PRAY vs. GXLC

Last updated Aug 2, 2026

PRAY (FIS Biblically Responsible Risk Managed ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - PRAY tracks the NONE while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. Their correlation of 0.87 means they have usually moved in the same direction. PRAY charges 0.69%/yr vs 0.02%/yr for GXLC.

Performance

PRAY vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FIS Biblically Responsible Risk Managed ETF (PRAY) 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, PRAY achieves a 12.64% return, which is significantly higher than GXLC's 10.06% return.

PRAY

• 1D: 0.80%
• 1M: 1.10%
• 6M: 8.04%
• YTD: 12.64%
• 1Y: 16.05%
• 3Y*: 13.31%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.74%

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
PRAY FIS Biblically Responsible Risk Managed ETF	$230.70K	$478.28K	$359.91K

PRAY vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
PRAY FIS Biblically Responsible Risk Managed ETF	12.64%	0.68%
GXLC Global X U.S. 500 ETF	10.06%	3.22%

Correlation

The correlation between PRAY and GXLC is 0.87, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.87

Return for Risk

PRAY vs. GXLC — Risk / Return Rank

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

PRAY

PRAY Risk / Return Rank: 48
PRAY Sharpe Ratio Rank: 45
PRAY Sortino Ratio Rank: 47
PRAY Omega Ratio Rank: 43
PRAY Calmar Ratio Rank: 50
PRAY Martin Ratio Rank: 57

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.

PRAY vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FIS Biblically Responsible Risk Managed ETF (PRAY) 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.

	PRAY	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.12	—	—
Sortino ratio: Return per unit of downside risk	1.71	—	—
Omega ratio: Gain probability vs. loss probability	1.20	—	—
Calmar ratio: Return relative to maximum drawdown	1.80	—	—
Martin ratio: Return relative to average drawdown	6.89	—	—

Drawdowns

PRAY vs. GXLC - Drawdown Comparison

The maximum PRAY drawdown since its inception was -21.40%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for PRAY and GXLC.

Drawdown Indicators

	PRAY	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-21.40%	-9.08%	-12.32%
Max Drawdown (1Y) Largest decline over 1 year	-8.80%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.13%	—	—
Current Drawdown Current decline from peak	-2.66%	-1.48%	-1.18%
Average Drawdown Average peak-to-trough decline	-5.33%	-1.58%	-3.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	—	—

Volatility

Volatility by Period

	PRAY	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.62%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.20%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.20%	13.60%	+0.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.08%	13.60%	+2.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.08%	13.60%	+2.48%

PRAY vs. GXLC - Expense Ratio Comparison

PRAY has a 0.69% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

PRAY vs. GXLC - Dividend Comparison

PRAY's dividend yield for the trailing twelve months is around 0.61%, less than GXLC's 0.64% yield.

Position	TTM	2025	2024	2023	2022
GXLC Global X U.S. 500 ETF	0.64%	0.30%	0.00%	0.00%	0.00%
PRAY FIS Biblically Responsible Risk Managed ETF	0.61%	0.69%	0.76%	0.83%	1.20%

Frequently Asked Questions

Can I hold both PRAY and GXLC in my portfolio?

PRAY and GXLC have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRAY 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, PRAY or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.69% for PRAY.

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

GXLC has the higher dividend yield at 0.64%, compared with 0.61% for PRAY.

What is the main difference between PRAY and GXLC?

PRAY tracks NONE, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: Faith Investor Services and Global X. Their fees differ too: 0.69% for PRAY and 0.02% for GXLC.