PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FTXG vs. FXG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FTXG vs. FXG

Last updated Jun 25, 2026

FTXG (First Trust Nasdaq Food & Beverage ETF) and FXG (First Trust Consumer Staples AlphaDEX Fund) are both Consumer Staples Equities funds from First Trust - FTXG tracks the Nasdaq U.S. Smart Food & Beverage Index while FXG tracks the StrataQuant Consumer Staples Index. Both are passively managed. Over the past 5 years, FTXG returned -0.10%/yr vs 3.58%/yr for FXG. A 0.71 correlation means they provide meaningful diversification when combined. FTXG charges 0.60%/yr vs 0.63%/yr for FXG.

Performance

FTXG vs. FXG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FTXG achieves a 7.25% return, which is significantly higher than FXG's 3.65% return.

FTXG

1D
0.64%
1M
0.11%
YTD
7.25%
6M
6.55%
1Y
2.24%
3Y*
-2.29%
5Y*
-0.10%
10Y*
—

FXG

1D
0.74%
1M
1.98%
YTD
3.65%
6M
3.06%
1Y
-0.05%
3Y*
2.47%
5Y*
3.58%
10Y*
4.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTXG vs. FXG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FTXG
First Trust Nasdaq Food & Beverage ETF		7.25%-6.52%-2.52%-6.48%6.15%13.48%6.63%23.97%-12.09%5.64%
FXG
First Trust Consumer Staples AlphaDEX Fund		3.65%-2.66%3.21%1.97%3.28%21.73%4.85%20.65%-11.49%7.87%

Correlation

The correlation between FTXG and FXG is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

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

0.88

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

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2016

0.71

The correlation between FTXG and FXG shifts across timeframes, from 0.71 (all time) to 0.90 (1 year), reflecting how their relationship changes across market environments.

FTXG vs. FXG - Sectors Allocation Comparison

Sectors
FTXG
FXG

Consumer Defensive

94.3%
79.6%

Basic Materials

4.2%
2.0%

Industrials

1.5%
4.0%

Communication Services

-

-

Consumer Cyclical

-

8.2%

Energy

-

-

Financial Services

-

-

Healthcare

-

8.3%

Real Estate

-

-

Technology

-

-

Utilities

-

-

Consumer Defensive

FTXG
94.3%
FXG
79.6%

Basic Materials

FTXG
4.2%
FXG
2.0%

Industrials

FTXG
1.5%
FXG
4.0%

Communication Services

FTXG

-

FXG

-

Consumer Cyclical

FTXG

-

FXG
8.2%

Energy

FTXG

-

FXG

-

Financial Services

FTXG

-

FXG

-

Healthcare

FTXG

-

FXG
8.3%

Real Estate

FTXG

-

FXG

-

Technology

FTXG

-

FXG

-

Utilities

FTXG

-

FXG

-

Compare stocks, funds, or ETFs

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

First Trust Nasdaq Food & Beverage ETF

First Trust Consumer Staples AlphaDEX Fund

Often compared with FTXG:
FTXG vs. PBJFTXG vs. FSTAFTXG vs. XLPFTXG vs. KHCFTXG vs. SOXXFTXG vs. VDCFTXG vs. VOO
Often compared with FXG:
FXG vs. KXIFXG vs. VDCFXG vs. CLIXFXG vs. XLPFXG vs. RSPFXG vs. IYKFXG vs. IHDG

Return for Risk

FTXG vs. FXG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FTXG
FTXG Risk / Return Rank: 1111
Overall Rank
FTXG Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FTXG Sortino Ratio Rank: 1010
Sortino Ratio Rank
FTXG Omega Ratio Rank: 1010
Omega Ratio Rank
FTXG Calmar Ratio Rank: 1111
Calmar Ratio Rank
FTXG Martin Ratio Rank: 1111
Martin Ratio Rank
FXG
FXG Risk / Return Rank: 99
Overall Rank
FXG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FXG Sortino Ratio Rank: 88
Sortino Ratio Rank
FXG Omega Ratio Rank: 88
Omega Ratio Rank
FXG Calmar Ratio Rank: 99
Calmar Ratio Rank
FXG Martin Ratio Rank: 99
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.

FTXG vs. FXG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Food & Beverage ETF (FTXG) 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.

FTXGFXGDifference
Sharpe ratioReturn per unit of total volatility
0.16
-0.00

+0.16

Sortino ratioReturn per unit of downside risk
0.33
0.09

+0.24

Omega ratioGain probability vs. loss probability

1.04

1.01

+0.03

Calmar ratioReturn relative to maximum drawdown

0.22

-0.00

+0.23

Martin ratioReturn relative to average drawdown

0.40

-0.01

+0.41

FTXG vs. FXG - Sharpe Ratio Comparison

The current FTXG Sharpe Ratio is 0.16, which is higher than the FXG Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of FTXG 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.

Loading charts...

Drawdowns

FTXG vs. FXG - Drawdown Comparison

The maximum FTXG drawdown since its inception was -31.52%, smaller than the maximum FXG drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for FTXG and FXG.

Loading charts...

Drawdown Indicators

FTXGFXGDifference

Max Drawdown

Largest peak-to-trough decline

-31.52%

-38.69%

+7.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-12.75%

+2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-18.10%

-12.75%

-5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.68%

-15.70%

-5.98%

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.54%

—

Current Drawdown

Current decline from peak

-13.64%

-9.34%

-4.30%

Average Drawdown

Average peak-to-trough decline

-7.67%

-6.04%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

5.90%

-0.30%

Volatility

FTXG vs. FXG - Volatility Comparison

The current volatility for First Trust Nasdaq Food & Beverage ETF (FTXG) is 4.61%, while First Trust Consumer Staples AlphaDEX Fund (FXG) has a volatility of 5.31%. This indicates that FTXG 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.

Loading charts...

Volatility by Period

FTXGFXGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

5.31%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

10.04%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

14.00%

13.39%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.50%

13.59%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

14.97%

+1.66%

FTXG vs. FXG - Expense Ratio Comparison

FTXG has a 0.60% expense ratio, which is lower than FXG's 0.63% expense ratio.

Dividends

FTXG vs. FXG - Dividend Comparison

FTXG's dividend yield for the trailing twelve months is around 2.72%, less than FXG's 2.79% yield.

PositionTTM20252024202320222021202020192018201720162015
FTXG
First Trust Nasdaq Food & Beverage ETF		2.72%2.93%2.75%4.27%1.50%1.52%1.35%1.25%1.37%1.56%0.30%0.00%
FXG
First Trust Consumer Staples AlphaDEX Fund		2.79%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

With a correlation of 0.90, FTXG and FXG 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.

FXG has higher volatility (5.31%) compared to FTXG (4.61%). In terms of maximum drawdown, FTXG dropped -31.52% vs FXG's -38.69%.

On 5-year performance, FXG leads with 3.58% vs -0.10% for FTXG. On fees, FTXG is cheaper at 0.60% per year. On volatility, FTXG has been the lower-risk option at 4.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FXG has performed better with a 3.58% return vs -0.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTXG is cheaper with a 0.60% expense ratio, compared with 0.63% for FXG.

FXG has the higher dividend yield at 2.79%, compared with 2.72% for FTXG.

FTXG tracks Nasdaq U.S. Smart Food & Beverage Index, while FXG tracks StrataQuant Consumer Staples Index. Their fees differ too: 0.60% for FTXG and 0.63% for FXG.

FTXG currently has the higher Sharpe Ratio (0.16 vs -0.00), 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.

Portfolio Optimizer

Find the right allocation for FTXG and FXG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer