RFDA vs. GARY

Last updated Aug 5, 2026

RFDA (RiverFront Dynamic US Dividend Advantage ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their 0.47 correlation means their historical movements had little consistent relationship. RFDA charges 0.52%/yr vs 0.77%/yr for GARY.

Performance

RFDA vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverFront Dynamic US Dividend Advantage ETF (RFDA) 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, RFDA achieves a 15.99% return, which is significantly lower than GARY's 33.22% return.

RFDA

• 1D: 0.83%
• 1M: 3.31%
• 6M: 14.27%
• YTD: 15.99%
• 1Y: 26.63%
• 3Y*: 19.35%
• 5Y*: 13.07%
• 10Y*: 13.43%
• ALL TIME*: 13.55%

GARY

• 1D: 3.79%
• 1M: 1.49%
• 6M: 23.37%
• YTD: 33.22%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GARY Mango Growth ETF	$638.44K	$390.10K	$309.99K
RFDA RiverFront Dynamic US Dividend Advantage ETF	$111.59K	$107.70K	$119.19K

RFDA vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
RFDA RiverFront Dynamic US Dividend Advantage ETF	15.99%	0.40%
GARY Mango Growth ETF	33.22%	0.15%

Correlation

The correlation between RFDA and GARY is 0.47, which is low. Their historical price movements had little consistent relationship.

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

Return for Risk

RFDA vs. GARY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RFDA

RFDA Risk / Return Rank: 89
RFDA Sharpe Ratio Rank: 88
RFDA Sortino Ratio Rank: 86
RFDA Omega Ratio Rank: 87
RFDA Calmar Ratio Rank: 93
RFDA Martin Ratio Rank: 92

GARY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RFDA vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverFront Dynamic US Dividend Advantage ETF (RFDA) 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.

	RFDA	GARY	Difference
Sharpe ratio: Return per unit of total volatility	2.31	—	—
Sortino ratio: Return per unit of downside risk	3.16	—	—
Omega ratio: Gain probability vs. loss probability	1.42	—	—
Calmar ratio: Return relative to maximum drawdown	4.91	—	—
Martin ratio: Return relative to average drawdown	17.57	—	—

Drawdowns

RFDA vs. GARY - Drawdown Comparison

The maximum RFDA drawdown since its inception was -34.60%, which is greater than GARY's maximum drawdown of -12.67%. Use the drawdown chart below to compare losses from any high point for RFDA and GARY.

Drawdown Indicators

	RFDA	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-34.60%	-12.67%	-21.93%
Max Drawdown (1Y) Largest decline over 1 year	-5.45%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.35%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.35%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.60%	—	—
Current Drawdown Current decline from peak	0.00%	-2.90%	+2.90%
Average Drawdown Average peak-to-trough decline	-3.70%	-2.43%	-1.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.52%	—	—

Volatility

Volatility by Period

	RFDA	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.70%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.66%	22.81%	-11.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.73%	22.81%	-7.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.84%	22.81%	-5.97%

RFDA vs. GARY - Expense Ratio Comparison

RFDA has a 0.52% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

RFDA vs. GARY - Dividend Comparison

RFDA's dividend yield for the trailing twelve months is around 1.74%, more than GARY's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GARY Mango Growth ETF	0.04%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RFDA RiverFront Dynamic US Dividend Advantage ETF	1.74%	1.89%	2.23%	2.68%	3.57%	1.44%	1.62%	1.87%	2.44%	1.90%	0.98%

Frequently Asked Questions

Can I hold both RFDA and GARY in my portfolio?

RFDA 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, RFDA or GARY?

On fees, RFDA is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RFDA or GARY?

RFDA is cheaper with a 0.52% expense ratio, compared with 0.77% for GARY.

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

RFDA has the higher dividend yield at 1.74%, compared with 0.04% for GARY.

What is the main difference between RFDA and GARY?

They also come from different issuers: SS&C and Mango. Their fees differ too: 0.52% for RFDA and 0.77% for GARY.