VUG vs. GARY
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 0.82 suggests significant overlap in exposure. VUG charges 0.03%/yr vs 0.77%/yr for GARY.
Performance
VUG vs. GARY - Performance Comparison
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Returns By Period
In the year-to-date period, VUG achieves a 5.80% return, which is significantly lower than GARY's 25.28% return.
VUG
- 1D
- -3.62%
- 1M
- 0.03%
- YTD
- 5.80%
- 6M
- 4.57%
- 1Y
- 23.98%
- 3Y*
- 24.49%
- 5Y*
- 14.33%
- 10Y*
- 17.81%
GARY
- 1D
- -4.30%
- 1M
- 3.59%
- YTD
- 25.28%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VUG vs. GARY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VUG Vanguard Growth ETF | 5.80% | -0.56% |
GARY Mango Growth ETF | 25.28% | 0.25% |
Correlation
The correlation between VUG and GARY is 0.82, 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 23, 2025 | 0.82 |
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Return for Risk
VUG vs. GARY — Risk / Return Rank
VUG
GARY
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.
| VUG | GARY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | — | — |
| Martin ratioReturn relative to average drawdown | 5.09 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VUG | GARY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 3.28 | -2.68 |
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 -10.28%. Use the drawdown chart below to compare losses from any high point for VUG and GARY.
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Drawdown Indicators
| VUG | GARY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.68% | -10.28% | -40.40% |
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 DrawdownCurrent decline from peak | -4.83% | -4.86% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -1.70% | -5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.72% | — | — |
Volatility
VUG vs. GARY - Volatility Comparison
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Volatility by Period
| VUG | GARY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.68% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.26% | 20.25% | -3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.27% | 20.25% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.47% | 20.25% | +1.22% |
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 0.39%, 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 | 0.39% | 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
VUG and GARY have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
VUG is cheaper with a 0.03% expense ratio, compared with 0.77% for GARY.
VUG has the higher dividend yield at 0.39%, compared with 0.04% for GARY.
They also come from different issuers: Vanguard and Mango. Their fees differ too: 0.03% for VUG and 0.77% for GARY.
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