XCOR vs. GSG
XCOR (Fundx ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - XCOR is a Large Cap Growth Equities fund actively managed by FundX, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. XCOR is actively managed, while GSG is passively managed. Over the past 3 years, XCOR returned 22.94%/yr vs 19.31%/yr for GSG. At a 0.08 correlation, their price movements are largely independent. XCOR charges 1.27%/yr vs 0.75%/yr for GSG.
Performance
XCOR vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, XCOR achieves a 13.43% return, which is significantly lower than GSG's 42.58% return.
XCOR
- 1D
- -0.71%
- 1M
- 7.51%
- YTD
- 13.43%
- 6M
- 14.00%
- 1Y
- 29.47%
- 3Y*
- 22.94%
- 5Y*
- —
- 10Y*
- —
GSG
- 1D
- 0.77%
- 1M
- -4.83%
- YTD
- 42.58%
- 6M
- 41.06%
- 1Y
- 51.52%
- 3Y*
- 19.31%
- 5Y*
- 15.74%
- 10Y*
- 7.69%
XCOR vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XCOR Fundx ETF | 13.43% | 12.50% | 29.57% | 14.34% | 7.11% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 42.58% | 5.93% | 8.52% | -5.51% | -2.08% |
Correlation
The correlation between XCOR and GSG is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2022 | 0.08 |
The correlation between XCOR and GSG shifts across timeframes, from -0.23 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XCOR vs. GSG — Risk / Return Rank
XCOR
GSG
XCOR vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fundx ETF (XCOR) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.
| XCOR | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.40 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 5.47 | -2.39 |
| Martin ratioReturn relative to average drawdown | 13.62 | 14.39 | -0.77 |
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
| XCOR | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 2.26 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.27 | -0.09 | +1.35 |
Drawdowns
XCOR vs. GSG - Drawdown Comparison
The maximum XCOR drawdown since its inception was -22.54%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for XCOR and GSG.
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Drawdown Indicators
| XCOR | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.54% | -89.62% | +67.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.60% | -9.46% | -0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -22.54% | -14.94% | -7.60% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.64% | — |
Current DrawdownCurrent decline from peak | -0.71% | -56.95% | +56.24% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -63.71% | +60.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 3.59% | -1.42% |
Volatility
XCOR vs. GSG - Volatility Comparison
The current volatility for Fundx ETF (XCOR) is 3.78%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that XCOR experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XCOR | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 7.65% | -3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 20.42% | -10.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.84% | 22.95% | -10.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 22.61% | -5.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 22.03% | -4.98% |
XCOR vs. GSG - Expense Ratio Comparison
XCOR has a 1.27% expense ratio, which is higher than GSG's 0.75% expense ratio.
Dividends
XCOR vs. GSG - Dividend Comparison
XCOR's dividend yield for the trailing twelve months is around 0.38%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XCOR Fundx ETF | 0.38% | 0.43% | 0.00% | 0.95% | 2.52% |
Frequently Asked Questions
XCOR and GSG have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSG has higher volatility (7.65%) compared to XCOR (3.78%). In terms of maximum drawdown, XCOR dropped -22.54% vs GSG's -89.62%.
On 3-year performance, XCOR leads with 22.94% vs 19.31% for GSG. On fees, GSG is cheaper at 0.75% per year. On volatility, XCOR has been the lower-risk option at 3.78%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, XCOR has performed better with a 22.94% return vs 19.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GSG is cheaper with a 0.75% expense ratio, compared with 1.27% for XCOR.
XCOR has the higher dividend yield at 0.38%, compared with 0.00% for GSG.
XCOR is categorized as Large Cap Growth Equities, while GSG is Commodities. They also come from different issuers: FundX and iShares. Their fees differ too: 1.27% for XCOR and 0.75% for GSG.
XCOR currently has the higher Sharpe Ratio (2.30 vs 2.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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