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GXLC vs. PRMR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXLC vs. PRMR - Performance Comparison

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

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Returns By Period

In the year-to-date period, GXLC achieves a 8.50% return, which is significantly higher than PRMR's 7.24% return.


GXLC

1D
-2.61%
1M
0.60%
YTD
8.50%
6M
8.24%
1Y
3Y*
5Y*
10Y*

PRMR

1D
-3.37%
1M
3.34%
YTD
7.24%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXLC vs. PRMR - Yearly Performance Comparison


2026 (YTD)2025
GXLC
Global X U.S. 500 ETF
8.50%0.12%
PRMR
PeakShares RMR Prime Equity ETF
7.24%-0.32%

Correlation

The correlation between GXLC and PRMR is 0.92, 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 Dec 10, 2025

0.92

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Return for Risk

GXLC vs. PRMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 ETF (GXLC) and PeakShares RMR Prime Equity ETF (PRMR). 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.


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

GXLC vs. PRMR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GXLCPRMRDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

1.06

+0.25

Drawdowns

GXLC vs. PRMR - Drawdown Comparison

The maximum GXLC drawdown since its inception was -9.08%, roughly equal to the maximum PRMR drawdown of -9.41%. Use the drawdown chart below to compare losses from any high point for GXLC and PRMR.


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Drawdown Indicators


GXLCPRMRDifference

Max Drawdown

Largest peak-to-trough decline

-9.08%

-9.41%

+0.33%

Current Drawdown

Current decline from peak

-2.88%

-4.24%

+1.36%

Average Drawdown

Average peak-to-trough decline

-1.50%

-2.47%

+0.97%

Volatility

GXLC vs. PRMR - Volatility Comparison


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Volatility by Period


GXLCPRMRDifference

Volatility (1Y)

Calculated over the trailing 1-year period

13.63%

14.04%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.63%

14.04%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.63%

14.04%

-0.41%

GXLC vs. PRMR - Expense Ratio Comparison

GXLC has a 0.02% expense ratio, which is lower than PRMR's 1.05% expense ratio.


Dividends

GXLC vs. PRMR - Dividend Comparison

GXLC's dividend yield for the trailing twelve months is around 0.64%, while PRMR has not paid dividends to shareholders.


PositionTTM2025
GXLC
Global X U.S. 500 ETF
0.64%0.30%
PRMR
PeakShares RMR Prime Equity ETF
0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, GXLC and PRMR 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.

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.

GXLC is cheaper with a 0.02% expense ratio, compared with 1.05% for PRMR.

GXLC has the higher dividend yield at 0.64%, compared with 0.00% for PRMR.

They also come from different issuers: Global X and PeakShares. Their fees differ too: 0.02% for GXLC and 1.05% for PRMR.

Portfolio Optimizer

Find the right allocation for GXLC and PRMR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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