FCTE vs. GXLC

Last updated Aug 2, 2026

FCTE (SMI 3Fourteen Full-Cycle Trend ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. FCTE is actively managed, while GXLC is passively managed. Their 0.68 correlation means they have sometimes moved together and sometimes differently. FCTE charges 0.85%/yr vs 0.02%/yr for GXLC.

Performance

FCTE vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMI 3Fourteen Full-Cycle Trend ETF (FCTE) 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, FCTE achieves a 16.87% return, which is significantly higher than GXLC's 10.06% return.

FCTE

• 1D: 1.22%
• 1M: 0.54%
• 6M: 9.25%
• YTD: 16.87%
• 1Y: 13.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.91%

GXLC

• 1D: 0.86%
• 1M: 0.20%
• 6M: 8.81%
• YTD: 10.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FCTE SMI 3Fourteen Full-Cycle Trend ETF	$395.29K	$768.22K	$634.95K
GXLC Global X U.S. 500 ETF	$27.98K	$20.23K	$17.31K

FCTE vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
FCTE SMI 3Fourteen Full-Cycle Trend ETF	16.87%	-6.59%
GXLC Global X U.S. 500 ETF	10.06%	3.22%

Correlation

The correlation between FCTE and GXLC is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.68

Return for Risk

FCTE vs. GXLC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FCTE

FCTE Risk / Return Rank: 32
FCTE Sharpe Ratio Rank: 33
FCTE Sortino Ratio Rank: 33
FCTE Omega Ratio Rank: 31
FCTE Calmar Ratio Rank: 30
FCTE Martin Ratio Rank: 31

GXLC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FCTE vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMI 3Fourteen Full-Cycle Trend ETF (FCTE) 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.

	FCTE	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	0.82	—	—
Sortino ratio: Return per unit of downside risk	1.26	—	—
Omega ratio: Gain probability vs. loss probability	1.15	—	—
Calmar ratio: Return relative to maximum drawdown	0.97	—	—
Martin ratio: Return relative to average drawdown	2.74	—	—

Drawdowns

FCTE vs. GXLC - Drawdown Comparison

The maximum FCTE drawdown since its inception was -19.68%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for FCTE and GXLC.

Drawdown Indicators

	FCTE	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-19.68%	-9.08%	-10.60%
Max Drawdown (1Y) Largest decline over 1 year	-12.85%	—	—
Current Drawdown Current decline from peak	-0.37%	-1.48%	+1.11%
Average Drawdown Average peak-to-trough decline	-5.63%	-1.58%	-4.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.55%	—	—

Volatility

Volatility by Period

	FCTE	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.40%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.21%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.29%	13.60%	+1.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.40%	13.60%	+4.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.40%	13.60%	+4.80%

FCTE vs. GXLC - Expense Ratio Comparison

FCTE has a 0.85% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

FCTE vs. GXLC - Dividend Comparison

FCTE's dividend yield for the trailing twelve months is around 0.08%, less than GXLC's 0.64% yield.

Position	TTM	2025	2024
FCTE SMI 3Fourteen Full-Cycle Trend ETF	0.08%	0.18%	0.18%
GXLC Global X U.S. 500 ETF	0.64%	0.30%	0.00%

Frequently Asked Questions

Can I hold both FCTE and GXLC in my portfolio?

FCTE and GXLC have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FCTE 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, FCTE or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.85% for FCTE.

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

GXLC has the higher dividend yield at 0.64%, compared with 0.08% for FCTE.

What is the main difference between FCTE and GXLC?

They also come from different issuers: SMI 3Fourteen and Global X. Their fees differ too: 0.85% for FCTE and 0.02% for GXLC.