LCF vs. GXLC

Last updated Jun 24, 2026

LCF (Touchstone US Large Cap Focused ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. LCF is actively managed, while GXLC is passively managed. Their correlation of 0.94 suggests significant overlap in exposure. LCF charges 0.70%/yr vs 0.02%/yr for GXLC.

Performance

LCF vs. GXLC - Performance Comparison

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

Returns By Period

In the year-to-date period, LCF achieves a 0.88% return, which is significantly lower than GXLC's 8.31% return.

LCF

• 1D: -0.58%
• 1M: -3.25%
• YTD: 0.88%
• 6M: 0.24%
• 1Y: 14.62%
• 3Y*: 15.56%
• 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)

LCF vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
LCF Touchstone US Large Cap Focused ETF	0.88%	2.38%
GXLC Global X U.S. 500 ETF	8.31%	3.22%

Correlation

The correlation between LCF and GXLC is 0.94, 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	0.94

Return for Risk

LCF vs. GXLC — Risk / Return Rank

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

LCF

LCF Risk / Return Rank: 33
LCF Sharpe Ratio Rank: 36
LCF Sortino Ratio Rank: 34
LCF Omega Ratio Rank: 34
LCF Calmar Ratio Rank: 27
LCF Martin Ratio Rank: 36

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.

LCF vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone US Large Cap Focused ETF (LCF) 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.

	LCF	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.18	—	—
Sortino ratio: Return per unit of downside risk	1.68	—	—
Omega ratio: Gain probability vs. loss probability	1.21	—	—
Calmar ratio: Return relative to maximum drawdown	1.26	—	—
Martin ratio: Return relative to average drawdown	5.04	—	—

Drawdowns

LCF vs. GXLC - Drawdown Comparison

The maximum LCF drawdown since its inception was -18.28%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for LCF and GXLC.

Drawdown Indicators

	LCF	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-18.28%	-9.08%	-9.20%
Max Drawdown (1Y) Largest decline over 1 year	-11.67%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.28%	—	—
Current Drawdown Current decline from peak	-4.54%	-3.05%	-1.49%
Average Drawdown Average peak-to-trough decline	-2.82%	-1.54%	-1.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	—	—

Volatility

Volatility by Period

	LCF	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.85%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.42%	13.85%	-1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.51%	13.85%	+1.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.51%	13.85%	+1.66%

LCF vs. GXLC - Expense Ratio Comparison

LCF has a 0.70% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

LCF vs. GXLC - Dividend Comparison

LCF's dividend yield for the trailing twelve months is around 0.54%, less than GXLC's 0.65% yield.

Position	TTM	2025	2024	2023	2022
GXLC Global X U.S. 500 ETF	0.65%	0.30%	0.00%	0.00%	0.00%
LCF Touchstone US Large Cap Focused ETF	0.54%	0.55%	0.63%	0.71%	0.24%

Frequently Asked Questions

Can I hold both LCF and GXLC in my portfolio?

With a correlation of 0.94, LCF 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.

Which ETF is better, LCF or GXLC?

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, LCF or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.70% for LCF.

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

GXLC has the higher dividend yield at 0.65%, compared with 0.54% for LCF.

What is the main difference between LCF and GXLC?

They also come from different issuers: Touchstone and Global X. Their fees differ too: 0.70% for LCF and 0.02% for GXLC.