LGH vs. GXLC

Last updated Aug 2, 2026

LGH (HCM Defender 500 Index ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - LGH tracks the HCM Defender 500 Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. Their 0.97 correlation means they have historically moved very closely together. LGH charges 1.23%/yr vs 0.02%/yr for GXLC.

Performance

LGH vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HCM Defender 500 Index ETF (LGH) 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, LGH achieves a 3.14% return, which is significantly lower than GXLC's 10.06% return.

LGH

• 1D: 1.25%
• 1M: 0.44%
• 6M: 1.93%
• YTD: 3.14%
• 1Y: 17.02%
• 3Y*: 16.60%
• 5Y*: 9.61%
• 10Y*: —
• ALL TIME*: 15.08%

GXLC

• 1D: 0.86%
• 1M: 0.20%
• 6M: 8.81%
• YTD: 10.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*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	$27.98K	$20.23K	$17.31K
LGH HCM Defender 500 Index ETF	$1.20M	$1.69M	$1.63M

LGH vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
LGH HCM Defender 500 Index ETF	3.14%	3.59%
GXLC Global X U.S. 500 ETF	10.06%	3.22%

Correlation

The correlation between LGH and GXLC is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.97

Return for Risk

LGH vs. GXLC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LGH

LGH Risk / Return Rank: 34
LGH Sharpe Ratio Rank: 34
LGH Sortino Ratio Rank: 32
LGH Omega Ratio Rank: 32
LGH Calmar Ratio Rank: 37
LGH Martin Ratio Rank: 37

GXLC

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

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.

LGH vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HCM Defender 500 Index ETF (LGH) 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.

	LGH	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	0.84	—	—
Sortino ratio: Return per unit of downside risk	1.21	—	—
Omega ratio: Gain probability vs. loss probability	1.15	—	—
Calmar ratio: Return relative to maximum drawdown	1.27	—	—
Martin ratio: Return relative to average drawdown	3.81	—	—

Drawdowns

LGH vs. GXLC - Drawdown Comparison

The maximum LGH drawdown since its inception was -29.60%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for LGH and GXLC.

Drawdown Indicators

	LGH	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-29.60%	-9.08%	-20.52%
Max Drawdown (1Y) Largest decline over 1 year	-11.29%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.42%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.38%	—	—
Current Drawdown Current decline from peak	-2.52%	-1.48%	-1.04%
Average Drawdown Average peak-to-trough decline	-9.27%	-1.58%	-7.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	—	—

Volatility

Volatility by Period

	LGH	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.17%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.64%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.00%	13.60%	+3.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.73%	13.60%	+3.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.82%	13.60%	+6.22%

LGH vs. GXLC - Expense Ratio Comparison

LGH has a 1.23% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

LGH vs. GXLC - Dividend Comparison

LGH's dividend yield for the trailing twelve months is around 0.37%, less than GXLC's 0.64% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
GXLC Global X U.S. 500 ETF	0.64%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LGH HCM Defender 500 Index ETF	0.37%	0.38%	0.40%	0.63%	0.61%	0.14%	0.23%	0.01%

Frequently Asked Questions

Can I hold both LGH and GXLC in my portfolio?

With a correlation of 0.97, LGH 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, LGH 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, LGH or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 1.23% for LGH.

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

GXLC has the higher dividend yield at 0.64%, compared with 0.37% for LGH.

What is the main difference between LGH and GXLC?

LGH tracks HCM Defender 500 Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: Howard Capital Management and Global X. Their fees differ too: 1.23% for LGH and 0.02% for GXLC.