GXLC vs. PSCX

Last updated Jul 17, 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 0.92 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 10.49% return, which is significantly higher than PSCX's 5.74% return.

GXLC

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

PSCX

• 1D: -0.18%
• 1M: 0.51%
• 6M: 5.01%
• YTD: 5.74%
• 1Y: 12.93%
• 3Y*: 12.06%
• 5Y*: 8.44%
• 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	10.49%	3.22%
PSCX Pacer Swan SOS Conservative (December) ETF	5.74%	3.31%

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 24, 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.

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: 87
PSCX Sharpe Ratio Rank: 88
PSCX Sortino Ratio Rank: 90
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 76
PSCX Martin Ratio Rank: 89

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.

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	—	2.31	—
Sortino ratio: Return per unit of downside risk	—	3.43	—
Omega ratio: Gain probability vs. loss probability	—	1.46	—
Calmar ratio: Return relative to maximum drawdown	—	3.09	—
Martin ratio: Return relative to average drawdown	—	15.42	—

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	-1.09%	-0.18%	-0.91%
Average Drawdown Average peak-to-trough decline	-1.54%	-1.83%	+0.29%
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	—	1.51%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.53%	5.62%	+7.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.53%	7.12%	+6.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.53%	6.94%	+6.59%

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 0.63%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025
GXLC Global X U.S. 500 ETF	0.63%	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 0.63%, 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.