PSCX vs. GXLC

Last updated Jun 23, 2026

PSCX (Pacer Swan SOS Conservative (December) ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. PSCX is actively managed, while GXLC is passively managed. Their correlation of 0.92 suggests significant overlap in exposure. PSCX charges 0.75%/yr vs 0.02%/yr for GXLC.

Performance

PSCX vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (December) ETF (PSCX) 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, PSCX achieves a 4.98% return, which is significantly lower than GXLC's 9.76% return.

PSCX

• 1D: -0.12%
• 1M: 0.42%
• YTD: 4.98%
• 6M: 5.15%
• 1Y: 15.32%
• 3Y*: 12.42%
• 5Y*: 8.36%
• 10Y*: —

GXLC

• 1D: -0.47%
• 1M: 0.20%
• YTD: 9.76%
• 6M: 9.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSCX vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
PSCX Pacer Swan SOS Conservative (December) ETF	4.98%	3.31%
GXLC Global X U.S. 500 ETF	9.76%	3.22%

Correlation

The correlation between PSCX 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 Sep 24, 2025	0.92

Return for Risk

PSCX vs. GXLC — Risk / Return Rank

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

PSCX

PSCX Risk / Return Rank: 86
PSCX Sharpe Ratio Rank: 87
PSCX Sortino Ratio Rank: 91
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 74
PSCX Martin Ratio Rank: 88

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.

PSCX vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (December) ETF (PSCX) 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.

	PSCX	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	2.74	—	—
Sortino ratio: Return per unit of downside risk	4.06	—	—
Omega ratio: Gain probability vs. loss probability	1.56	—	—
Calmar ratio: Return relative to maximum drawdown	3.66	—	—
Martin ratio: Return relative to average drawdown	18.42	—	—

Drawdowns

PSCX vs. GXLC - Drawdown Comparison

The maximum PSCX drawdown since its inception was -10.20%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for PSCX and GXLC.

Drawdown Indicators

	PSCX	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-10.20%	-9.08%	-1.12%
Max Drawdown (1Y) Largest decline over 1 year	-4.20%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-9.61%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-10.20%	—	—
Current Drawdown Current decline from peak	-0.26%	-1.76%	+1.50%
Average Drawdown Average peak-to-trough decline	-1.85%	-1.53%	-0.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.83%	—	—

Volatility

Volatility by Period

	PSCX	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.71%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.49%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.63%	13.79%	-8.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.11%	13.79%	-6.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.97%	13.79%	-6.82%

PSCX vs. GXLC - Expense Ratio Comparison

PSCX has a 0.75% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

PSCX vs. GXLC - Dividend Comparison

PSCX 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%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSCX and GXLC in my portfolio?

With a correlation of 0.92, PSCX 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, PSCX 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, PSCX or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.75% for PSCX.

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

GXLC has the higher dividend yield at 0.64%, compared with 0.00% for PSCX.

What is the main difference between PSCX and GXLC?

They also come from different issuers: Pacer and Global X. Their fees differ too: 0.75% for PSCX and 0.02% for GXLC.