TDVG vs. GXLC
TDVG (T. Rowe Price Dividend Growth ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. TDVG is actively managed, while GXLC is passively managed. Their 0.75 correlation means they have sometimes moved together and sometimes differently. TDVG charges 0.50%/yr vs 0.02%/yr for GXLC.
Performance
TDVG vs. GXLC - Performance Comparison
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Returns By Period
In the year-to-date period, TDVG achieves a 10.93% return, which is significantly higher than GXLC's 10.06% return.
TDVG
- 1D
- -0.24%
- 1M
- 0.47%
- 6M
- 9.09%
- YTD
- 10.93%
- 1Y
- 19.23%
- 3Y*
- 14.55%
- 5Y*
- 10.00%
- 10Y*
- —
- ALL TIME*
- 13.28%
GXLC
- 1D
- 0.86%
- 1M
- 0.20%
- 6M
- 8.81%
- YTD
- 10.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $27.98K | $20.23K | $17.31K | |
| $2.11M | $3.07M | $2.63M |
TDVG vs. GXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TDVG T. Rowe Price Dividend Growth ETF | 10.93% | 3.07% |
GXLC Global X U.S. 500 ETF | 10.06% | 3.22% |
Correlation
The correlation between TDVG and GXLC is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.75 |
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Return for Risk
TDVG vs. GXLC — Risk / Return Rank
TDVG
GXLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TDVG vs. GXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth ETF (TDVG) 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.
| TDVG | GXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.34 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | — | — |
| Martin ratioReturn relative to average drawdown | 10.48 | — | — |
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Drawdowns
TDVG vs. GXLC - Drawdown Comparison
The maximum TDVG drawdown since its inception was -19.20%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for TDVG and GXLC.
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Drawdown Indicators
| TDVG | GXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.20% | -9.08% | -10.12% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.20% | — | — |
Current DrawdownCurrent decline from peak | -0.92% | -1.48% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -3.67% | -1.58% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | — | — |
Volatility
TDVG vs. GXLC - Volatility Comparison
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Volatility by Period
| TDVG | GXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.30% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.74% | 13.60% | -3.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 13.60% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.81% | 13.60% | +0.21% |
TDVG vs. GXLC - Expense Ratio Comparison
TDVG has a 0.50% expense ratio, which is higher than GXLC's 0.02% expense ratio.
Dividends
TDVG vs. GXLC - Dividend Comparison
TDVG's dividend yield for the trailing twelve months is around 0.96%, more than GXLC's 0.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
GXLC Global X U.S. 500 ETF | 0.64% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDVG T. Rowe Price Dividend Growth ETF | 0.96% | 1.00% | 1.06% | 1.31% | 1.15% | 0.80% | 0.40% |
Frequently Asked Questions
TDVG and GXLC have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.50% for TDVG.
TDVG has the higher dividend yield at 0.96%, compared with 0.64% for GXLC.
They also come from different issuers: T. Rowe Price and Global X. Their fees differ too: 0.50% for TDVG and 0.02% for GXLC.
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