FSTA vs. FXG

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity MSCI Consumer Staples Index ETF (FSTA) and First Trust Consumer Staples AlphaDEX Fund (FXG).

FSTA and FXG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FSTA is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Consumer Staples Index. It was launched on Oct 21, 2013. FXG is a passively managed fund by First Trust that tracks the performance of the StrataQuant Consumer Staples Index. It was launched on May 8, 2007. Both FSTA and FXG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

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.

FSTA vs. FXG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSTA Fidelity MSCI Consumer Staples Index ETF	6.98%	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	5.51%	-2.66%	3.21%	1.97%	3.28%	21.73%	4.85%	20.65%	-11.49%	7.87%

Returns By Period

In the year-to-date period, FSTA achieves a 6.98% return, which is significantly higher than FXG's 5.51% return. Over the past 10 years, FSTA has outperformed FXG with an annualized return of 7.69%, while FXG has yielded a comparatively lower 5.01% annualized return.

FSTA

• 1D: 0.19%
• 1M: -7.53%
• YTD: 6.98%
• 6M: 6.22%
• 1Y: 4.72%
• 3Y*: 7.59%
• 5Y*: 7.27%
• 10Y*: 7.69%

FXG

• 1D: 0.74%
• 1M: -7.72%
• YTD: 5.51%
• 6M: 2.72%
• 1Y: 0.28%
• 3Y*: 2.90%
• 5Y*: 4.05%
• 10Y*: 5.01%

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

FSTA vs. FXG - Expense Ratio Comparison

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

FXG

First Trust Consumer Staples AlphaDEX Fund

FSTA

Fidelity MSCI Consumer Staples Index ETF

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: 25
FSTA Sharpe Ratio Rank: 23
FSTA Sortino Ratio Rank: 23
FSTA Omega Ratio Rank: 21
FSTA Calmar Ratio Rank: 30
FSTA Martin Ratio Rank: 25

FXG

FXG Risk / Return Rank: 13
FXG Sharpe Ratio Rank: 12
FXG Sortino Ratio Rank: 12
FXG Omega Ratio Rank: 11
FXG Calmar Ratio Rank: 15
FXG Martin Ratio Rank: 14

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.

	FSTA	FXG	Difference
Sharpe ratio Return per unit of total volatility	0.35	0.02	+0.33
Sortino ratio Return per unit of downside risk	0.60	0.13	+0.47
Omega ratio Gain probability vs. loss probability	1.07	1.02	+0.06
Calmar ratio Return relative to maximum drawdown	0.68	0.13	+0.55
Martin ratio Return relative to average drawdown	1.67	0.33	+1.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSTA vs. FXG - Sharpe Ratio Comparison

The current FSTA Sharpe Ratio is 0.35, which is higher than the FXG Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of FSTA 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.

Sharpe Ratios by Period

	FSTA	FXG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.35	0.02	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.30	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.34	+0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.50	+0.13

Correlation

The correlation between FSTA and FXG is 0.83, 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

FSTA vs. FXG - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.22%, less than FXG's 2.75% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSTA Fidelity MSCI Consumer Staples Index ETF	2.22%	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	2.75%	2.83%	1.70%	1.41%	1.83%	1.38%	1.41%	1.63%	2.31%	1.34%	1.72%	1.67%

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%	-10.74%	+1.45%
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	-7.53%	-7.72%	+0.19%
Average Drawdown Average peak-to-trough decline	-3.51%	-6.00%	+2.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.77%	4.18%	-0.41%

Volatility

FSTA vs. FXG - Volatility Comparison

Fidelity MSCI Consumer Staples Index ETF (FSTA) and First Trust Consumer Staples AlphaDEX Fund (FXG) have volatilities of 3.90% and 3.80%, 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.

Volatility by Period

	FSTA	FXG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.90%	3.80%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	8.96%	9.22%	-0.26%
Volatility (1Y) Calculated over the trailing 1-year period	13.69%	14.29%	-0.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.94%	13.44%	-0.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.50%	14.92%	-0.42%