 0.73, 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 | 0.73 |
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Return for Risk
RECS vs. GARY — Risk / Return Rank
RECS
GARY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RECS vs. GARY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Core ETF (RECS) 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.
| RECS | GARY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | — | — |
| Martin ratioReturn relative to average drawdown | 9.56 | — | — |
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Drawdowns
RECS vs. GARY - Drawdown Comparison
The maximum RECS drawdown since its inception was -34.29%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for RECS and GARY.
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Drawdown Indicators
| RECS | GARY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.29% | -10.28% | -24.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.60% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.08% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.29% | — | — |
Current DrawdownCurrent decline from peak | -0.59% | -5.23% | +4.64% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -1.87% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | — | — |
Volatility
RECS vs. GARY - Volatility Comparison
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Volatility by Period
| RECS | GARY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 21.84% | -9.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 21.84% | -5.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 21.84% | -5.57% |
RECS vs. GARY - Expense Ratio Comparison
RECS has a 0.15% expense ratio, which is lower than GARY's 0.77% expense ratio.
Dividends
RECS vs. GARY - Dividend Comparison
RECS's dividend yield for the trailing twelve months is around 1.03%, more than GARY's 0.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
GARY Mango Growth ETF | 0.04% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RECS Columbia Research Enhanced Core ETF | 1.03% | 1.11% | 1.09% | 1.00% | 1.41% | 20.64% | 1.09% | 0.49% |
Frequently Asked Questions
RECS and GARY have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RECS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RECS is cheaper with a 0.15% expense ratio, compared with 0.77% for GARY.
RECS has the higher dividend yield at 1.03%, compared with 0.04% for GARY.
They also come from different issuers: Ameriprise Financial and Mango. Their fees differ too: 0.15% for RECS and 0.77% for GARY.
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