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TACU vs. GXLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TACU vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Active Core U.S. Equity ETF (TACU) and Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TACU achieves a 8.39% return, which is significantly lower than GXLC's 8.98% return.


TACU

1D
-1.27%
1M
0.66%
YTD
8.39%
6M
10.39%
1Y
3Y*
5Y*
10Y*

GXLC

1D
-1.23%
1M
0.66%
YTD
8.98%
6M
11.13%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TACU vs. GXLC - Yearly Performance Comparison


2026 (YTD)2025
TACU
T. Rowe Price Active Core U.S. Equity ETF
8.39%-0.70%
GXLC
Global X U.S. 500 ETF
8.98%-0.58%

Correlation

The correlation between TACU and GXLC is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.99

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Return for Risk

TACU vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Active Core U.S. Equity ETF (TACU) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TACU vs. GXLC - Sharpe Ratio Comparison


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Drawdowns

TACU vs. GXLC - Drawdown Comparison

The maximum TACU drawdown since its inception was -8.91%, roughly equal to the maximum GXLC drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for TACU and GXLC.


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Drawdown Indicators


TACUGXLCDifference

Max Drawdown

Largest peak-to-trough decline

-8.91%

-9.08%

+0.17%

Current Drawdown

Current decline from peak

-2.25%

-2.45%

+0.20%

Average Drawdown

Average peak-to-trough decline

-1.60%

-1.53%

-0.07%

Volatility

TACU vs. GXLC - Volatility Comparison


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Volatility by Period


TACUGXLCDifference

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

13.79%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

13.79%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.94%

13.79%

+0.15%

TACU vs. GXLC - Expense Ratio Comparison

TACU has a 0.14% expense ratio, which is higher than GXLC's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TACU vs. GXLC - Dividend Comparison

TACU has not paid dividends to shareholders, while GXLC's dividend yield for the trailing twelve months is around 0.64%.


PositionTTM2025
GXLC
Global X U.S. 500 ETF
0.64%0.30%
TACU
T. Rowe Price Active Core U.S. Equity ETF
0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, TACU 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.

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.

GXLC is cheaper with a 0.02% expense ratio, compared with 0.14% for TACU.

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

They also come from different issuers: T. Rowe Price and Global X. Their fees differ too: 0.14% for TACU and 0.02% for GXLC.

Portfolio Optimizer

Find the right allocation for TACU and GXLC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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