AVIE vs. GXLC

Last updated Jun 24, 2026

AVIE (Avantis Inflation Focused Equity ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. AVIE is actively managed, while GXLC is passively managed. At a 0.22 correlation, their price movements are largely independent. AVIE charges 0.25%/yr vs 0.02%/yr for GXLC.

Performance

AVIE vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Inflation Focused Equity ETF (AVIE) 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, AVIE achieves a 13.10% return, which is significantly higher than GXLC's 8.31% return.

AVIE

• 1D: 0.74%
• 1M: -1.10%
• YTD: 13.10%
• 6M: 12.71%
• 1Y: 23.20%
• 3Y*: 13.16%
• 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)

AVIE vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
AVIE Avantis Inflation Focused Equity ETF	13.10%	5.69%
GXLC Global X U.S. 500 ETF	8.31%	3.22%

Correlation

The correlation between AVIE and GXLC is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.22

Return for Risk

AVIE vs. GXLC — Risk / Return Rank

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

AVIE

AVIE Risk / Return Rank: 80
AVIE Sharpe Ratio Rank: 79
AVIE Sortino Ratio Rank: 81
AVIE Omega Ratio Rank: 75
AVIE Calmar Ratio Rank: 87
AVIE Martin Ratio Rank: 78

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.

AVIE vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Inflation Focused Equity ETF (AVIE) 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.

	AVIE	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	2.34	—	—
Sortino ratio: Return per unit of downside risk	3.34	—	—
Omega ratio: Gain probability vs. loss probability	1.41	—	—
Calmar ratio: Return relative to maximum drawdown	4.69	—	—
Martin ratio: Return relative to average drawdown	14.23	—	—

Drawdowns

AVIE vs. GXLC - Drawdown Comparison

The maximum AVIE drawdown since its inception was -12.39%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for AVIE and GXLC.

Drawdown Indicators

	AVIE	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-12.39%	-9.08%	-3.31%
Max Drawdown (1Y) Largest decline over 1 year	-4.97%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.39%	—	—
Current Drawdown Current decline from peak	-1.66%	-3.05%	+1.39%
Average Drawdown Average peak-to-trough decline	-3.00%	-1.54%	-1.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	—	—

Volatility

Volatility by Period

	AVIE	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.89%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.04%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.97%	13.85%	-3.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.90%	13.85%	-0.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.90%	13.85%	-0.95%

AVIE vs. GXLC - Expense Ratio Comparison

AVIE has a 0.25% expense ratio, which is higher than GXLC's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

AVIE vs. GXLC - Dividend Comparison

AVIE's dividend yield for the trailing twelve months is around 1.87%, more than GXLC's 0.65% yield.

Position	TTM	2025	2024	2023	2022
AVIE Avantis Inflation Focused Equity ETF	1.87%	1.75%	1.89%	3.72%	0.39%
GXLC Global X U.S. 500 ETF	0.65%	0.30%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AVIE and GXLC in my portfolio?

AVIE and GXLC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AVIE 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, AVIE or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.25% for AVIE.

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

AVIE has the higher dividend yield at 1.87%, compared with 0.65% for GXLC.

What is the main difference between AVIE and GXLC?

They also come from different issuers: Avantis and Global X. Their fees differ too: 0.25% for AVIE and 0.02% for GXLC.