FTXG vs. SWPPX
Compare and contrast key facts about First Trust Nasdaq Food & Beverage ETF (FTXG) and Schwab S&P 500 Index Fund (SWPPX).
FTXG is a passively managed fund by First Trust that tracks the performance of the Nasdaq U.S. Smart Food & Beverage Index. It was launched on Sep 20, 2016. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTXG or SWPPX.
Key characteristics
| FTXG | SWPPX | |
|---|---|---|
| YTD Return | 1.39% | 27.25% |
| 1Y Return | 7.41% | 37.82% |
| 3Y Return (Ann) | 0.75% | 10.34% |
| 5Y Return (Ann) | 5.18% | 16.03% |
| Sharpe Ratio | 0.64 | 3.22 |
| Sortino Ratio | 0.98 | 4.26 |
| Omega Ratio | 1.11 | 1.61 |
| Calmar Ratio | 0.45 | 4.73 |
| Martin Ratio | 2.39 | 21.35 |
| Ulcer Index | 3.13% | 1.87% |
| Daily Std Dev | 11.68% | 12.36% |
| Max Drawdown | -31.53% | -55.06% |
| Current Drawdown | -10.41% | 0.00% |
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.
Performance
FTXG vs. SWPPX - Performance Comparison
In the year-to-date period, FTXG achieves a 1.39% return, which is significantly lower than SWPPX's 27.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTXG vs. SWPPX - Expense Ratio Comparison
FTXG has a 0.60% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
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.
Dividends
FTXG vs. SWPPX - Dividend Comparison
FTXG's dividend yield for the trailing twelve months is around 2.63%, more than SWPPX's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXG First Trust Nasdaq Food & Beverage ETF | 2.63% | 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 | 1.12% | 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.
Volatility
FTXG vs. SWPPX - Volatility Comparison
The current volatility for First Trust Nasdaq Food & Beverage ETF (FTXG) is 2.49%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 3.88%. This indicates that FTXG experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.