USXF vs. GARY

Last updated Jul 14, 2026

USXF (iShares ESG Advanced MSCI USA ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. USXF is passively managed, while GARY is actively managed. Their correlation of 0.90 suggests significant overlap in exposure. USXF charges 0.10%/yr vs 0.77%/yr for GARY.

Performance

USXF vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced MSCI USA ETF (USXF) 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, USXF achieves a 17.64% return, which is significantly lower than GARY's 32.07% return.

USXF

• 1D: -1.72%
• 1M: 0.12%
• 6M: 14.63%
• YTD: 17.64%
• 1Y: 25.16%
• 3Y*: 23.84%
• 5Y*: 14.32%
• 10Y*: —

GARY

• 1D: -0.11%
• 1M: 1.57%
• 6M: 25.73%
• YTD: 32.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

USXF vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
USXF iShares ESG Advanced MSCI USA ETF	17.64%	0.47%
GARY Mango Growth ETF	32.07%	0.15%

Correlation

The correlation between USXF 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

USXF vs. GARY — Risk / Return Rank

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

USXF

USXF Risk / Return Rank: 55
USXF Sharpe Ratio Rank: 51
USXF Sortino Ratio Rank: 47
USXF Omega Ratio Rank: 48
USXF Calmar Ratio Rank: 62
USXF Martin Ratio Rank: 65

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.

USXF vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA ETF (USXF) 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.

	USXF	GARY	Difference
Sharpe ratio: Return per unit of total volatility	1.39	—	—
Sortino ratio: Return per unit of downside risk	1.91	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	2.48	—	—
Martin ratio: Return relative to average drawdown	9.28	—	—

Drawdowns

USXF vs. GARY - Drawdown Comparison

The maximum USXF drawdown since its inception was -29.54%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for USXF and GARY.

Drawdown Indicators

	USXF	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-29.54%	-10.28%	-19.26%
Max Drawdown (1Y) Largest decline over 1 year	-10.19%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.93%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.54%	—	—
Current Drawdown Current decline from peak	-3.08%	-3.75%	+0.67%
Average Drawdown Average peak-to-trough decline	-6.35%	-1.84%	-4.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	—	—

Volatility

Volatility by Period

	USXF	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.55%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.16%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.17%	21.79%	-3.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.94%	21.79%	-1.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.37%	21.79%	-2.42%

USXF vs. GARY - Expense Ratio Comparison

USXF has a 0.10% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

USXF vs. GARY - Dividend Comparison

USXF's dividend yield for the trailing twelve months is around 0.82%, 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%
USXF iShares ESG Advanced MSCI USA ETF	0.82%	0.93%	1.00%	1.21%	1.39%	0.86%	0.58%

Frequently Asked Questions

Can I hold both USXF and GARY in my portfolio?

USXF and GARY have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, USXF or GARY?

On fees, USXF is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, USXF or GARY?

USXF is cheaper with a 0.10% expense ratio, compared with 0.77% for GARY.

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

USXF has the higher dividend yield at 0.82%, compared with 0.04% for GARY.

What is the main difference between USXF and GARY?

They also come from different issuers: iShares and Mango. Their fees differ too: 0.10% for USXF and 0.77% for GARY.