VTI vs. GXLC

Last updated Jun 21, 2026

VTI (Vanguard Total Stock Market ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - VTI tracks the CRSP US Total Market Index while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. With a 0.99 correlation, they move nearly in lockstep. VTI charges 0.03%/yr vs 0.02%/yr for GXLC.

Performance

VTI vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) 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 stocks are quite close, with VTI having a 10.70% return and GXLC slightly lower at 10.27%.

VTI

• 1D: 1.16%
• 1M: 1.34%
• YTD: 10.70%
• 6M: 10.70%
• 1Y: 27.58%
• 3Y*: 20.67%
• 5Y*: 12.86%
• 10Y*: 15.07%

GXLC

• 1D: 1.19%
• 1M: 1.13%
• YTD: 10.27%
• 6M: 10.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
VTI Vanguard Total Stock Market ETF	10.70%	2.76%
GXLC Global X U.S. 500 ETF	10.27%	3.22%

Correlation

The correlation between VTI 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 Sep 24, 2025	0.99

Return for Risk

VTI vs. GXLC — Risk / Return Rank

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

VTI

VTI Risk / Return Rank: 69
VTI Sharpe Ratio Rank: 70
VTI Sortino Ratio Rank: 67
VTI Omega Ratio Rank: 69
VTI Calmar Ratio Rank: 65
VTI Martin Ratio Rank: 76

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.

VTI vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) 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.

	VTI	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	2.15	—	—
Sortino ratio: Return per unit of downside risk	2.91	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	3.07	—	—
Martin ratio: Return relative to average drawdown	13.75	—	—

Drawdowns

VTI vs. GXLC - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for VTI and GXLC.

Drawdown Indicators

	VTI	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-55.45%	-9.08%	-46.37%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.30%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.36%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.00%	—	—
Current Drawdown Current decline from peak	-1.17%	-1.29%	+0.12%
Average Drawdown Average peak-to-trough decline	-8.01%	-1.53%	-6.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	—	—

Volatility

Volatility by Period

	VTI	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.03%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.74%	13.82%	-1.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.50%	13.82%	+3.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.35%	13.82%	+4.53%

VTI vs. GXLC - Expense Ratio Comparison

VTI has a 0.03% 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

VTI vs. GXLC - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.02%, 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%
VTI Vanguard Total Stock Market ETF	1.02%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both VTI and GXLC in my portfolio?

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

GXLC is cheaper with a 0.02% expense ratio, compared with 0.03% for VTI.

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

VTI has the higher dividend yield at 1.02%, compared with 0.63% for GXLC.

What is the main difference between VTI and GXLC?

VTI tracks CRSP US Total Market Index, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: Vanguard and Global X. Their fees differ too: 0.03% for VTI and 0.02% for GXLC.