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FTXG vs. SWPPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTXG and SWPPX is 0.39, 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.


-0.50.00.51.00.4

Performance

FTXG vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Food & Beverage ETF (FTXG) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.98%
6.77%
FTXG
SWPPX

Key characteristics

Sharpe Ratio

FTXG:

-0.20

SWPPX:

1.84

Sortino Ratio

FTXG:

-0.19

SWPPX:

2.47

Omega Ratio

FTXG:

0.98

SWPPX:

1.34

Calmar Ratio

FTXG:

-0.15

SWPPX:

2.75

Martin Ratio

FTXG:

-0.61

SWPPX:

11.98

Ulcer Index

FTXG:

3.77%

SWPPX:

1.94%

Daily Std Dev

FTXG:

11.76%

SWPPX:

12.64%

Max Drawdown

FTXG:

-31.53%

SWPPX:

-55.06%

Current Drawdown

FTXG:

-14.12%

SWPPX:

-4.76%

Returns By Period

In the year-to-date period, FTXG achieves a -2.82% return, which is significantly lower than SWPPX's 23.15% return.


FTXG

YTD

-2.82%

1M

-2.45%

6M

-0.28%

1Y

0.05%

5Y*

3.21%

10Y*

N/A

SWPPX

YTD

23.15%

1M

-1.90%

6M

6.61%

1Y

25.06%

5Y*

14.27%

10Y*

12.81%

Compare stocks, funds, or ETFs

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


FTXG vs. SWPPX - Expense Ratio Comparison

FTXG has a 0.60% expense ratio, which is higher than SWPPX's 0.02% expense ratio.


FTXG
First Trust Nasdaq Food & Beverage ETF
Expense ratio chart for FTXG: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for SWPPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

FTXG vs. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Food & Beverage ETF (FTXG) and Schwab S&P 500 Index Fund (SWPPX). 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.


Sharpe ratio
The chart of Sharpe ratio for FTXG, currently valued at -0.20, compared to the broader market0.002.004.00-0.201.84
The chart of Sortino ratio for FTXG, currently valued at -0.19, compared to the broader market-2.000.002.004.006.008.0010.00-0.192.47
The chart of Omega ratio for FTXG, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.34
The chart of Calmar ratio for FTXG, currently valued at -0.15, compared to the broader market0.005.0010.0015.00-0.152.75
The chart of Martin ratio for FTXG, currently valued at -0.61, compared to the broader market0.0020.0040.0060.0080.00100.00-0.6111.98
FTXG
SWPPX

The current FTXG Sharpe Ratio is -0.20, which is lower than the SWPPX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of FTXG and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.20
1.84
FTXG
SWPPX

Dividends

FTXG vs. SWPPX - Dividend Comparison

FTXG's dividend yield for the trailing twelve months is around 3.62%, while SWPPX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FTXG
First Trust Nasdaq Food & Beverage ETF
3.62%4.27%1.50%1.52%1.35%1.26%1.37%1.56%0.30%0.00%0.00%0.00%
SWPPX
Schwab S&P 500 Index Fund
0.00%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%1.67%

Drawdowns

FTXG vs. SWPPX - Drawdown Comparison

The maximum FTXG drawdown since its inception was -31.53%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for FTXG and SWPPX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.12%
-4.76%
FTXG
SWPPX

Volatility

FTXG vs. SWPPX - Volatility Comparison

First Trust Nasdaq Food & Beverage ETF (FTXG) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 3.84% and 3.79%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.84%
3.79%
FTXG
SWPPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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