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CLIX vs. FXG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CLIX and FXG is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

CLIX vs. FXG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Long Online/Short Stores ETF (CLIX) and First Trust Consumer Staples AlphaDEX Fund (FXG). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
11.44%
61.02%
CLIX
FXG

Key characteristics

Sharpe Ratio

CLIX:

0.42

FXG:

-0.16

Sortino Ratio

CLIX:

0.69

FXG:

-0.14

Omega Ratio

CLIX:

1.09

FXG:

0.98

Calmar Ratio

CLIX:

0.14

FXG:

-0.18

Martin Ratio

CLIX:

1.85

FXG:

-0.39

Ulcer Index

CLIX:

4.59%

FXG:

4.88%

Daily Std Dev

CLIX:

20.06%

FXG:

11.95%

Max Drawdown

CLIX:

-73.21%

FXG:

-38.69%

Current Drawdown

CLIX:

-57.32%

FXG:

-5.30%

Returns By Period

In the year-to-date period, CLIX achieves a -4.04% return, which is significantly lower than FXG's 3.06% return.


CLIX

YTD

-4.04%

1M

-8.49%

6M

-7.53%

1Y

7.95%

5Y*

-4.03%

10Y*

N/A

FXG

YTD

3.06%

1M

2.09%

6M

-1.76%

1Y

-1.40%

5Y*

12.28%

10Y*

5.59%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CLIX vs. FXG - Expense Ratio Comparison

CLIX has a 0.65% expense ratio, which is higher than FXG's 0.63% expense ratio.


CLIX
ProShares Long Online/Short Stores ETF
Expense ratio chart for CLIX: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CLIX: 0.65%
Expense ratio chart for FXG: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXG: 0.63%

Risk-Adjusted Performance

CLIX vs. FXG — Risk-Adjusted Performance Rank

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

CLIX
The Risk-Adjusted Performance Rank of CLIX is 4141
Overall Rank
The Sharpe Ratio Rank of CLIX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of CLIX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of CLIX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of CLIX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of CLIX is 4949
Martin Ratio Rank

FXG
The Risk-Adjusted Performance Rank of FXG is 1212
Overall Rank
The Sharpe Ratio Rank of FXG is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of FXG is 1111
Sortino Ratio Rank
The Omega Ratio Rank of FXG is 1111
Omega Ratio Rank
The Calmar Ratio Rank of FXG is 1111
Calmar Ratio Rank
The Martin Ratio Rank of FXG is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CLIX vs. FXG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Long Online/Short Stores ETF (CLIX) and First Trust Consumer Staples AlphaDEX Fund (FXG). 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.


Sharpe ratio
The chart of Sharpe ratio for CLIX, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.005.00
CLIX: 0.42
FXG: -0.12
The chart of Sortino ratio for CLIX, currently valued at 0.69, compared to the broader market-2.000.002.004.006.008.0010.0012.00
CLIX: 0.69
FXG: -0.08
The chart of Omega ratio for CLIX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
CLIX: 1.09
FXG: 0.99
The chart of Calmar ratio for CLIX, currently valued at 0.14, compared to the broader market0.005.0010.0015.00
CLIX: 0.14
FXG: -0.14
The chart of Martin ratio for CLIX, currently valued at 1.85, compared to the broader market0.0020.0040.0060.0080.00100.00
CLIX: 1.85
FXG: -0.29

The current CLIX Sharpe Ratio is 0.42, which is higher than the FXG Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of CLIX and FXG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.42
-0.12
CLIX
FXG

Dividends

CLIX vs. FXG - Dividend Comparison

CLIX's dividend yield for the trailing twelve months is around 0.34%, less than FXG's 1.90% yield.


TTM20242023202220212020201920182017201620152014
CLIX
ProShares Long Online/Short Stores ETF
0.34%0.46%0.00%0.00%0.00%1.33%0.00%0.00%0.00%0.00%0.00%0.00%
FXG
First Trust Consumer Staples AlphaDEX Fund
1.90%1.70%1.41%1.83%1.38%1.41%1.63%2.30%1.34%1.71%1.67%1.24%

Drawdowns

CLIX vs. FXG - Drawdown Comparison

The maximum CLIX drawdown since its inception was -73.21%, which is greater than FXG's maximum drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for CLIX and FXG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-57.32%
-5.30%
CLIX
FXG

Volatility

CLIX vs. FXG - Volatility Comparison

ProShares Long Online/Short Stores ETF (CLIX) has a higher volatility of 8.74% compared to First Trust Consumer Staples AlphaDEX Fund (FXG) at 4.86%. This indicates that CLIX's price experiences larger fluctuations and is considered to be riskier than FXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.74%
4.86%
CLIX
FXG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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