ACVF vs. GXLC

Last updated Jun 24, 2026

ACVF (American Conservative Values ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. ACVF is actively managed, while GXLC is passively managed. Their correlation of 0.94 suggests significant overlap in exposure. ACVF charges 0.75%/yr vs 0.02%/yr for GXLC.

Performance

ACVF vs. GXLC - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with ACVF having a 8.21% return and GXLC slightly higher at 8.31%.

ACVF

• 1D: -1.39%
• 1M: -0.01%
• YTD: 8.21%
• 6M: 7.25%
• 1Y: 16.84%
• 3Y*: 18.14%
• 5Y*: 11.76%
• 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)

ACVF vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
ACVF American Conservative Values ETF	8.21%	0.73%
GXLC Global X U.S. 500 ETF	8.31%	3.22%

Correlation

The correlation between ACVF 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

ACVF vs. GXLC — Risk / Return Rank

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

ACVF

ACVF Risk / Return Rank: 45
ACVF Sharpe Ratio Rank: 42
ACVF Sortino Ratio Rank: 41
ACVF Omega Ratio Rank: 40
ACVF Calmar Ratio Rank: 47
ACVF Martin Ratio Rank: 53

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.

ACVF vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Conservative Values ETF (ACVF) 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.

	ACVF	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.40	—	—
Sortino ratio: Return per unit of downside risk	1.97	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	2.20	—	—
Martin ratio: Return relative to average drawdown	8.61	—	—

Drawdowns

ACVF vs. GXLC - Drawdown Comparison

The maximum ACVF drawdown since its inception was -24.39%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for ACVF and GXLC.

Drawdown Indicators

	ACVF	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-24.39%	-9.08%	-15.31%
Max Drawdown (1Y) Largest decline over 1 year	-7.70%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.82%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.39%	—	—
Current Drawdown Current decline from peak	-2.67%	-3.05%	+0.38%
Average Drawdown Average peak-to-trough decline	-4.72%	-1.54%	-3.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	—	—

Volatility

Volatility by Period

	ACVF	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.97%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.92%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.11%	13.85%	-1.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.35%	13.85%	+2.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.01%	13.85%	+2.16%

ACVF vs. GXLC - Expense Ratio Comparison

ACVF has a 0.75% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

ACVF vs. GXLC - Dividend Comparison

ACVF's dividend yield for the trailing twelve months is around 0.55%, less than GXLC's 0.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
ACVF American Conservative Values ETF	0.55%	0.59%	0.59%	0.82%	0.93%	0.61%	0.23%
GXLC Global X U.S. 500 ETF	0.65%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ACVF and GXLC in my portfolio?

With a correlation of 0.94, ACVF 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, ACVF 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, ACVF or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.75% for ACVF.

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

GXLC has the higher dividend yield at 0.65%, compared with 0.55% for ACVF.

What is the main difference between ACVF and GXLC?

They also come from different issuers: Ridgeline Research LLC and Global X. Their fees differ too: 0.75% for ACVF and 0.02% for GXLC.