FSTA vs. FXG

Last updated Jun 24, 2026

FSTA (Fidelity MSCI Consumer Staples Index ETF) and FXG (First Trust Consumer Staples AlphaDEX Fund) are both Consumer Staples Equities funds - FSTA tracks the MSCI USA IMI Consumer Staples Index while FXG tracks the StrataQuant Consumer Staples Index. Both are passively managed. Over the past 10 years, FSTA returned 7.91%/yr vs 4.68%/yr for FXG. Their correlation of 0.83 suggests significant overlap in exposure. FSTA charges 0.08%/yr vs 0.63%/yr for FXG.

Performance

FSTA vs. FXG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Staples Index ETF (FSTA) and First Trust Consumer Staples AlphaDEX Fund (FXG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FSTA achieves a 8.86% return, which is significantly higher than FXG's 2.89% return. Over the past 10 years, FSTA has outperformed FXG with an annualized return of 7.91%, while FXG has yielded a comparatively lower 4.68% annualized return.

FSTA

• 1D: 1.73%
• 1M: -0.47%
• YTD: 8.86%
• 6M: 8.88%
• 1Y: 5.28%
• 3Y*: 8.04%
• 5Y*: 7.17%
• 10Y*: 7.91%

FXG

• 1D: 2.07%
• 1M: 1.23%
• YTD: 2.89%
• 6M: 2.89%
• 1Y: -0.88%
• 3Y*: 2.22%
• 5Y*: 3.58%
• 10Y*: 4.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSTA vs. FXG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSTA Fidelity MSCI Consumer Staples Index ETF	8.86%	1.82%	13.31%	2.29%	-1.72%	17.44%	10.96%	26.84%	-8.49%	12.71%
FXG First Trust Consumer Staples AlphaDEX Fund	2.89%	-2.66%	3.21%	1.97%	3.28%	21.73%	4.85%	20.65%	-11.49%	7.87%

Correlation

The correlation between FSTA and FXG is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013	0.83

The correlation between FSTA and FXG has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

FSTA vs. FXG - Sectors Allocation Comparison

Sectors	FSTA	FXG
Consumer Defensive	97.6%	79.6%
Consumer Cyclical	1.7%	8.2%
Industrials	0.3%	4.0%
Basic Materials	0.3%	2.0%
Healthcare	0.0%	8.3%
Communication Services	-	-
Energy	-	-
Financial Services	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

FSTA vs. FXG — Risk / Return Rank

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

FSTA

FSTA Risk / Return Rank: 14
FSTA Sharpe Ratio Rank: 15
FSTA Sortino Ratio Rank: 14
FSTA Omega Ratio Rank: 13
FSTA Calmar Ratio Rank: 15
FSTA Martin Ratio Rank: 14

FXG

FXG Risk / Return Rank: 8
FXG Sharpe Ratio Rank: 8
FXG Sortino Ratio Rank: 8
FXG Omega Ratio Rank: 7
FXG Calmar Ratio Rank: 8
FXG Martin Ratio Rank: 8

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.

FSTA vs. FXG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) 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.

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.

	FSTA	FXG	Difference
Sharpe ratio: Return per unit of total volatility	0.42	-0.07	+0.48
Sortino ratio: Return per unit of downside risk	0.69	0.00	+0.69
Omega ratio: Gain probability vs. loss probability	1.08	1.00	+0.08
Calmar ratio: Return relative to maximum drawdown	0.57	-0.07	+0.64
Martin ratio: Return relative to average drawdown	1.12	-0.15	+1.27

FSTA vs. FXG - Sharpe Ratio Comparison

The current FSTA Sharpe Ratio is 0.42, which is higher than the FXG Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of FSTA and FXG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FSTA vs. FXG - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, smaller than the maximum FXG drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for FSTA and FXG.

Drawdown Indicators

	FSTA	FXG	Difference
Max Drawdown Largest peak-to-trough decline	-25.13%	-38.69%	+13.56%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-12.75%	+3.46%
Max Drawdown (3Y) Largest decline over 3 years	-11.76%	-12.75%	+0.99%
Max Drawdown (5Y) Largest decline over 5 years	-16.58%	-15.70%	-0.88%
Max Drawdown (10Y) Largest decline over 10 years	-25.13%	-27.54%	+2.41%
Current Drawdown Current decline from peak	-5.90%	-10.01%	+4.11%
Average Drawdown Average peak-to-trough decline	-3.56%	-6.03%	+2.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.71%	5.87%	-1.16%

Volatility

FSTA vs. FXG - Volatility Comparison

The current volatility for Fidelity MSCI Consumer Staples Index ETF (FSTA) is 4.99%, while First Trust Consumer Staples AlphaDEX Fund (FXG) has a volatility of 5.33%. This indicates that FSTA experiences smaller price fluctuations and is considered to be less risky than FXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSTA	FXG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.99%	5.33%	-0.34%
Volatility (6M) Calculated over the trailing 6-month period	10.34%	10.04%	+0.30%
Volatility (1Y) Calculated over the trailing 1-year period	12.79%	13.40%	-0.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	13.58%	-0.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.59%	14.97%	-0.38%

FSTA vs. FXG - Expense Ratio Comparison

FSTA has a 0.08% expense ratio, which is lower than FXG's 0.63% expense ratio.

Dividends

FSTA vs. FXG - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.20%, less than FXG's 2.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSTA Fidelity MSCI Consumer Staples Index ETF	2.20%	2.34%	2.25%	2.66%	2.26%	2.15%	2.47%	2.46%	3.01%	2.42%	2.53%	2.86%
FXG First Trust Consumer Staples AlphaDEX Fund	2.82%	2.83%	1.70%	1.41%	1.83%	1.38%	1.41%	1.63%	2.31%	1.34%	1.72%	1.67%

Frequently Asked Questions

Can I hold both FSTA and FXG in my portfolio?

FSTA and FXG have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FSTA or FXG?

FXG has higher volatility (5.33%) compared to FSTA (4.99%). In terms of maximum drawdown, FSTA dropped -25.13% vs FXG's -38.69%.

Which ETF is better, FSTA or FXG?

On 10-year performance, FSTA leads with 7.91% vs 4.68% for FXG. On fees, FSTA is cheaper at 0.08% per year. On volatility, FSTA has been the lower-risk option at 4.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FSTA or FXG?

Over the 10-year period, FSTA has performed better with a 7.91% return vs 4.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FSTA or FXG?

FSTA is cheaper with a 0.08% expense ratio, compared with 0.63% for FXG.

Which ETF pays a higher dividend yield, FSTA or FXG?

FXG has the higher dividend yield at 2.82%, compared with 2.20% for FSTA.

What is the main difference between FSTA and FXG?

FSTA tracks MSCI USA IMI Consumer Staples Index, while FXG tracks StrataQuant Consumer Staples Index. They also come from different issuers: Fidelity and First Trust. Their fees differ too: 0.08% for FSTA and 0.63% for FXG.

Which has better risk-adjusted returns?

FSTA currently has the higher Sharpe Ratio (0.42 vs -0.07), 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.