SFY vs. GARY

Last updated Jul 15, 2026

SFY (SoFi Select 500 ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. SFY is passively managed, while GARY is actively managed. Their correlation of 0.90 suggests significant overlap in exposure. SFY charges 0.00%/yr vs 0.77%/yr for GARY.

Performance

SFY vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Select 500 ETF (SFY) 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, SFY achieves a 13.27% return, which is significantly lower than GARY's 31.48% return.

SFY

• 1D: 0.95%
• 1M: 1.68%
• 6M: 11.40%
• YTD: 13.27%
• 1Y: 25.71%
• 3Y*: 24.52%
• 5Y*: 14.56%
• 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)

SFY vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
SFY SoFi Select 500 ETF	13.27%	0.37%
GARY Mango Growth ETF	31.48%	0.15%

Correlation

The correlation between SFY and GARY is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025	0.90

Return for Risk

SFY vs. GARY — Risk / Return Rank

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

SFY

SFY Risk / Return Rank: 61
SFY Sharpe Ratio Rank: 62
SFY Sortino Ratio Rank: 58
SFY Omega Ratio Rank: 59
SFY Calmar Ratio Rank: 60
SFY Martin Ratio Rank: 67

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.

SFY vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Select 500 ETF (SFY) 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.

	SFY	GARY	Difference
Sharpe ratio: Return per unit of total volatility	1.64	—	—
Sortino ratio: Return per unit of downside risk	2.22	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.39	—	—
Martin ratio: Return relative to average drawdown	9.52	—	—

Drawdowns

SFY vs. GARY - Drawdown Comparison

The maximum SFY drawdown since its inception was -33.25%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for SFY and GARY.

Drawdown Indicators

	SFY	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-33.25%	-10.28%	-22.97%
Max Drawdown (1Y) Largest decline over 1 year	-10.79%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.04%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-27.72%	—	—
Current Drawdown Current decline from peak	-2.09%	-4.17%	+2.08%
Average Drawdown Average peak-to-trough decline	-6.14%	-1.88%	-4.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	—	—

Volatility

Volatility by Period

	SFY	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.70%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.75%	21.79%	-6.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.25%	21.79%	-2.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.22%	21.79%	-1.57%

SFY vs. GARY - Expense Ratio Comparison

SFY has a 0.00% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

SFY vs. GARY - Dividend Comparison

SFY's dividend yield for the trailing twelve months is around 0.84%, 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%
SFY SoFi Select 500 ETF	0.84%	0.96%	0.99%	1.40%	1.61%	0.90%	1.18%	1.02%

Frequently Asked Questions

Can I hold both SFY and GARY in my portfolio?

With a correlation of 0.90, SFY and GARY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, SFY or GARY?

On fees, SFY is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SFY or GARY?

SFY is cheaper with a 0.00% expense ratio, compared with 0.77% for GARY.

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

SFY has the higher dividend yield at 0.84%, compared with 0.04% for GARY.

What is the main difference between SFY and GARY?

They also come from different issuers: SoFi and Mango. Their fees differ too: 0.00% for SFY and 0.77% for GARY.