FXD vs. RTH

Last updated Aug 2, 2026

FXD (First Trust Consumer Discretionary AlphaDEX Fund) and RTH (VanEck Retail ETF) are both Consumer Discretionary Equities funds - FXD tracks the StrataQuant Consumer Discretionary Index while RTH tracks the MVIS US Listed Retail 25 Index. Both are passively managed. Over the past 10 years, FXD returned 8.08%/yr vs 14.09%/yr for RTH. Their 0.76 correlation means they have sometimes moved together and sometimes differently. FXD charges 0.63%/yr vs 0.35%/yr for RTH.

Performance

FXD vs. RTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Consumer Discretionary AlphaDEX Fund (FXD) and VanEck Retail ETF (RTH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FXD achieves a 2.67% return, which is significantly lower than RTH's 7.50% return. Over the past 10 years, FXD has underperformed RTH with an annualized return of 8.08%, while RTH has yielded a comparatively higher 14.09% annualized 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%

RTH

• 1D: 2.96%
• 1M: 3.43%
• 6M: 2.95%
• YTD: 7.50%
• 1Y: 13.69%
• 3Y*: 15.58%
• 5Y*: 9.75%
• 10Y*: 14.09%
• ALL TIME*: 9.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FXD First Trust Consumer Discretionary AlphaDEX Fund	$1.22M	$850.69K	$681.18K
RTH VanEck Retail ETF	$1.33M	$1.20M	$1.33M

FXD vs. RTH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FXD First Trust Consumer Discretionary AlphaDEX Fund	2.67%	6.70%	10.57%	23.39%	-21.56%	22.72%	12.97%	24.22%	-11.60%	19.77%
RTH VanEck Retail ETF	7.50%	12.36%	20.02%	20.07%	-17.67%	24.94%	31.62%	29.06%	3.87%	22.45%

Correlation

The correlation between FXD and RTH is 0.64, 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.	0.64
Correlation (3Y) Balances recent behavior with more history.	0.70
Correlation (5Y) Shows whether the relationship held over a longer period.	0.76
Correlation (10Y) Provides a long-term view across more market conditions.	0.76
Correlation (All Time) Calculated using the full available price history since May 10, 2007	0.76

The correlation between FXD and RTH shifts across timeframes, from 0.64 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.

FXD vs. RTH - Sectors Allocation Comparison

Sectors	FXD	RTH
Consumer Cyclical	68.1%	53.8%
Industrials	8.8%	3.0%
Communication Services	8.0%	-
Consumer Defensive	7.1%	28.2%
Technology	5.3%	-
Energy	0.9%	-
Basic Materials	-	-
Financial Services	-	-
Healthcare	-	15.0%
Real Estate	-	-
Utilities	-	-

Return for Risk

FXD vs. RTH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FXD

FXD Risk / Return Rank: 22
FXD Sharpe Ratio Rank: 21
FXD Sortino Ratio Rank: 23
FXD Omega Ratio Rank: 20
FXD Calmar Ratio Rank: 22
FXD Martin Ratio Rank: 22

RTH

RTH Risk / Return Rank: 39
RTH Sharpe Ratio Rank: 38
RTH Sortino Ratio Rank: 39
RTH Omega Ratio Rank: 35
RTH Calmar Ratio Rank: 44
RTH Martin Ratio Rank: 41

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FXD vs. RTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Discretionary AlphaDEX Fund (FXD) and VanEck Retail ETF (RTH). 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	RTH	Difference
Sharpe ratio: Return per unit of total volatility	0.46	0.93	-0.47
Sortino ratio: Return per unit of downside risk	0.83	1.46	-0.62
Omega ratio: Gain probability vs. loss probability	1.09	1.17	-0.08
Calmar ratio: Return relative to maximum drawdown	0.65	1.57	-0.93
Martin ratio: Return relative to average drawdown	1.58	4.34	-2.76

FXD vs. RTH - Sharpe Ratio Comparison

The current FXD Sharpe Ratio is 0.46, which is lower than the RTH Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FXD and RTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FXD vs. RTH - Drawdown Comparison

The maximum FXD drawdown since its inception was -65.27%, which is greater than RTH's maximum drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for FXD and RTH.

Drawdown Indicators

	FXD	RTH	Difference
Max Drawdown Largest peak-to-trough decline	-65.27%	-42.32%	-22.95%
Max Drawdown (1Y) Largest decline over 1 year	-13.94%	-7.83%	-6.11%
Max Drawdown (3Y) Largest decline over 3 years	-26.02%	-13.80%	-12.22%
Max Drawdown (5Y) Largest decline over 5 years	-33.74%	-25.00%	-8.74%
Max Drawdown (10Y) Largest decline over 10 years	-49.54%	-25.00%	-24.54%
Current Drawdown Current decline from peak	-2.82%	-0.65%	-2.17%
Average Drawdown Average peak-to-trough decline	-10.91%	-7.32%	-3.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.70%	2.83%	+2.87%

Volatility

FXD vs. RTH - Volatility Comparison

First Trust Consumer Discretionary AlphaDEX Fund (FXD) has a higher volatility of 5.98% compared to VanEck Retail ETF (RTH) at 5.18%. This indicates that FXD's price experiences larger fluctuations and is considered to be riskier than RTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FXD	RTH	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.98%	5.18%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	15.29%	10.54%	+4.75%
Volatility (1Y) Calculated over the trailing 1-year period	19.82%	13.28%	+6.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.81%	16.96%	+5.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.72%	17.62%	+6.10%

FXD vs. RTH - Expense Ratio Comparison

FXD has a 0.63% expense ratio, which is higher than RTH's 0.35% expense ratio.

Dividends

FXD vs. RTH - Dividend Comparison

FXD's dividend yield for the trailing twelve months is around 0.60%, less than RTH's 0.90% 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%
RTH VanEck Retail ETF	0.90%	0.97%	0.77%	1.07%	1.16%	0.78%	0.64%	0.91%	1.05%	1.56%	1.84%	2.25%

Frequently Asked Questions

Can I hold both FXD and RTH in my portfolio?

FXD and RTH have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FXD or RTH?

FXD has higher volatility (5.98%) compared to RTH (5.18%). In terms of maximum drawdown, FXD dropped -65.27% vs RTH's -42.32%.

Which ETF is better, FXD or RTH?

On 10-year performance, RTH leads with 14.09% vs 8.08% for FXD. On fees, RTH is cheaper at 0.35% per year. On volatility, RTH has been the lower-risk option at 5.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FXD or RTH?

Over the 10-year period, RTH has performed better with a 14.09% return vs 8.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FXD or RTH?

RTH is cheaper with a 0.35% expense ratio, compared with 0.63% for FXD.

Which ETF pays a higher dividend yield, FXD or RTH?

RTH has the higher dividend yield at 0.90%, compared with 0.60% for FXD.

What is the main difference between FXD and RTH?

FXD tracks StrataQuant Consumer Discretionary Index, while RTH tracks MVIS US Listed Retail 25 Index. They also come from different issuers: First Trust and VanEck. Their fees differ too: 0.63% for FXD and 0.35% for RTH.

Which has better risk-adjusted returns?

RTH currently has the higher Sharpe Ratio (0.93 vs 0.46), 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.