XCOR vs. IUSG

Last updated Jun 4, 2026

XCOR (Fundx ETF) and IUSG (iShares Core S&P U.S. Growth ETF) are both Large Cap Growth Equities funds. XCOR is actively managed, while IUSG is passively managed. Over the past 3 years, XCOR returned 22.94%/yr vs 27.59%/yr for IUSG. Their correlation of 0.94 suggests significant overlap in exposure. XCOR charges 1.27%/yr vs 0.04%/yr for IUSG.

Performance

XCOR vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fundx ETF (XCOR) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with XCOR having a 13.43% return and IUSG slightly higher at 14.08%.

XCOR

• 1D: -0.71%
• 1M: 7.51%
• YTD: 13.43%
• 6M: 14.00%
• 1Y: 29.47%
• 3Y*: 22.94%
• 5Y*: —
• 10Y*: —

IUSG

• 1D: -0.89%
• 1M: 7.35%
• YTD: 14.08%
• 6M: 13.91%
• 1Y: 33.89%
• 3Y*: 27.59%
• 5Y*: 15.69%
• 10Y*: 17.88%

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

XCOR vs. IUSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XCOR Fundx ETF	13.43%	12.50%	29.57%	14.34%	7.11%
IUSG iShares Core S&P U.S. Growth ETF	14.08%	21.23%	34.70%	29.28%	0.34%

Correlation

The correlation between XCOR and IUSG is 0.95 - 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 (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (All Time) Calculated using the full available price history since Oct 18, 2022	0.94

The correlation between XCOR and IUSG has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

XCOR vs. IUSG - Sectors Allocation Comparison

Sectors	XCOR	IUSG
Technology	39.0%	48.0%
Financial Services	12.7%	8.8%
Communication Services	12.2%	17.1%
Consumer Cyclical	10.4%	9.3%
Healthcare	6.1%	6.2%
Industrials	5.4%	7.5%
Consumer Defensive	4.9%	1.0%
Energy	3.8%	0.2%
Utilities	2.4%	0.5%
Basic Materials	2.1%	0.5%
Real Estate	1.0%	0.9%

Return for Risk

XCOR vs. IUSG — Risk / Return Rank

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

XCOR

XCOR Risk / Return Rank: 69
XCOR Sharpe Ratio Rank: 71
XCOR Sortino Ratio Rank: 70
XCOR Omega Ratio Rank: 69
XCOR Calmar Ratio Rank: 63
XCOR Martin Ratio Rank: 73

IUSG

IUSG Risk / Return Rank: 59
IUSG Sharpe Ratio Rank: 64
IUSG Sortino Ratio Rank: 61
IUSG Omega Ratio Rank: 60
IUSG Calmar Ratio Rank: 52
IUSG Martin Ratio Rank: 61

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. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundx ETF (XCOR) and iShares Core S&P U.S. Growth ETF (IUSG). 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	IUSG	Difference
Sharpe ratio: Return per unit of total volatility	2.30	2.17	+0.14
Sortino ratio: Return per unit of downside risk	3.17	2.93	+0.24
Omega ratio: Gain probability vs. loss probability	1.41	1.37	+0.04
Calmar ratio: Return relative to maximum drawdown	3.08	2.61	+0.48
Martin ratio: Return relative to average drawdown	13.62	11.09	+2.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XCOR vs. IUSG - Sharpe Ratio Comparison

The current XCOR Sharpe Ratio is 2.30, which is comparable to the IUSG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of XCOR and IUSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XCOR	IUSG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	2.17	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.27	0.38	+0.89

Drawdowns

XCOR vs. IUSG - Drawdown Comparison

The maximum XCOR drawdown since its inception was -22.54%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for XCOR and IUSG.

Drawdown Indicators

	XCOR	IUSG	Difference
Max Drawdown Largest peak-to-trough decline	-22.54%	-63.41%	+40.87%
Max Drawdown (1Y) Largest decline over 1 year	-9.60%	-13.07%	+3.47%
Max Drawdown (3Y) Largest decline over 3 years	-22.54%	-22.28%	-0.26%
Max Drawdown (5Y) Largest decline over 5 years	—	-32.21%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.35%	—
Current Drawdown Current decline from peak	-0.71%	-0.98%	+0.27%
Average Drawdown Average peak-to-trough decline	-3.12%	-21.44%	+18.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	3.06%	-0.89%

Volatility

XCOR vs. IUSG - Volatility Comparison

The current volatility for Fundx ETF (XCOR) is 3.78%, while iShares Core S&P U.S. Growth ETF (IUSG) has a volatility of 4.23%. This indicates that XCOR experiences smaller price fluctuations and is considered to be less risky than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XCOR	IUSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	4.23%	-0.45%
Volatility (6M) Calculated over the trailing 6-month period	10.17%	12.23%	-2.06%
Volatility (1Y) Calculated over the trailing 1-year period	12.84%	15.72%	-2.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.05%	20.87%	-3.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.05%	20.40%	-3.35%

XCOR vs. IUSG - Expense Ratio Comparison

XCOR has a 1.27% expense ratio, which is higher than IUSG's 0.04% expense ratio.

Dividends

XCOR vs. IUSG - Dividend Comparison

XCOR's dividend yield for the trailing twelve months is around 0.38%, less than IUSG's 0.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSG iShares Core S&P U.S. Growth ETF	0.47%	0.53%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%
XCOR Fundx ETF	0.38%	0.43%	0.00%	0.95%	2.52%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XCOR and IUSG in my portfolio?

With a correlation of 0.95, XCOR and IUSG 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 is riskier, XCOR or IUSG?

IUSG has higher volatility (4.23%) compared to XCOR (3.78%). In terms of maximum drawdown, XCOR dropped -22.54% vs IUSG's -63.41%.

Which ETF is better, XCOR or IUSG?

On 3-year performance, IUSG leads with 27.59% vs 22.94% for XCOR. On fees, IUSG is cheaper at 0.04% 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.

Which ETF has performed better, XCOR or IUSG?

Over the 3-year period, IUSG has performed better with a 27.59% return vs 22.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XCOR or IUSG?

IUSG is cheaper with a 0.04% expense ratio, compared with 1.27% for XCOR.

Which ETF pays a higher dividend yield, XCOR or IUSG?

IUSG has the higher dividend yield at 0.47%, compared with 0.38% for XCOR.

What is the main difference between XCOR and IUSG?

They also come from different issuers: FundX and iShares. Their fees differ too: 1.27% for XCOR and 0.04% for IUSG.

Which has better risk-adjusted returns?

XCOR currently has the higher Sharpe Ratio (2.30 vs 2.17), 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.