Sortino ratio is not yet available for GXLC. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Global X U.S. 500 ETF's Sortino Ratio with other ETFs in the Large Cap Blend Equities category across multiple time periods, showing how GXLC's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 6, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| RSSY | Return Stacked US Stocks & Futures Yield ETF | 4.65 | |||
| IUS | Invesco RAFI Strategic US ETF | 4.15 | |||
| PSCX | Pacer Swan SOS Conservative (December) ETF | 3.95 | |||
| PSMD | Pacer Swan SOS Moderate (December) ETF | 3.80 | |||
| AVIE | Avantis Inflation Focused Equity ETF | 3.75 | |||
| FJUN | FT Cboe Vest U.S. Equity Buffer ETF - June | 3.72 | |||
| ESN | Essential 40 Stock ETF | 3.71 | |||
| DJD | Invesco Dow Jones Industrial Average Dividend ETF | 3.66 | |||
| RAFE | PIMCO RAFI ESG U.S. ETF | 3.66 | |||
| PSFD | Pacer Swan SOS Flex (December) ETF | 3.63 | |||
| GXLC | Global X U.S. 500 ETF | — |
Historical Sortino Ratio
The chart shows GXLC's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when GXLC consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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