XRLX vs. GSG
XRLX (FundX Conservative ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - XRLX is a Tactical Allocation fund actively managed by FundX, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. XRLX is actively managed, while GSG is passively managed. Over the past year, XRLX returned 17.90% vs 51.52% for GSG. At a correlation of -0.03, they often move in opposite directions. XRLX charges 1.63%/yr vs 0.75%/yr for GSG.
Performance
XRLX vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, XRLX achieves a 7.85% return, which is significantly lower than GSG's 42.58% return.
XRLX
- 1D
- -0.47%
- 1M
- 4.47%
- YTD
- 7.85%
- 6M
- 8.12%
- 1Y
- 17.90%
- 3Y*
- —
- 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%
XRLX vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XRLX FundX Conservative ETF | 7.85% | 7.85% | 17.61% | 7.14% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 42.58% | 5.93% | 8.52% | -8.23% |
Correlation
The correlation between XRLX and GSG is -0.24, 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 | -0.24 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2023 | -0.03 |
Over the past year, the inverse relationship between XRLX and GSG has strengthened: their correlation has moved from -0.03 to -0.24, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
XRLX vs. GSG — Risk / Return Rank
XRLX
GSG
XRLX vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FundX Conservative ETF (XRLX) 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.
| XRLX | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.40 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 5.47 | -2.61 |
| Martin ratioReturn relative to average drawdown | 12.92 | 14.39 | -1.47 |
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
| XRLX | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 2.26 | -0.04 |
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 | 1.41 | -0.09 | +1.50 |
Drawdowns
XRLX vs. GSG - Drawdown Comparison
The maximum XRLX drawdown since its inception was -15.33%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for XRLX and GSG.
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Drawdown Indicators
| XRLX | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.33% | -89.62% | +74.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.28% | -9.46% | +3.18% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.94% | — |
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 | -0.47% | -56.95% | +56.48% |
Average DrawdownAverage peak-to-trough decline | -1.70% | -63.71% | +62.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 3.59% | -2.20% |
Volatility
XRLX vs. GSG - Volatility Comparison
The current volatility for FundX Conservative ETF (XRLX) is 2.59%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that XRLX 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
| XRLX | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.59% | 7.65% | -5.06% |
Volatility (6M)Calculated over the trailing 6-month period | 6.65% | 20.42% | -13.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.10% | 22.95% | -14.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.05% | 22.61% | -11.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.05% | 22.03% | -10.98% |
XRLX vs. GSG - Expense Ratio Comparison
XRLX has a 1.63% expense ratio, which is higher than GSG's 0.75% expense ratio.
Dividends
XRLX vs. GSG - Dividend Comparison
XRLX's dividend yield for the trailing twelve months is around 2.57%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% |
XRLX FundX Conservative ETF | 2.57% | 2.77% | 1.66% | 1.68% |
Frequently Asked Questions
XRLX and GSG have a correlation of -0.24, 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 XRLX (2.59%). In terms of maximum drawdown, XRLX dropped -15.33% vs GSG's -89.62%.
On 1-year performance, GSG leads with 51.52% vs 17.90% for XRLX. On fees, GSG is cheaper at 0.75% per year. On volatility, XRLX has been the lower-risk option at 2.59%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GSG has performed better with a 51.52% return vs 17.90%. 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 1.63% for XRLX.
XRLX has the higher dividend yield at 2.57%, compared with 0.00% for GSG.
XRLX is categorized as Tactical Allocation, while GSG is Commodities. They also come from different issuers: FundX and iShares. Their fees differ too: 1.63% for XRLX and 0.75% for GSG.
GSG currently has the higher Sharpe Ratio (2.26 vs 2.22), 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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