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FCG vs. PXE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCG vs. PXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Natural Gas ETF (FCG) and Invesco Dynamic Energy Exploration & Production ETF (PXE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCG achieves a 17.24% return, which is significantly lower than PXE's 22.60% return. Over the past 10 years, FCG has underperformed PXE with an annualized return of 3.88%, while PXE has yielded a comparatively higher 8.13% annualized return.


FCG

1D
1.64%
1M
-9.95%
YTD
17.24%
6M
18.20%
1Y
12.39%
3Y*
10.11%
5Y*
14.16%
10Y*
3.88%

PXE

1D
1.80%
1M
-8.65%
YTD
22.60%
6M
23.04%
1Y
16.08%
3Y*
11.82%
5Y*
16.10%
10Y*
8.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCG vs. PXE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCG
First Trust Natural Gas ETF
17.24%-2.28%4.16%2.55%47.24%98.49%-23.20%-15.76%-34.81%-11.38%
PXE
Invesco Dynamic Energy Exploration & Production ETF
22.60%-2.82%-1.86%7.69%58.32%94.04%-36.76%-1.69%-23.35%1.02%

Correlation

The correlation between FCG and PXE is 0.97 - 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

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since May 11, 2007

0.93

The correlation between FCG and PXE has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

FCG vs. PXE — Risk / Return Rank

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

FCG
FCG Risk / Return Rank: 1616
Overall Rank
FCG Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FCG Sortino Ratio Rank: 1515
Sortino Ratio Rank
FCG Omega Ratio Rank: 1515
Omega Ratio Rank
FCG Calmar Ratio Rank: 1717
Calmar Ratio Rank
FCG Martin Ratio Rank: 1919
Martin Ratio Rank

PXE
PXE Risk / Return Rank: 1919
Overall Rank
PXE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PXE Sortino Ratio Rank: 1717
Sortino Ratio Rank
PXE Omega Ratio Rank: 1717
Omega Ratio Rank
PXE Calmar Ratio Rank: 2121
Calmar Ratio Rank
PXE Martin Ratio Rank: 2222
Martin Ratio Rank
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.

FCG vs. PXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Natural Gas ETF (FCG) and Invesco Dynamic Energy Exploration & Production ETF (PXE). 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.

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.


FCGPXEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.09

1.11

-0.02

Calmar ratioReturn relative to maximum drawdown

0.70

0.97

-0.27

Martin ratioReturn relative to average drawdown

2.05

2.61

-0.57

FCG vs. PXE - Sharpe Ratio Comparison

The current FCG Sharpe Ratio is 0.46, which is comparable to the PXE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FCG and PXE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FCG vs. PXE - Drawdown Comparison

The maximum FCG drawdown since its inception was -97.20%, which is greater than PXE's maximum drawdown of -83.99%. Use the drawdown chart below to compare losses from any high point for FCG and PXE.


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Drawdown Indicators


FCGPXEDifference

Max Drawdown

Largest peak-to-trough decline

-97.20%

-83.99%

-13.21%

Max Drawdown (1Y)

Largest decline over 1 year

-17.90%

-16.70%

-1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-29.44%

-37.65%

+8.21%

Max Drawdown (5Y)

Largest decline over 5 years

-33.33%

-37.65%

+4.32%

Max Drawdown (10Y)

Largest decline over 10 years

-85.04%

-80.17%

-4.87%

Current Drawdown

Current decline from peak

-76.36%

-15.20%

-61.16%

Average Drawdown

Average peak-to-trough decline

-65.39%

-27.95%

-37.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.68%

6.32%

+0.36%

Volatility

FCG vs. PXE - Volatility Comparison

First Trust Natural Gas ETF (FCG) and Invesco Dynamic Energy Exploration & Production ETF (PXE) have volatilities of 9.37% and 9.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCGPXEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.37%

9.10%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

20.54%

21.20%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

27.35%

28.02%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.43%

33.66%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.32%

37.02%

+1.30%

FCG vs. PXE - Expense Ratio Comparison

FCG has a 0.60% expense ratio, which is lower than PXE's 0.63% expense ratio.


Dividends

FCG vs. PXE - Dividend Comparison

FCG's dividend yield for the trailing twelve months is around 2.34%, less than PXE's 2.68% yield.


PositionTTM20252024202320222021202020192018201720162015
FCG
First Trust Natural Gas ETF
2.34%2.86%2.76%3.25%3.04%1.73%3.82%2.87%1.46%1.56%1.70%4.79%
PXE
Invesco Dynamic Energy Exploration & Production ETF
1.95%2.98%2.54%2.78%3.03%1.86%4.10%1.70%1.29%1.54%6.62%2.58%

Frequently Asked Questions


With a correlation of 0.97, FCG and PXE 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.

FCG has higher volatility (9.37%) compared to PXE (9.10%). In terms of maximum drawdown, FCG dropped -97.20% vs PXE's -83.99%.

On 10-year performance, PXE leads with 8.13% vs 3.88% for FCG. On fees, FCG is cheaper at 0.60% per year. On volatility, PXE has been the lower-risk option at 9.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PXE has performed better with a 8.13% return vs 3.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FCG is cheaper with a 0.60% expense ratio, compared with 0.63% for PXE.

PXE has the higher dividend yield at 2.68%, compared with 2.34% for FCG.

FCG tracks ISE-Revere Natural Gas Index, while PXE tracks Dynamic Energy Exploration & Production Intellidex Index. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.60% for FCG and 0.63% for PXE.

PXE currently has the higher Sharpe Ratio (0.58 vs 0.46), 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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