PTNQ vs. GXLC

Last updated Jun 24, 2026

PTNQ (Pacer Trendpilot 100 ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - PTNQ tracks the Pacer NASDAQ-100 Trendpilot Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. Their correlation of 0.93 suggests significant overlap in exposure. PTNQ charges 0.65%/yr vs 0.02%/yr for GXLC.

Performance

PTNQ vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot 100 ETF (PTNQ) and Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with PTNQ having a 9.62% return and GXLC slightly higher at 9.76%.

PTNQ

• 1D: -3.23%
• 1M: -0.25%
• YTD: 9.62%
• 6M: 8.18%
• 1Y: 26.55%
• 3Y*: 13.52%
• 5Y*: 10.45%
• 10Y*: 16.40%

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)

PTNQ vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
PTNQ Pacer Trendpilot 100 ETF	9.62%	2.69%
GXLC Global X U.S. 500 ETF	9.76%	3.22%

Correlation

The correlation between PTNQ and GXLC is 0.93, 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	0.93

Return for Risk

PTNQ vs. GXLC — Risk / Return Rank

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

PTNQ

PTNQ Risk / Return Rank: 46
PTNQ Sharpe Ratio Rank: 46
PTNQ Sortino Ratio Rank: 42
PTNQ Omega Ratio Rank: 45
PTNQ Calmar Ratio Rank: 48
PTNQ Martin Ratio Rank: 47

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.

PTNQ vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot 100 ETF (PTNQ) 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.

	PTNQ	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.54	—	—
Sortino ratio: Return per unit of downside risk	2.05	—	—
Omega ratio: Gain probability vs. loss probability	1.27	—	—
Calmar ratio: Return relative to maximum drawdown	2.27	—	—
Martin ratio: Return relative to average drawdown	7.49	—	—

Drawdowns

PTNQ vs. GXLC - Drawdown Comparison

The maximum PTNQ drawdown since its inception was -28.07%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for PTNQ and GXLC.

Drawdown Indicators

	PTNQ	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-28.07%	-9.08%	-18.99%
Max Drawdown (1Y) Largest decline over 1 year	-11.76%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.19%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.47%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-28.07%	—	—
Current Drawdown Current decline from peak	-4.12%	-1.76%	-2.36%
Average Drawdown Average peak-to-trough decline	-5.68%	-1.53%	-4.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.55%	—	—

Volatility

Volatility by Period

	PTNQ	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.74%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.70%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.37%	13.79%	+3.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.39%	13.79%	-0.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.51%	13.79%	+2.72%

PTNQ vs. GXLC - Expense Ratio Comparison

PTNQ has a 0.65% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

PTNQ vs. GXLC - Dividend Comparison

PTNQ's dividend yield for the trailing twelve months is around 0.80%, more than GXLC's 0.64% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GXLC Global X U.S. 500 ETF	0.64%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PTNQ Pacer Trendpilot 100 ETF	0.80%	0.88%	1.96%	1.47%	0.62%	0.00%	0.16%	0.44%	0.45%	0.32%	0.30%	0.22%

Frequently Asked Questions

Can I hold both PTNQ and GXLC in my portfolio?

With a correlation of 0.93, PTNQ 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, PTNQ 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, PTNQ or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.65% for PTNQ.

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

PTNQ has the higher dividend yield at 0.80%, compared with 0.64% for GXLC.

What is the main difference between PTNQ and GXLC?

PTNQ tracks Pacer NASDAQ-100 Trendpilot Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: Pacer and Global X. Their fees differ too: 0.65% for PTNQ and 0.02% for GXLC.