SSUS vs. GARY

Last updated Jul 14, 2026

SSUS (Day Hagan/Ned Davis Research Smart Sector ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their correlation of 0.88 suggests significant overlap in exposure. SSUS charges 0.81%/yr vs 0.77%/yr for GARY.

Performance

SSUS vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) 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, SSUS achieves a 12.84% return, which is significantly lower than GARY's 30.03% return.

SSUS

• 1D: -0.87%
• 1M: 0.63%
• 6M: 10.45%
• YTD: 12.84%
• 1Y: 22.16%
• 3Y*: 16.08%
• 5Y*: 10.85%
• 10Y*: —

GARY

• 1D: -1.55%
• 1M: -0.00%
• 6M: 22.99%
• YTD: 30.03%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SSUS vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
SSUS Day Hagan/Ned Davis Research Smart Sector ETF	12.84%	0.03%
GARY Mango Growth ETF	30.03%	0.15%

Correlation

The correlation between SSUS and GARY is 0.88, 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	0.88

Return for Risk

SSUS vs. GARY — Risk / Return Rank

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

SSUS

SSUS Risk / Return Rank: 64
SSUS Sharpe Ratio Rank: 64
SSUS Sortino Ratio Rank: 62
SSUS Omega Ratio Rank: 62
SSUS Calmar Ratio Rank: 62
SSUS Martin Ratio Rank: 71

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.

SSUS vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) 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.

	SSUS	GARY	Difference
Sharpe ratio: Return per unit of total volatility	1.67	—	—
Sortino ratio: Return per unit of downside risk	2.32	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	2.46	—	—
Martin ratio: Return relative to average drawdown	10.26	—	—

Drawdowns

SSUS vs. GARY - Drawdown Comparison

The maximum SSUS drawdown since its inception was -23.75%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for SSUS and GARY.

Drawdown Indicators

	SSUS	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-23.75%	-10.28%	-13.47%
Max Drawdown (1Y) Largest decline over 1 year	-9.05%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.60%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.45%	—	—
Current Drawdown Current decline from peak	-2.32%	-5.23%	+2.91%
Average Drawdown Average peak-to-trough decline	-5.20%	-1.87%	-3.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	—	—

Volatility

Volatility by Period

	SSUS	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.13%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.07%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.36%	21.84%	-8.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.47%	21.84%	-6.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.90%	21.84%	-4.94%

SSUS vs. GARY - Expense Ratio Comparison

SSUS has a 0.81% expense ratio, which is higher than GARY's 0.77% expense ratio.

Dividends

SSUS vs. GARY - Dividend Comparison

SSUS's dividend yield for the trailing twelve months is around 0.46%, more than GARY's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
GARY Mango Growth ETF	0.04%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%
SSUS Day Hagan/Ned Davis Research Smart Sector ETF	0.46%	0.52%	0.68%	1.07%	0.63%	0.55%	0.50%

Frequently Asked Questions

Can I hold both SSUS and GARY in my portfolio?

SSUS and GARY have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SSUS 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, SSUS or GARY?

GARY is cheaper with a 0.77% expense ratio, compared with 0.81% for SSUS.

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

SSUS has the higher dividend yield at 0.46%, compared with 0.04% for GARY.

What is the main difference between SSUS and GARY?

They also come from different issuers: Donald L. Hagan LLC and Mango. Their fees differ too: 0.81% for SSUS and 0.77% for GARY.