GXLC vs. PSCX

Last updated Aug 6, 2026

GXLC (Global X U.S. 500 ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both exchange-traded funds - GXLC is a Large Cap Blend Equities fund tracking the Solactive GBS United States 500 Index, while PSCX is a Defined Outcome fund actively managed by Pacer. GXLC is passively managed, while PSCX is actively managed. Their correlation of 0.93 means they have usually moved in the same direction. GXLC charges 0.02%/yr vs 0.75%/yr for PSCX.

Performance

GXLC vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. 500 ETF (GXLC) and Pacer Swan SOS Conservative (December) ETF (PSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GXLC achieves a 13.47% return, which is significantly higher than PSCX's 6.99% return.

GXLC

• 1D: -0.10%
• 1M: 2.41%
• 6M: 13.22%
• YTD: 13.47%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

PSCX

• 1D: 0.01%
• 1M: 1.34%
• 6M: 6.70%
• YTD: 6.99%
• 1Y: 13.75%
• 3Y*: 12.59%
• 5Y*: 8.56%
• 10Y*: —
• ALL TIME*: 8.81%

*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)
GXLC Global X U.S. 500 ETF	$13.68K	$22.15K	$18.83K
PSCX Pacer Swan SOS Conservative (December) ETF	$30.03K	$18.18K	$35.40K

GXLC vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
GXLC Global X U.S. 500 ETF	13.47%	3.22%
PSCX Pacer Swan SOS Conservative (December) ETF	6.99%	3.31%

Correlation

The correlation between GXLC and PSCX is 0.93, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.93

Return for Risk

GXLC vs. PSCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.

PSCX

PSCX Risk / Return Rank: 89
PSCX Sharpe Ratio Rank: 91
PSCX Sortino Ratio Rank: 92
PSCX Omega Ratio Rank: 92
PSCX Calmar Ratio Rank: 81
PSCX Martin Ratio Rank: 91

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.

GXLC vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 ETF (GXLC) and Pacer Swan SOS Conservative (December) ETF (PSCX). 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	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.45	—
Sortino ratio: Return per unit of downside risk	—	3.62	—
Omega ratio: Gain probability vs. loss probability	—	1.49	—
Calmar ratio: Return relative to maximum drawdown	—	3.28	—
Martin ratio: Return relative to average drawdown	—	16.35	—

Drawdowns

GXLC vs. PSCX - Drawdown Comparison

The maximum GXLC drawdown since its inception was -9.08%, smaller than the maximum PSCX drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for GXLC and PSCX.

Drawdown Indicators

	GXLC	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-9.08%	-10.20%	+1.12%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.20%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-9.61%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-10.20%	—
Current Drawdown Current decline from peak	-0.10%	0.00%	-0.10%
Average Drawdown Average peak-to-trough decline	-1.56%	-1.82%	+0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.84%	—

Volatility

Volatility by Period

	GXLC	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.65%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.71%	5.66%	+8.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.71%	7.15%	+6.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.71%	6.94%	+6.77%

GXLC vs. PSCX - Expense Ratio Comparison

GXLC has a 0.02% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

GXLC vs. PSCX - Dividend Comparison

GXLC's dividend yield for the trailing twelve months is around 0.88%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025
GXLC Global X U.S. 500 ETF	0.88%	0.30%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both GXLC and PSCX in my portfolio?

With a correlation of 0.93, GXLC and PSCX 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.

Which ETF is better, GXLC or PSCX?

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 PSCX?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.75% for PSCX.

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

GXLC has the higher dividend yield at 0.88%, compared with 0.00% for PSCX.

What is the main difference between GXLC and PSCX?

GXLC is categorized as Large Cap Blend Equities, while PSCX is Defined Outcome. They also come from different issuers: Global X and Pacer. Their fees differ too: 0.02% for GXLC and 0.75% for PSCX.