STLG vs. GARY
STLG (iShares Factors US Growth Style ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. STLG is passively managed, while GARY is actively managed. Their correlation of 0.94 suggests significant overlap in exposure. STLG charges 0.25%/yr vs 0.77%/yr for GARY.
Performance
STLG vs. GARY - Performance Comparison
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Returns By Period
In the year-to-date period, STLG achieves a 19.61% return, which is significantly lower than GARY's 31.48% return.
STLG
- 1D
- 0.94%
- 1M
- 2.26%
- 6M
- 16.74%
- YTD
- 19.61%
- 1Y
- 33.98%
- 3Y*
- 30.24%
- 5Y*
- 18.35%
- 10Y*
- —
GARY
- 1D
- 1.12%
- 1M
- 1.12%
- 6M
- 24.74%
- YTD
- 31.48%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STLG vs. GARY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STLG iShares Factors US Growth Style ETF | 19.61% | -0.23% |
GARY Mango Growth ETF | 31.48% | 0.15% |
Correlation
The correlation between STLG and GARY is 0.94, 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 | 0.94 |
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Return for Risk
STLG vs. GARY — Risk / Return Rank
STLG
GARY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
STLG vs. GARY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) 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.
| STLG | 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 | 2.49 | — | — |
| Martin ratioReturn relative to average drawdown | 9.48 | — | — |
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Drawdowns
STLG vs. GARY - Drawdown Comparison
The maximum STLG drawdown since its inception was -31.34%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for STLG and GARY.
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Drawdown Indicators
| STLG | GARY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -10.28% | -21.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -23.73% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -30.61% | — | — |
Current DrawdownCurrent decline from peak | -2.11% | -4.17% | +2.06% |
Average DrawdownAverage peak-to-trough decline | -7.29% | -1.88% | -5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | — | — |
Volatility
STLG vs. GARY - Volatility Comparison
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Volatility by Period
| STLG | GARY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.85% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.53% | 21.79% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.29% | 21.79% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.95% | 21.79% | +2.16% |
STLG vs. GARY - Expense Ratio Comparison
STLG has a 0.25% expense ratio, which is lower than GARY's 0.77% expense ratio.
Dividends
STLG vs. GARY - Dividend Comparison
STLG's dividend yield for the trailing twelve months is around 0.27%, 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% |
STLG iShares Factors US Growth Style ETF | 0.27% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% |
Frequently Asked Questions
With a correlation of 0.94, STLG 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.
On fees, STLG is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
STLG is cheaper with a 0.25% expense ratio, compared with 0.77% for GARY.
STLG has the higher dividend yield at 0.27%, compared with 0.04% for GARY.
They also come from different issuers: iShares and Mango. Their fees differ too: 0.25% for STLG and 0.77% for GARY.
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