- ISIN
- US33734X1191
- CUSIP
- 33734X119
- Issuer
- First Trust
- Inception Date
- May 8, 2007
- Region
- North America (U.S.)
- Category
- Consumer Staples Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- StrataQuant Consumer Staples Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $221M
Share Price Chart
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Performance
FXG Performance Chart
First Trust Consumer Staples AlphaDEX Fund (FXG) is up 0.8% since the beginning of the year. FXG is currently trading at $61 per share. Investors who bought $1,000 worth of FXG shares 5 years ago would now be looking at an investment worth $1,169.
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Returns By Period
First Trust Consumer Staples AlphaDEX Fund (FXG) has returned 0.81% so far this year and -2.14% over the past 12 months. Over the last ten years, FXG has returned 4.46% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
First Trust Consumer Staples AlphaDEX Fund
- 1D
- -0.92%
- 1M
- -0.82%
- YTD
- 0.81%
- 6M
- -0.08%
- 1Y
- -2.14%
- 3Y*
- 1.52%
- 5Y*
- 3.18%
- 10Y*
- 4.46%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
FXG Monthly Returns History
Based on dividend-adjusted daily data since May 10, 2007, FXG's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.
Historically, 58% of months were positive and 42% were negative. The best month was Apr 2009 with a return of +12.8%, while the worst month was Oct 2008 at -12.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.
On a daily basis, FXG closed higher 51% of trading days. The best single day was Apr 1, 2008 with a return of +13.2%, while the worst single day was Oct 2, 2008 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.55% | 6.31% | -7.72% | 2.18% | -6.73% | 0.25% | 0.81% | ||||||
| 2025 | 1.23% | 0.31% | 0.86% | 0.18% | -2.36% | -0.17% | -0.22% | 2.53% | -2.27% | -2.16% | 2.53% | -2.96% | -2.66% |
| 2024 | -1.49% | 5.15% | 4.96% | -3.22% | 0.61% | -2.88% | 2.96% | 3.11% | 0.36% | -3.68% | 6.45% | -8.12% | 3.21% |
| 2023 | 0.94% | -3.49% | 1.83% | 2.84% | -4.31% | 2.88% | 2.68% | -1.96% | -4.01% | -3.68% | 4.44% | 4.45% | 1.97% |
| 2022 | -0.05% | 0.66% | 2.62% | 1.63% | 0.14% | -5.15% | 3.98% | -1.39% | -9.22% | 11.32% | 4.45% | -4.26% | 3.28% |
| 2021 | 1.53% | 0.40% | 9.62% | 1.09% | 2.23% | -3.71% | -1.39% | 2.22% | -1.62% | 2.19% | -0.38% | 8.44% | 21.73% |
Benchmark Metrics
First Trust Consumer Staples AlphaDEX Fund has an annualized alpha of 3.18%, beta of 0.55, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since May 10, 2007.
- This ETF participated in 70.56% of S&P 500 Index downside but only 69.20% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.55 may look defensive, but with R2 of 0.45 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.45 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 3.18%
- Beta
- 0.55
- R²
- 0.45
- Upside Capture
- 69.20%
- Downside Capture
- 70.56%
Expense Ratio
FXG has an expense ratio of 0.63%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FXG ranks 7 for risk / return — in the bottom 7% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) and compare them to S&P 500 Index.
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.
| FXG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.37 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 2.78 | -2.95 |
| Martin ratioReturn relative to average drawdown | -0.37 | 12.44 | -12.81 |
Dividends
Dividend History
First Trust Consumer Staples AlphaDEX Fund provided a 2.87% dividend yield over the last twelve months, with an annual payout of $1.75 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.75 | $1.71 | $1.09 | $0.89 | $1.15 | $0.85 | $0.73 | $0.82 | $0.97 | $0.65 | $0.78 | $0.74 |
Dividend yield | 2.87% | 2.83% | 1.70% | 1.41% | 1.83% | 1.38% | 1.41% | 1.63% | 2.31% | 1.34% | 1.72% | 1.67% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Consumer Staples AlphaDEX Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.00 | $0.30 | ||||||
| 2025 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.60 | $0.00 | $0.00 | $0.34 | $1.71 |
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.33 | $1.09 |
| 2023 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.31 | $0.89 |
| 2022 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.54 | $1.15 |
| 2021 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.22 | $0.85 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Consumer Staples AlphaDEX Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the First Trust Consumer Staples AlphaDEX Fund was 38.69%, occurring on Mar 6, 2009. Recovery took 270 trading sessions.
The current First Trust Consumer Staples AlphaDEX Fund drawdown is 11.83%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -38.69%Mar 2009 | 1y 8mo | 1y 26d | 2y 9moJun 2007 - Apr 2010 |
COVID crash2020 | -27.54%Mar 2020 | 2mo 24d | 4mo 14d | 7mo 8dDec 2019 - Aug 2020 |
Rate-hike selloffLate 2018 | -19.27%Dec 2018 | 10mo 29d | 12mo 1d | 1y 10moJan 2018 - Dec 2019 |
Bear market2022 | -15.70%Sep 2022 | 5mo 12d | 1y 5mo | 1y 10moApr 2022 - Mar 2024 |
2011 correction2011 | -15.25%Oct 2011 | 2mo 27d | 1y 1mo | 1y 4moJul 2011 - Nov 2012 |
Drawdown Indicators
| FXG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -56.78% | +18.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -9.10% | -3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -12.75% | -18.90% | +6.15% |
Max Drawdown (5Y)Largest decline over 5 years | -15.70% | -25.43% | +9.73% |
Max Drawdown (10Y)Largest decline over 10 years | -27.54% | -33.92% | +6.38% |
Current DrawdownCurrent decline from peak | -11.83% | -1.80% | -10.03% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -10.71% | +4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.83% | 2.03% | +3.80% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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