BKGI vs. FXU
Compare and contrast key facts about Bny Mellon Global Infrastructure Income ETF (BKGI) and First Trust Utilities AlphaDEX Fund (FXU).
BKGI and FXU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BKGI is an actively managed fund by BNY Mellon. It was launched on Nov 2, 2022. FXU is a passively managed fund by First Trust that tracks the performance of the StrataQuant Utilities Index. It was launched on May 8, 2007.
Performance
BKGI vs. FXU - Performance Comparison
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BKGI vs. FXU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BKGI Bny Mellon Global Infrastructure Income ETF | 10.64% | 37.53% | 12.35% | 9.72% | 8.54% |
FXU First Trust Utilities AlphaDEX Fund | 11.27% | 21.86% | 22.50% | -2.12% | 5.01% |
Returns By Period
In the year-to-date period, BKGI achieves a 10.64% return, which is significantly lower than FXU's 11.27% return.
BKGI
- 1D
- 0.20%
- 1M
- -3.23%
- YTD
- 10.64%
- 6M
- 15.16%
- 1Y
- 32.13%
- 3Y*
- 21.68%
- 5Y*
- —
- 10Y*
- —
FXU
- 1D
- 0.52%
- 1M
- -1.21%
- YTD
- 11.27%
- 6M
- 10.34%
- 1Y
- 23.84%
- 3Y*
- 17.86%
- 5Y*
- 13.51%
- 10Y*
- 9.62%
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BKGI vs. FXU - Expense Ratio Comparison
BKGI has a 0.65% expense ratio, which is higher than FXU's 0.62% expense ratio.
Return for Risk
BKGI vs. FXU — Risk / Return Rank
BKGI
FXU
BKGI vs. FXU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bny Mellon Global Infrastructure Income ETF (BKGI) and First Trust Utilities AlphaDEX Fund (FXU). 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.
| BKGI | FXU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.20 | 1.60 | +0.60 |
Sortino ratioReturn per unit of downside risk | 2.79 | 2.11 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.30 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 3.20 | 2.85 | +0.35 |
Martin ratioReturn relative to average drawdown | 16.13 | 9.41 | +6.72 |
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
| BKGI | FXU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.60 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.66 | 0.43 | +1.23 |
Correlation
The correlation between BKGI and FXU is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BKGI vs. FXU - Dividend Comparison
BKGI's dividend yield for the trailing twelve months is around 2.73%, more than FXU's 2.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKGI Bny Mellon Global Infrastructure Income ETF | 2.73% | 2.65% | 4.55% | 4.55% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FXU First Trust Utilities AlphaDEX Fund | 2.10% | 2.29% | 2.41% | 2.52% | 2.03% | 2.00% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% |
Drawdowns
BKGI vs. FXU - Drawdown Comparison
The maximum BKGI drawdown since its inception was -14.79%, smaller than the maximum FXU drawdown of -49.00%. Use the drawdown chart below to compare losses from any high point for BKGI and FXU.
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Drawdown Indicators
| BKGI | FXU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.79% | -49.00% | +34.21% |
Max Drawdown (1Y)Largest decline over 1 year | -10.35% | -8.57% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.87% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.81% | — |
Current DrawdownCurrent decline from peak | -3.56% | -1.80% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -2.60% | -7.66% | +5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.60% | -0.55% |
Volatility
BKGI vs. FXU - Volatility Comparison
The current volatility for Bny Mellon Global Infrastructure Income ETF (BKGI) is 4.13%, while First Trust Utilities AlphaDEX Fund (FXU) has a volatility of 4.53%. This indicates that BKGI experiences smaller price fluctuations and is considered to be less risky than FXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKGI | FXU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 4.53% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 9.08% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.67% | 14.98% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 16.49% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.06% | 18.29% | -4.23% |