VUG vs. GARY

Last updated Aug 6, 2026

VUG (Vanguard Growth ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. VUG is passively managed, while GARY is actively managed. Their correlation of 0.83 means they have usually moved in the same direction. VUG charges 0.03%/yr vs 0.77%/yr for GARY.

Performance

VUG vs. GARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth ETF (VUG) 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, VUG achieves a 9.37% return, which is significantly lower than GARY's 31.86% return.

VUG

• 1D: -0.40%
• 1M: 2.37%
• 6M: 14.16%
• YTD: 9.37%
• 1Y: 18.90%
• 3Y*: 24.05%
• 5Y*: 12.87%
• 10Y*: 17.74%
• ALL TIME*: 12.28%

GARY

• 1D: -1.02%
• 1M: -0.71%
• 6M: 25.16%
• YTD: 31.86%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GARY Mango Growth ETF	$236.88K	$370.23K	$307.58K
VUG Vanguard Growth ETF	$575.70M	$646.88M	$656.90M

VUG vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
VUG Vanguard Growth ETF	9.37%	-0.05%
GARY Mango Growth ETF	31.86%	0.15%

Correlation

The correlation between VUG and GARY is 0.83, 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	0.83

Return for Risk

VUG vs. GARY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VUG

VUG Risk / Return Rank: 35
VUG Sharpe Ratio Rank: 38
VUG Sortino Ratio Rank: 36
VUG Omega Ratio Rank: 35
VUG Calmar Ratio Rank: 31
VUG Martin Ratio Rank: 34

GARY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VUG vs. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) 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.

	VUG	GARY	Difference
Sharpe ratio: Return per unit of total volatility	1.07	—	—
Sortino ratio: Return per unit of downside risk	1.55	—	—
Omega ratio: Gain probability vs. loss probability	1.19	—	—
Calmar ratio: Return relative to maximum drawdown	1.15	—	—
Martin ratio: Return relative to average drawdown	3.64	—	—

Drawdowns

VUG vs. GARY - Drawdown Comparison

The maximum VUG drawdown since its inception was -50.68%, which is greater than GARY's maximum drawdown of -12.67%. Use the drawdown chart below to compare losses from any high point for VUG and GARY.

Drawdown Indicators

	VUG	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-50.68%	-12.67%	-38.01%
Max Drawdown (1Y) Largest decline over 1 year	-16.53%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.85%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-35.61%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.61%	—	—
Current Drawdown Current decline from peak	-1.62%	-3.89%	+2.27%
Average Drawdown Average peak-to-trough decline	-7.08%	-2.44%	-4.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.20%	—	—

Volatility

Volatility by Period

	VUG	GARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.15%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.41%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.77%	22.79%	-5.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.54%	22.79%	-0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.58%	22.79%	-1.21%

VUG vs. GARY - Expense Ratio Comparison

VUG has a 0.03% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

VUG vs. GARY - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.38%, more than GARY's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GARY Mango Growth ETF	0.04%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.38%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both VUG and GARY in my portfolio?

VUG and GARY have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VUG or GARY?

On fees, VUG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VUG or GARY?

VUG is cheaper with a 0.03% expense ratio, compared with 0.77% for GARY.

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

VUG has the higher dividend yield at 0.38%, compared with 0.04% for GARY.

What is the main difference between VUG and GARY?

They also come from different issuers: Vanguard and Mango. Their fees differ too: 0.03% for VUG and 0.77% for GARY.