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XCOR vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCOR vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fundx ETF (XCOR) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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

XCOR vs. GSG - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

XCOR
XCOR Risk / Return Rank: 6969
Overall Rank
XCOR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XCOR Sortino Ratio Rank: 7070
Sortino Ratio Rank
XCOR Omega Ratio Rank: 6969
Omega Ratio Rank
XCOR Calmar Ratio Rank: 6363
Calmar Ratio Rank
XCOR Martin Ratio Rank: 7373
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 7171
Overall Rank
GSG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSG Omega Ratio Rank: 6565
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7575
Martin Ratio Rank
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.

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.


XCORGSGDifference
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

XCOR vs. GSG - Sharpe Ratio Comparison

The current XCOR Sharpe Ratio is 2.30, which is comparable to the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of XCOR and GSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XCORGSGDifference

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


XCORGSGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.71%

-56.95%

+56.24%

Average Drawdown

Average peak-to-trough decline

-3.12%

-63.71%

+60.59%

Ulcer Index

Depth 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


XCORGSGDifference

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.


PositionTTM2025202420232022
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.

Portfolio Optimizer

Find the right allocation for XCOR and GSG

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