PRMR vs. GXLC
PRMR (PeakShares RMR Prime Equity ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. PRMR is actively managed, while GXLC is passively managed. Their correlation of 0.92 suggests significant overlap in exposure. PRMR charges 1.05%/yr vs 0.02%/yr for GXLC.
Performance
PRMR vs. GXLC - Performance Comparison
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Returns By Period
In the year-to-date period, PRMR achieves a 7.24% return, which is significantly lower than GXLC's 8.50% return.
PRMR
- 1D
- -3.37%
- 1M
- 3.34%
- YTD
- 7.24%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GXLC
- 1D
- -2.61%
- 1M
- 0.60%
- YTD
- 8.50%
- 6M
- 8.24%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PRMR vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PRMR PeakShares RMR Prime Equity ETF | 7.24% | -0.32% |
GXLC Global X U.S. 500 ETF | 8.50% | 0.12% |
Correlation
The correlation between PRMR and GXLC 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 Dec 10, 2025 | 0.92 |
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Return for Risk
PRMR vs. GXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PeakShares RMR Prime Equity ETF (PRMR) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| PRMR | GXLC | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 1.30 | -0.25 |
Drawdowns
PRMR vs. GXLC - Drawdown Comparison
The maximum PRMR drawdown since its inception was -9.41%, roughly equal to the maximum GXLC drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for PRMR and GXLC.
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Drawdown Indicators
| PRMR | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.41% | -9.08% | -0.33% |
Current DrawdownCurrent decline from peak | -4.24% | -2.88% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -1.50% | -0.97% |
Volatility
PRMR vs. GXLC - Volatility Comparison
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Volatility by Period
| PRMR | GXLC | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 14.04% | 13.63% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 13.63% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.04% | 13.63% | +0.41% |
PRMR vs. GXLC - Expense Ratio Comparison
PRMR has a 1.05% expense ratio, which is higher than GXLC's 0.02% expense ratio.
Dividends
PRMR vs. GXLC - Dividend Comparison
PRMR has not paid dividends to shareholders, while GXLC's dividend yield for the trailing twelve months is around 0.64%.
| Position | TTM | 2025 |
|---|---|---|
GXLC Global X U.S. 500 ETF | 0.64% | 0.30% |
PRMR PeakShares RMR Prime Equity ETF | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, PRMR 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 1.05% for PRMR.
GXLC has the higher dividend yield at 0.64%, compared with 0.00% for PRMR.
They also come from different issuers: PeakShares and Global X. Their fees differ too: 1.05% for PRMR and 0.02% for GXLC.
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