PTLC vs. GXLC

Last updated Aug 4, 2026

PTLC (Pacer Trendpilot US Large Cap ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - PTLC tracks the Pacer Trendpilot U.S. Large Cap Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. Their 0.99 correlation means they have historically moved very closely together. PTLC charges 0.60%/yr vs 0.02%/yr for GXLC.

Performance

PTLC vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Large Cap ETF (PTLC) 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, PTLC achieves a 6.30% return, which is significantly lower than GXLC's 11.54% return.

PTLC

• 1D: 1.44%
• 1M: 1.62%
• 6M: 4.27%
• YTD: 6.30%
• 1Y: 17.02%
• 3Y*: 13.45%
• 5Y*: 9.99%
• 10Y*: 10.89%
• ALL TIME*: 9.07%

GXLC

• 1D: 1.34%
• 1M: 1.54%
• 6M: 9.67%
• YTD: 11.54%
• 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	$25.69K	$21.89K	$18.29K
PTLC Pacer Trendpilot US Large Cap ETF	$5.24M	$5.46M	$6.01M

PTLC vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
PTLC Pacer Trendpilot US Large Cap ETF	6.30%	2.95%
GXLC Global X U.S. 500 ETF	11.54%	3.22%

Correlation

The correlation between PTLC and GXLC is 0.99 - 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	0.99

Return for Risk

PTLC vs. GXLC — Risk / Return Rank

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

PTLC

PTLC Risk / Return Rank: 55
PTLC Sharpe Ratio Rank: 56
PTLC Sortino Ratio Rank: 52
PTLC Omega Ratio Rank: 54
PTLC Calmar Ratio Rank: 53
PTLC Martin Ratio Rank: 59

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.

PTLC vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) 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.

	PTLC	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.40	—	—
Sortino ratio: Return per unit of downside risk	1.90	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	1.95	—	—
Martin ratio: Return relative to average drawdown	7.22	—	—

Drawdowns

PTLC vs. GXLC - Drawdown Comparison

The maximum PTLC drawdown since its inception was -26.63%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for PTLC and GXLC.

Drawdown Indicators

	PTLC	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-26.63%	-9.08%	-17.55%
Max Drawdown (1Y) Largest decline over 1 year	-8.77%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.17%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-15.17%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-26.63%	—	—
Current Drawdown Current decline from peak	-0.02%	-0.16%	+0.14%
Average Drawdown Average peak-to-trough decline	-5.59%	-1.57%	-4.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.36%	—	—

Volatility

Volatility by Period

	PTLC	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.72%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.44%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.25%	13.64%	-1.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.90%	13.64%	-1.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.18%	13.64%	-0.46%

PTLC vs. GXLC - Expense Ratio Comparison

PTLC has a 0.60% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

PTLC vs. GXLC - Dividend Comparison

PTLC's dividend yield for the trailing twelve months is around 1.00%, more than GXLC's 0.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GXLC Global X U.S. 500 ETF	0.63%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PTLC Pacer Trendpilot US Large Cap ETF	1.00%	1.06%	0.67%	1.18%	1.26%	0.73%	1.08%	1.10%	1.00%	0.97%	1.08%	0.42%

Frequently Asked Questions

Can I hold both PTLC and GXLC in my portfolio?

With a correlation of 0.99, PTLC 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, PTLC 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, PTLC or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.60% for PTLC.

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

PTLC has the higher dividend yield at 1.00%, compared with 0.63% for GXLC.

What is the main difference between PTLC and GXLC?

PTLC tracks Pacer Trendpilot U.S. Large Cap Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: Pacer and Global X. Their fees differ too: 0.60% for PTLC and 0.02% for GXLC.