SFYF vs. GARY

Last updated Jun 6, 2026

SFYF (SoFi Social 50 ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. SFYF is passively managed, while GARY is actively managed. Their correlation of 0.81 suggests significant overlap in exposure. SFYF charges 0.29%/yr vs 0.77%/yr for GARY.

Performance

SFYF vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Social 50 ETF (SFYF) 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, SFYF achieves a 9.41% return, which is significantly lower than GARY's 25.28% return.

SFYF

• 1D: -4.69%
• 1M: 0.91%
• YTD: 9.41%
• 6M: 8.33%
• 1Y: 41.17%
• 3Y*: 33.56%
• 5Y*: 11.26%
• 10Y*: —

GARY

• 1D: -4.30%
• 1M: 3.59%
• YTD: 25.28%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SFYF vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
SFYF SoFi Social 50 ETF	9.41%	-1.82%
GARY Mango Growth ETF	25.28%	0.25%

Correlation

The correlation between SFYF and GARY is 0.81, 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 23, 2025	0.81

Return for Risk

SFYF vs. GARY — Risk / Return Rank

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

SFYF

SFYF Risk / Return Rank: 61
SFYF Sharpe Ratio Rank: 69
SFYF Sortino Ratio Rank: 61
SFYF Omega Ratio Rank: 63
SFYF Calmar Ratio Rank: 57
SFYF Martin Ratio Rank: 54

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.

SFYF vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Social 50 ETF (SFYF) 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.

	SFYF	GARY	Difference
Sharpe ratio: Return per unit of total volatility	2.16	—	—
Sortino ratio: Return per unit of downside risk	2.74	—	—
Omega ratio: Gain probability vs. loss probability	1.37	—	—
Calmar ratio: Return relative to maximum drawdown	2.73	—	—
Martin ratio: Return relative to average drawdown	9.01	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SFYF	GARY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.16	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	3.28	-2.70

Drawdowns

SFYF vs. GARY - Drawdown Comparison

The maximum SFYF drawdown since its inception was -56.09%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for SFYF and GARY.

Drawdown Indicators

	SFYF	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-56.09%	-10.28%	-45.81%
Max Drawdown (1Y) Largest decline over 1 year	-15.18%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-26.45%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-56.09%	—	—
Current Drawdown Current decline from peak	-6.33%	-4.86%	-1.47%
Average Drawdown Average peak-to-trough decline	-16.57%	-1.70%	-14.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.58%	—	—

Volatility

Volatility by Period

	SFYF	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.26%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.08%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.34%	20.25%	-0.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.35%	20.25%	+9.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.71%	20.25%	+10.46%

SFYF vs. GARY - Expense Ratio Comparison

SFYF has a 0.29% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

SFYF vs. GARY - Dividend Comparison

SFYF's dividend yield for the trailing twelve months is around 0.30%, 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%
SFYF SoFi Social 50 ETF	0.30%	0.33%	0.31%	1.71%	1.19%	0.26%	0.40%	0.73%

Frequently Asked Questions

Can I hold both SFYF and GARY in my portfolio?

SFYF and GARY have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SFYF or GARY?

On fees, SFYF is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SFYF or GARY?

SFYF is cheaper with a 0.29% expense ratio, compared with 0.77% for GARY.

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

SFYF has the higher dividend yield at 0.30%, compared with 0.04% for GARY.

What is the main difference between SFYF and GARY?

They also come from different issuers: Toroso Investments and Mango. Their fees differ too: 0.29% for SFYF and 0.77% for GARY.