FXD vs. GXPD
FXD (First Trust Consumer Discretionary AlphaDEX Fund) and GXPD (Global X PureCap MSCI Consumer Discretionary ETF) are both Consumer Discretionary Equities funds - FXD tracks the StrataQuant Consumer Discretionary Index while GXPD tracks the MSCI USA Consumer Discretionary PureCap Index. Both are passively managed. Over the past year, FXD returned 10.49% vs 10.32% for GXPD. Their 0.61 correlation means they have sometimes moved together and sometimes differently. FXD charges 0.63%/yr vs 0.15%/yr for GXPD.
Performance
FXD vs. GXPD - Performance Comparison
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Returns By Period
In the year-to-date period, FXD achieves a 2.67% return, which is significantly higher than GXPD's -0.23% return.
FXD
- 1D
- -1.15%
- 1M
- 0.45%
- 6M
- 1.98%
- YTD
- 2.67%
- 1Y
- 10.49%
- 3Y*
- 7.96%
- 5Y*
- 3.57%
- 10Y*
- 8.08%
- ALL TIME*
- 7.56%
GXPD
- 1D
- 5.81%
- 1M
- 0.88%
- 6M
- -1.81%
- YTD
- -0.23%
- 1Y
- 10.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.22M | $850.69K | $681.18K | |
| $4.13M | $2.16M | $1.71M |
FXD vs. GXPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FXD First Trust Consumer Discretionary AlphaDEX Fund | 2.67% | 3.53% |
GXPD Global X PureCap MSCI Consumer Discretionary ETF | -0.23% | 5.36% |
Correlation
The correlation between FXD and GXPD is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.61 |
The correlation between FXD and GXPD has been stable across timeframes, ranging from 0.61 to 0.61 - a consistent structural relationship.
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Return for Risk
FXD vs. GXPD — Risk / Return Rank
FXD
GXPD
FXD vs. GXPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Discretionary AlphaDEX Fund (FXD) and Global X PureCap MSCI Consumer Discretionary ETF (GXPD). 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.
| FXD | GXPD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.07 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 0.40 | +0.25 |
| Martin ratioReturn relative to average drawdown | 1.58 | 1.07 | +0.50 |
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Drawdowns
FXD vs. GXPD - Drawdown Comparison
The maximum FXD drawdown since its inception was -65.27%, which is greater than GXPD's maximum drawdown of -16.61%. Use the drawdown chart below to compare losses from any high point for FXD and GXPD.
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Drawdown Indicators
| FXD | GXPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.27% | -16.61% | -48.66% |
Max Drawdown (1Y)Largest decline over 1 year | -13.94% | -16.61% | +2.67% |
Max Drawdown (3Y)Largest decline over 3 years | -26.02% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -33.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.54% | — | — |
Current DrawdownCurrent decline from peak | -2.82% | -4.86% | +2.04% |
Average DrawdownAverage peak-to-trough decline | -10.91% | -4.71% | -6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.70% | 6.15% | -0.45% |
Volatility
FXD vs. GXPD - Volatility Comparison
The current volatility for First Trust Consumer Discretionary AlphaDEX Fund (FXD) is 5.98%, while Global X PureCap MSCI Consumer Discretionary ETF (GXPD) has a volatility of 9.09%. This indicates that FXD experiences smaller price fluctuations and is considered to be less risky than GXPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXD | GXPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 9.09% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 15.29% | 16.76% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.82% | 21.74% | -1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.81% | 21.56% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.72% | 21.56% | +2.16% |
FXD vs. GXPD - Expense Ratio Comparison
FXD has a 0.63% expense ratio, which is higher than GXPD's 0.15% expense ratio.
Dividends
FXD vs. GXPD - Dividend Comparison
FXD's dividend yield for the trailing twelve months is around 0.60%, more than GXPD's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXD First Trust Consumer Discretionary AlphaDEX Fund | 0.60% | 0.80% | 0.89% | 0.70% | 1.00% | 0.62% | 0.42% | 0.92% | 1.08% | 0.93% | 1.05% | 0.90% |
GXPD Global X PureCap MSCI Consumer Discretionary ETF | 0.34% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FXD and GXPD have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GXPD has higher volatility (9.09%) compared to FXD (5.98%). In terms of maximum drawdown, FXD dropped -65.27% vs GXPD's -16.61%.
On 1-year performance, FXD leads with 10.49% vs 10.32% for GXPD. On fees, GXPD is cheaper at 0.15% per year. On volatility, FXD has been the lower-risk option at 5.98%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FXD has performed better with a 10.49% return vs 10.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GXPD is cheaper with a 0.15% expense ratio, compared with 0.63% for FXD.
FXD has the higher dividend yield at 0.60%, compared with 0.34% for GXPD.
FXD tracks StrataQuant Consumer Discretionary Index, while GXPD tracks MSCI USA Consumer Discretionary PureCap Index. They also come from different issuers: First Trust and Global X. Their fees differ too: 0.63% for FXD and 0.15% for GXPD.
FXD currently has the higher Sharpe Ratio (0.46 vs 0.30), 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.
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