ABIG vs. GXLC

Last updated Jun 24, 2026

ABIG (Argent Large Cap ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. ABIG is actively managed, while GXLC is passively managed. Their correlation of 0.94 suggests significant overlap in exposure. ABIG charges 0.49%/yr vs 0.02%/yr for GXLC.

Performance

ABIG vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Argent Large Cap ETF (ABIG) and Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABIG achieves a 4.77% return, which is significantly lower than GXLC's 8.31% return.

ABIG

• 1D: -0.63%
• 1M: -0.24%
• YTD: 4.77%
• 6M: 4.08%
• 1Y: 16.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GXLC

• 1D: -1.32%
• 1M: -1.12%
• YTD: 8.31%
• 6M: 7.39%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ABIG vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
ABIG Argent Large Cap ETF	4.77%	1.79%
GXLC Global X U.S. 500 ETF	8.31%	3.22%

Correlation

The correlation between ABIG and GXLC is 0.94, 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 Sep 24, 2025	0.94

Return for Risk

ABIG vs. GXLC — Risk / Return Rank

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

ABIG

ABIG Risk / Return Rank: 33
ABIG Sharpe Ratio Rank: 36
ABIG Sortino Ratio Rank: 35
ABIG Omega Ratio Rank: 34
ABIG Calmar Ratio Rank: 26
ABIG Martin Ratio Rank: 32

GXLC

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.

ABIG vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Argent Large Cap ETF (ABIG) and Global X U.S. 500 ETF (GXLC). 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.

	ABIG	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.21	—	—
Sortino ratio: Return per unit of downside risk	1.71	—	—
Omega ratio: Gain probability vs. loss probability	1.21	—	—
Calmar ratio: Return relative to maximum drawdown	1.20	—	—
Martin ratio: Return relative to average drawdown	4.27	—	—

Drawdowns

ABIG vs. GXLC - Drawdown Comparison

The maximum ABIG drawdown since its inception was -13.70%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for ABIG and GXLC.

Drawdown Indicators

	ABIG	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-13.70%	-9.08%	-4.62%
Max Drawdown (1Y) Largest decline over 1 year	-13.70%	—	—
Current Drawdown Current decline from peak	-2.90%	-3.05%	+0.15%
Average Drawdown Average peak-to-trough decline	-2.23%	-1.54%	-0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.83%	—	—

Volatility

Volatility by Period

	ABIG	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.85%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.64%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.58%	13.85%	-0.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.79%	13.85%	+2.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.79%	13.85%	+2.94%

ABIG vs. GXLC - Expense Ratio Comparison

ABIG has a 0.49% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

ABIG vs. GXLC - Dividend Comparison

ABIG's dividend yield for the trailing twelve months is around 0.09%, less than GXLC's 0.65% yield.

Position	TTM	2025
ABIG Argent Large Cap ETF	0.09%	0.10%
GXLC Global X U.S. 500 ETF	0.65%	0.30%

Frequently Asked Questions

Can I hold both ABIG and GXLC in my portfolio?

With a correlation of 0.94, ABIG and GXLC 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.

Which ETF is better, ABIG or GXLC?

On fees, GXLC is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ABIG or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.49% for ABIG.

Which ETF pays a higher dividend yield, ABIG or GXLC?

GXLC has the higher dividend yield at 0.65%, compared with 0.09% for ABIG.

What is the main difference between ABIG and GXLC?

They also come from different issuers: Argent and Global X. Their fees differ too: 0.49% for ABIG and 0.02% for GXLC.