GXLC vs. PRMR
GXLC (Global X U.S. 500 ETF) and PRMR (PeakShares RMR Prime Equity ETF) are both Large Cap Blend Equities funds. GXLC is passively managed, while PRMR is actively managed. Their correlation of 0.92 suggests significant overlap in exposure. GXLC charges 0.02%/yr vs 1.05%/yr for PRMR.
Performance
GXLC vs. PRMR - Performance Comparison
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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*
- —
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.
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Sharpe Ratios by Period
| GXLC | PRMR | Difference | |
|---|---|---|---|
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
| GXLC | PRMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.08% | -9.41% | +0.33% |
Current DrawdownCurrent decline from peak | -2.88% | -4.24% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -1.50% | -2.47% | +0.97% |
Volatility
GXLC vs. PRMR - Volatility Comparison
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Volatility by Period
| GXLC | PRMR | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 |
|---|---|---|
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.
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