SXQG vs. GARY

Last updated Jun 6, 2026

SXQG (ETC 6 Meridian Quality Growth ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. A 0.62 correlation means they provide meaningful diversification when combined. SXQG charges 1.00%/yr vs 0.77%/yr for GARY.

Performance

SXQG vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC 6 Meridian Quality Growth ETF (SXQG) 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, SXQG achieves a -2.55% return, which is significantly lower than GARY's 25.28% return.

SXQG

• 1D: -0.91%
• 1M: 1.59%
• YTD: -2.55%
• 6M: -3.29%
• 1Y: -0.30%
• 3Y*: 11.22%
• 5Y*: 5.62%
• 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)

SXQG vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
SXQG ETC 6 Meridian Quality Growth ETF	-2.55%	-0.87%
GARY Mango Growth ETF	25.28%	0.25%

Correlation

The correlation between SXQG and GARY is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 23, 2025	0.62

Return for Risk

SXQG vs. GARY — Risk / Return Rank

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

SXQG

SXQG Risk / Return Rank: 9
SXQG Sharpe Ratio Rank: 9
SXQG Sortino Ratio Rank: 8
SXQG Omega Ratio Rank: 8
SXQG Calmar Ratio Rank: 9
SXQG Martin Ratio Rank: 9

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.

SXQG vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Quality Growth ETF (SXQG) 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.

	SXQG	GARY	Difference
Sharpe ratio: Return per unit of total volatility	-0.03	—	—
Sortino ratio: Return per unit of downside risk	0.05	—	—
Omega ratio: Gain probability vs. loss probability	1.01	—	—
Calmar ratio: Return relative to maximum drawdown	-0.02	—	—
Martin ratio: Return relative to average drawdown	-0.06	—	—
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

	SXQG	GARY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.03	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	3.28	-2.96

Drawdowns

SXQG vs. GARY - Drawdown Comparison

The maximum SXQG drawdown since its inception was -33.97%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for SXQG and GARY.

Drawdown Indicators

	SXQG	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-33.97%	-10.28%	-23.69%
Max Drawdown (1Y) Largest decline over 1 year	-14.03%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.53%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-33.97%	—	—
Current Drawdown Current decline from peak	-5.40%	-4.86%	-0.54%
Average Drawdown Average peak-to-trough decline	-10.11%	-1.70%	-8.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.93%	—	—

Volatility

Volatility by Period

	SXQG	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.37%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.75%	20.25%	-8.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.99%	20.25%	-2.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.97%	20.25%	-2.28%

SXQG vs. GARY - Expense Ratio Comparison

SXQG has a 1.00% expense ratio, which is higher than GARY's 0.77% expense ratio.

Dividends

SXQG vs. GARY - Dividend Comparison

SXQG's dividend yield for the trailing twelve months is around 0.07%, more than GARY's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021
GARY Mango Growth ETF	0.04%	0.05%	0.00%	0.00%	0.00%	0.00%
SXQG ETC 6 Meridian Quality Growth ETF	0.07%	0.15%	0.00%	0.02%	0.09%	0.00%

Frequently Asked Questions

Can I hold both SXQG and GARY in my portfolio?

SXQG and GARY have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SXQG 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, SXQG or GARY?

GARY is cheaper with a 0.77% expense ratio, compared with 1.00% for SXQG.

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

SXQG has the higher dividend yield at 0.07%, compared with 0.04% for GARY.

What is the main difference between SXQG and GARY?

They also come from different issuers: Meridian and Mango. Their fees differ too: 1.00% for SXQG and 0.77% for GARY.