SGLC vs. TOLZ
Compare and contrast key facts about SGI U.S. Large Cap Core ETF (SGLC) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ).
SGLC and TOLZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGLC is an actively managed fund by Summit Global Investments. It was launched on Mar 30, 2023. TOLZ is a passively managed fund by ProShares that tracks the performance of the Dow Jones Brookfield Global Infrastructure Composite Index. It was launched on Mar 25, 2014.
Performance
SGLC vs. TOLZ - Performance Comparison
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SGLC vs. TOLZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SGLC SGI U.S. Large Cap Core ETF | -2.12% | 17.30% | 20.19% | 18.93% |
TOLZ ProShares DJ Brookfield Global Infrastructure ETF | 11.35% | 14.76% | 11.67% | 3.35% |
Returns By Period
In the year-to-date period, SGLC achieves a -2.12% return, which is significantly lower than TOLZ's 11.35% return.
SGLC
- 1D
- 1.11%
- 1M
- -3.14%
- YTD
- -2.12%
- 6M
- 2.14%
- 1Y
- 20.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TOLZ
- 1D
- 0.07%
- 1M
- -3.09%
- YTD
- 11.35%
- 6M
- 12.56%
- 1Y
- 18.17%
- 3Y*
- 13.83%
- 5Y*
- 10.33%
- 10Y*
- 8.42%
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SGLC vs. TOLZ - Expense Ratio Comparison
SGLC has a 0.85% expense ratio, which is higher than TOLZ's 0.46% expense ratio.
Return for Risk
SGLC vs. TOLZ — Risk / Return Rank
SGLC
TOLZ
SGLC vs. TOLZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Cap Core ETF (SGLC) and ProShares DJ Brookfield Global Infrastructure ETF (TOLZ). 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.
| SGLC | TOLZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.41 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.90 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.27 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.12 | -0.39 |
Martin ratioReturn relative to average drawdown | 7.51 | 10.39 | -2.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGLC | TOLZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.41 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.75 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.42 | +0.70 |
Correlation
The correlation between SGLC and TOLZ is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SGLC vs. TOLZ - Dividend Comparison
SGLC's dividend yield for the trailing twelve months is around 0.24%, less than TOLZ's 3.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGLC SGI U.S. Large Cap Core ETF | 0.24% | 0.23% | 8.68% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TOLZ ProShares DJ Brookfield Global Infrastructure ETF | 3.66% | 3.99% | 3.53% | 3.34% | 3.01% | 3.28% | 3.16% | 2.96% | 3.63% | 3.30% | 2.62% | 3.67% |
Drawdowns
SGLC vs. TOLZ - Drawdown Comparison
The maximum SGLC drawdown since its inception was -20.24%, smaller than the maximum TOLZ drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for SGLC and TOLZ.
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Drawdown Indicators
| SGLC | TOLZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.24% | -39.33% | +19.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.16% | -8.82% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.33% | — |
Current DrawdownCurrent decline from peak | -6.19% | -3.09% | -3.10% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -6.70% | +4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 1.80% | +1.00% |
Volatility
SGLC vs. TOLZ - Volatility Comparison
SGI U.S. Large Cap Core ETF (SGLC) has a higher volatility of 6.04% compared to ProShares DJ Brookfield Global Infrastructure ETF (TOLZ) at 3.40%. This indicates that SGLC's price experiences larger fluctuations and is considered to be riskier than TOLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGLC | TOLZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 3.40% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 11.11% | 7.28% | +3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.40% | 12.97% | +6.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 13.90% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 16.30% | -0.12% |