USXF vs. GARY
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 0.91 means they have usually moved in the same direction. USXF charges 0.10%/yr vs 0.77%/yr for GARY.
Performance
USXF vs. GARY - Performance Comparison
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Returns By Period
In the year-to-date period, USXF achieves a 15.33% return, which is significantly lower than GARY's 25.69% return.
USXF
- 1D
- 0.18%
- 1M
- -1.67%
- 6M
- 12.80%
- YTD
- 15.33%
- 1Y
- 22.27%
- 3Y*
- 22.53%
- 5Y*
- 13.51%
- 10Y*
- —
- ALL TIME*
- 18.07%
GARY
- 1D
- 0.88%
- 1M
- -4.25%
- 6M
- 15.73%
- YTD
- 25.69%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GARY Mango Growth ETF | $600.48K | $395.06K | $299.75K |
| $4.83M | $3.89M | $4.14M |
USXF vs. GARY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
USXF iShares ESG Advanced MSCI USA ETF | 15.33% | 0.47% |
GARY Mango Growth ETF | 25.69% | 0.15% |
Correlation
The correlation between USXF and GARY is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025 | 0.91 |
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Return for Risk
USXF vs. GARY — Risk / Return Rank
USXF
GARY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.20 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | — | — |
| Martin ratioReturn relative to average drawdown | 7.03 | — | — |
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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 -12.67%. Use the drawdown chart below to compare losses from any high point for USXF and GARY.
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Drawdown Indicators
| USXF | GARY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.54% | -12.67% | -16.87% |
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 DrawdownCurrent decline from peak | -4.99% | -8.40% | +3.41% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -2.40% | -3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | — | — |
Volatility
USXF vs. GARY - Volatility Comparison
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Volatility by Period
| USXF | GARY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.50% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 22.34% | -3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.01% | 22.34% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 22.34% | -2.96% |
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 0.83%, 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 | 0.83% | 0.93% | 1.00% | 1.21% | 1.39% | 0.86% | 0.58% |
Frequently Asked Questions
With a correlation of 0.91, USXF 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, USXF is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USXF is cheaper with a 0.10% expense ratio, compared with 0.77% for GARY.
USXF has the higher dividend yield at 0.83%, compared with 0.04% for GARY.
They also come from different issuers: iShares and Mango. Their fees differ too: 0.10% for USXF and 0.77% for GARY.
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