GXLC vs. BDGS

Last updated Jul 17, 2026

GXLC (Global X U.S. 500 ETF) and BDGS (Bridges Capital Tactical ETF) are both Large Cap Blend Equities funds. GXLC is passively managed, while BDGS is actively managed. Their correlation of 0.83 suggests significant overlap in exposure. GXLC charges 0.02%/yr vs 0.87%/yr for BDGS.

Performance

GXLC vs. BDGS - Performance Comparison

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

Returns By Period

In the year-to-date period, GXLC achieves a 10.49% return, which is significantly higher than BDGS's 6.04% return.

GXLC

• 1D: -0.62%
• 1M: 0.15%
• 6M: 9.05%
• YTD: 10.49%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BDGS

• 1D: -0.28%
• 1M: 0.60%
• 6M: 5.67%
• YTD: 6.04%
• 1Y: 11.76%
• 3Y*: 13.91%
• 5Y*: —
• 10Y*: —

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

GXLC vs. BDGS - Yearly Performance Comparison

	2026 (YTD)	2025
GXLC Global X U.S. 500 ETF	10.49%	3.22%
BDGS Bridges Capital Tactical ETF	6.04%	1.62%

Correlation

The correlation between GXLC and BDGS is 0.83, 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	0.83

Return for Risk

GXLC vs. BDGS — Risk / Return Rank

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

GXLC

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

BDGS

BDGS Risk / Return Rank: 76
BDGS Sharpe Ratio Rank: 72
BDGS Sortino Ratio Rank: 78
BDGS Omega Ratio Rank: 79
BDGS Calmar Ratio Rank: 72
BDGS Martin Ratio Rank: 79

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.

GXLC vs. BDGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 ETF (GXLC) and Bridges Capital Tactical ETF (BDGS). 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.

	GXLC	BDGS	Difference
Sharpe ratio: Return per unit of total volatility	—	1.85	—
Sortino ratio: Return per unit of downside risk	—	2.78	—
Omega ratio: Gain probability vs. loss probability	—	1.37	—
Calmar ratio: Return relative to maximum drawdown	—	2.93	—
Martin ratio: Return relative to average drawdown	—	11.94	—

Drawdowns

GXLC vs. BDGS - Drawdown Comparison

The maximum GXLC drawdown since its inception was -9.08%, roughly equal to the maximum BDGS drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for GXLC and BDGS.

Drawdown Indicators

	GXLC	BDGS	Difference
Max Drawdown Largest peak-to-trough decline	-9.08%	-9.12%	+0.04%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.03%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-9.12%	—
Current Drawdown Current decline from peak	-1.09%	-0.45%	-0.64%
Average Drawdown Average peak-to-trough decline	-1.54%	-0.67%	-0.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.99%	—

Volatility

Volatility by Period

	GXLC	BDGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.03%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.31%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.53%	6.38%	+7.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.53%	8.17%	+5.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.53%	8.17%	+5.36%

GXLC vs. BDGS - Expense Ratio Comparison

GXLC has a 0.02% expense ratio, which is lower than BDGS's 0.87% expense ratio.

Dividends

GXLC vs. BDGS - Dividend Comparison

GXLC's dividend yield for the trailing twelve months is around 0.63%, more than BDGS's 0.52% yield.

Position	TTM	2025	2024	2023
BDGS Bridges Capital Tactical ETF	0.52%	0.55%	1.81%	0.84%
GXLC Global X U.S. 500 ETF	0.63%	0.30%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GXLC and BDGS in my portfolio?

GXLC and BDGS have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GXLC or BDGS?

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, GXLC or BDGS?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.87% for BDGS.

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

GXLC has the higher dividend yield at 0.63%, compared with 0.52% for BDGS.

What is the main difference between GXLC and BDGS?

They also come from different issuers: Global X and Bridges. Their fees differ too: 0.02% for GXLC and 0.87% for BDGS.