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INFO vs. GXLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INFO vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor PanAgora Dynamic Large Cap Core ETF (INFO) and Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INFO achieves a 9.15% return, which is significantly higher than GXLC's 8.31% return.


INFO

1D
-1.20%
1M
-0.51%
YTD
9.15%
6M
8.17%
1Y
26.46%
3Y*
5Y*
10Y*

GXLC

1D
-1.32%
1M
-1.12%
YTD
8.31%
6M
7.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INFO vs. GXLC - Yearly Performance Comparison


2026 (YTD)2025
INFO
Harbor PanAgora Dynamic Large Cap Core ETF
9.15%3.64%
GXLC
Global X U.S. 500 ETF
8.31%3.22%

Correlation

The correlation between INFO and GXLC is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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Return for Risk

INFO vs. GXLC — Risk / Return Rank

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

INFO
INFO Risk / Return Rank: 6969
Overall Rank
INFO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
INFO Sortino Ratio Rank: 6868
Sortino Ratio Rank
INFO Omega Ratio Rank: 6767
Omega Ratio Rank
INFO Calmar Ratio Rank: 6666
Calmar Ratio Rank
INFO Martin Ratio Rank: 7676
Martin Ratio Rank

GXLC

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

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.

INFO vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor PanAgora Dynamic Large Cap Core ETF (INFO) and Global X U.S. 500 ETF (GXLC). 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.


INFOGXLCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.96

Martin ratioReturn relative to average drawdown

13.01

INFO vs. GXLC - Sharpe Ratio Comparison


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Drawdowns

INFO vs. GXLC - Drawdown Comparison

The maximum INFO drawdown since its inception was -19.60%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for INFO and GXLC.


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Drawdown Indicators


INFOGXLCDifference

Max Drawdown

Largest peak-to-trough decline

-19.60%

-9.08%

-10.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

Current Drawdown

Current decline from peak

-2.75%

-3.05%

+0.30%

Average Drawdown

Average peak-to-trough decline

-2.32%

-1.54%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

Volatility

INFO vs. GXLC - Volatility Comparison


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Volatility by Period


INFOGXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

13.85%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

13.85%

+3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.51%

13.85%

+3.66%

INFO vs. GXLC - Expense Ratio Comparison

INFO has a 0.35% expense ratio, which is higher than GXLC's 0.02% expense ratio.


Dividends

INFO vs. GXLC - Dividend Comparison

INFO's dividend yield for the trailing twelve months is around 0.32%, less than GXLC's 0.65% yield.


PositionTTM20252024
GXLC
Global X U.S. 500 ETF
0.65%0.30%0.00%
INFO
Harbor PanAgora Dynamic Large Cap Core ETF
0.32%0.35%0.16%

Frequently Asked Questions


With a correlation of 0.98, INFO and GXLC 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 0.35% for INFO.

GXLC has the higher dividend yield at 0.65%, compared with 0.32% for INFO.

They also come from different issuers: Harbor and Global X. Their fees differ too: 0.35% for INFO and 0.02% for GXLC.

Portfolio Optimizer

Find the right allocation for INFO and GXLC

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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