PSFD vs. GXLC

Last updated Jun 19, 2026

PSFD (Pacer Swan SOS Flex (December) ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. PSFD is actively managed, while GXLC is passively managed. Their correlation of 0.94 suggests significant overlap in exposure. PSFD charges 0.75%/yr vs 0.02%/yr for GXLC.

Performance

PSFD vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (December) ETF (PSFD) 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, PSFD achieves a 6.48% return, which is significantly lower than GXLC's 10.27% return.

PSFD

• 1D: 0.63%
• 1M: 1.32%
• YTD: 6.48%
• 6M: 7.08%
• 1Y: 17.56%
• 3Y*: 14.19%
• 5Y*: 11.88%
• 10Y*: —

GXLC

• 1D: 1.19%
• 1M: 2.53%
• YTD: 10.27%
• 6M: 11.51%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSFD vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
PSFD Pacer Swan SOS Flex (December) ETF	6.48%	3.37%
GXLC Global X U.S. 500 ETF	10.27%	3.22%

Correlation

The correlation between PSFD 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

PSFD vs. GXLC — Risk / Return Rank

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

PSFD

PSFD Risk / Return Rank: 81
PSFD Sharpe Ratio Rank: 84
PSFD Sortino Ratio Rank: 88
PSFD Omega Ratio Rank: 89
PSFD Calmar Ratio Rank: 64
PSFD Martin Ratio Rank: 81

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.

PSFD vs. GXLC - Risk-Adjusted Trends Comparison

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

	PSFD	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	2.54	—	—
Sortino ratio: Return per unit of downside risk	3.70	—	—
Omega ratio: Gain probability vs. loss probability	1.52	—	—
Calmar ratio: Return relative to maximum drawdown	3.00	—	—
Martin ratio: Return relative to average drawdown	15.13	—	—

Drawdowns

PSFD vs. GXLC - Drawdown Comparison

The maximum PSFD drawdown since its inception was -14.94%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for PSFD and GXLC.

Drawdown Indicators

	PSFD	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-14.94%	-9.08%	-5.86%
Max Drawdown (1Y) Largest decline over 1 year	-5.88%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.26%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-14.94%	—	—
Current Drawdown Current decline from peak	-0.20%	-1.29%	+1.09%
Average Drawdown Average peak-to-trough decline	-2.00%	-1.53%	-0.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.16%	—	—

Volatility

Volatility by Period

	PSFD	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.19%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.98%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.95%	13.82%	-6.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.51%	13.82%	-3.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.42%	13.82%	-3.40%

PSFD vs. GXLC - Expense Ratio Comparison

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

Dividends

PSFD vs. GXLC - Dividend Comparison

PSFD has not paid dividends to shareholders, while GXLC's dividend yield for the trailing twelve months is around 0.63%.

Position	TTM	2025
GXLC Global X U.S. 500 ETF	0.63%	0.30%
PSFD Pacer Swan SOS Flex (December) ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSFD and GXLC in my portfolio?

With a correlation of 0.94, PSFD 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, PSFD 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, PSFD or GXLC?

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

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

GXLC has the higher dividend yield at 0.63%, compared with 0.00% for PSFD.

What is the main difference between PSFD and GXLC?

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