GXLC vs. PSCX

Last updated Jun 6, 2026

GXLC (Global X U.S. 500 ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. GXLC is passively managed, while PSCX is actively managed. Their correlation of 0.92 suggests significant overlap in exposure. 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 8.50% return, which is significantly higher than PSCX's 4.28% return.

GXLC

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

PSCX

• 1D: -0.92%
• 1M: 0.38%
• YTD: 4.28%
• 6M: 5.25%
• 1Y: 14.90%
• 3Y*: 12.50%
• 5Y*: 8.29%
• 10Y*: —

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

GXLC vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
GXLC Global X U.S. 500 ETF	8.50%	3.22%
PSCX Pacer Swan SOS Conservative (December) ETF	4.28%	3.25%

Correlation

The correlation between GXLC and PSCX 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 Sep 25, 2025	0.92

Return for Risk

GXLC vs. PSCX — Risk / Return Rank

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

PSCX

PSCX Risk / Return Rank: 85
PSCX Sharpe Ratio Rank: 85
PSCX Sortino Ratio Rank: 90
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 74
PSCX Martin Ratio Rank: 88

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. 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.

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

Sharpe Ratios by Period

	GXLC	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.67	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.30	1.25	+0.06

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	-2.88%	-0.92%	-1.96%
Average Drawdown Average peak-to-trough decline	-1.50%	-1.86%	+0.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.82%	—

Volatility

Volatility by Period

	GXLC	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.24%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.32%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.63%	5.61%	+8.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.63%	7.08%	+6.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.63%	6.97%	+6.66%

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 0.64%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025
GXLC Global X U.S. 500 ETF	0.64%	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 0.92, 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 0.64%, compared with 0.00% for PSCX.

What is the main difference between GXLC and PSCX?

They also come from different issuers: Global X and Pacer. Their fees differ too: 0.02% for GXLC and 0.75% for PSCX.