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FTXG vs. GRID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTXG vs. GRID - 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 Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID). The values are adjusted to include any dividend payments, if applicable.

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FTXG vs. GRID - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTXG
First Trust Nasdaq Food & Beverage ETF
6.13%-6.52%-2.52%-6.48%6.15%13.48%6.63%23.97%-12.09%5.64%
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
6.96%29.65%15.18%21.57%-13.89%27.65%48.84%42.80%-22.69%27.44%

Returns By Period

In the year-to-date period, FTXG achieves a 6.13% return, which is significantly lower than GRID's 6.96% return.


FTXG

1D
0.25%
1M
-7.14%
YTD
6.13%
6M
4.64%
1Y
-3.70%
3Y*
-3.17%
5Y*
-0.48%
10Y*

GRID

1D
3.81%
1M
-7.97%
YTD
6.96%
6M
8.57%
1Y
46.12%
3Y*
20.12%
5Y*
14.69%
10Y*
18.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTXG vs. GRID - Expense Ratio Comparison

FTXG has a 0.60% expense ratio, which is lower than GRID's 0.70% expense ratio.


Return for Risk

FTXG vs. GRID — Risk / Return Rank

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

FTXG
FTXG Risk / Return Rank: 88
Overall Rank
FTXG Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FTXG Sortino Ratio Rank: 77
Sortino Ratio Rank
FTXG Omega Ratio Rank: 77
Omega Ratio Rank
FTXG Calmar Ratio Rank: 88
Calmar Ratio Rank
FTXG Martin Ratio Rank: 99
Martin Ratio Rank

GRID
GRID Risk / Return Rank: 9494
Overall Rank
GRID Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GRID Sortino Ratio Rank: 9595
Sortino Ratio Rank
GRID Omega Ratio Rank: 9393
Omega Ratio Rank
GRID Calmar Ratio Rank: 9595
Calmar Ratio Rank
GRID Martin Ratio Rank: 9595
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. GRID - 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 Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID). 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.


FTXGGRIDDifference

Sharpe ratio

Return per unit of total volatility

-0.24

2.16

-2.41

Sortino ratio

Return per unit of downside risk

-0.24

2.95

-3.18

Omega ratio

Gain probability vs. loss probability

0.97

1.41

-0.43

Calmar ratio

Return relative to maximum drawdown

-0.23

3.82

-4.05

Martin ratio

Return relative to average drawdown

-0.42

14.42

-14.84

FTXG vs. GRID - Sharpe Ratio Comparison

The current FTXG Sharpe Ratio is -0.24, which is lower than the GRID Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of FTXG and GRID, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTXGGRIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

2.16

-2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.71

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.52

-0.34

Correlation

The correlation between FTXG and GRID is 0.31, 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.


Dividends

FTXG vs. GRID - Dividend Comparison

FTXG's dividend yield for the trailing twelve months is around 2.74%, more than GRID's 0.92% yield.


TTM20252024202320222021202020192018201720162015
FTXG
First Trust Nasdaq Food & Beverage ETF
2.74%2.93%2.75%4.27%1.50%1.52%1.35%1.25%1.37%1.56%0.30%0.00%
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
0.92%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%

Drawdowns

FTXG vs. GRID - Drawdown Comparison

The maximum FTXG drawdown since its inception was -31.52%, smaller than the maximum GRID drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for FTXG and GRID.


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Drawdown Indicators


FTXGGRIDDifference

Max Drawdown

Largest peak-to-trough decline

-31.52%

-40.56%

+9.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-11.73%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-21.68%

-29.64%

+7.96%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

-14.54%

-8.37%

-6.17%

Average Drawdown

Average peak-to-trough decline

-7.52%

-8.50%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

3.11%

+3.50%

Volatility

FTXG vs. GRID - Volatility Comparison

The current volatility for First Trust Nasdaq Food & Beverage ETF (FTXG) is 4.00%, while First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID) has a volatility of 9.26%. This indicates that FTXG experiences smaller price fluctuations and is considered to be less risky than GRID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTXGGRIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

9.26%

-5.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

14.14%

-4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

21.44%

-6.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

20.68%

-6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

22.74%

-6.04%