PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FXD vs. RXI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FXD vs. RXI

Last updated Apr 1, 2026

Compare and contrast key facts about First Trust Consumer Discretionary AlphaDEX Fund (FXD) and iShares Global Consumer Discretionary ETF (RXI).

FXD and RXI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXD is a passively managed fund by First Trust that tracks the performance of the StrataQuant Consumer Discretionary Index. It was launched on May 8, 2007. RXI is a passively managed fund by iShares that tracks the performance of the S&P Global Consumer Discretionary Index. It was launched on Sep 21, 2006. Both FXD and RXI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FXD vs. RXI - Performance Comparison

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

Loading graphics...

FXD vs. RXI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FXD
First Trust Consumer Discretionary AlphaDEX Fund		-6.20%6.70%10.57%23.39%-21.56%22.72%12.97%24.22%-11.60%19.77%
RXI
iShares Global Consumer Discretionary ETF		-9.16%13.16%17.26%27.57%-29.08%16.32%24.46%26.78%-6.30%22.94%

Returns By Period

In the year-to-date period, FXD achieves a -6.20% return, which is significantly higher than RXI's -9.16% return. Over the past 10 years, FXD has underperformed RXI with an annualized return of 7.08%, while RXI has yielded a comparatively higher 9.13% annualized return.

FXD

1D
3.17%
1M
-7.69%
YTD
-6.20%
6M
-5.82%
1Y
11.48%
3Y*
8.09%
5Y*
2.54%
10Y*
7.08%

RXI

1D
2.91%
1M
-9.14%
YTD
-9.16%
6M
-9.20%
1Y
6.66%
3Y*
10.09%
5Y*
3.69%
10Y*
9.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

First Trust Consumer Discretionary AlphaDEX Fund

iShares Global Consumer Discretionary ETF

Often compared with FXD:
FXD vs. XLYFXD vs. HOGFXD vs. VCRFXD vs. FDISFXD vs. SPYFXD vs. VOOFXD vs. XRT
Often compared with RXI:
RXI vs. KXIRXI vs. VCRRXI vs. IEDIRXI vs. XLPRXI vs. IBUYRXI vs. FDISRXI vs. VT

FXD vs. RXI - Expense Ratio Comparison

FXD has a 0.63% expense ratio, which is higher than RXI's 0.46% expense ratio.

FXD
First Trust Consumer Discretionary AlphaDEX Fund
RXI
iShares Global Consumer Discretionary ETF

Return for Risk

FXD vs. RXI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FXD
FXD Risk / Return Rank: 3030
Overall Rank
FXD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FXD Sortino Ratio Rank: 3131
Sortino Ratio Rank
FXD Omega Ratio Rank: 2828
Omega Ratio Rank
FXD Calmar Ratio Rank: 3333
Calmar Ratio Rank
FXD Martin Ratio Rank: 3030
Martin Ratio Rank
RXI
RXI Risk / Return Rank: 2222
Overall Rank
RXI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RXI Sortino Ratio Rank: 2323
Sortino Ratio Rank
RXI Omega Ratio Rank: 2222
Omega Ratio Rank
RXI Calmar Ratio Rank: 2222
Calmar Ratio Rank
RXI Martin Ratio Rank: 2323
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.

FXD vs. RXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Discretionary AlphaDEX Fund (FXD) and iShares Global Consumer Discretionary ETF (RXI). 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.

FXDRXIDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.32

+0.15

Sortino ratio

Return per unit of downside risk

0.87

0.63

+0.24

Omega ratio

Gain probability vs. loss probability

1.11

1.08

+0.03

Calmar ratio

Return relative to maximum drawdown

0.81

0.43

+0.39

Martin ratio

Return relative to average drawdown

2.50

1.53

+0.97

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FXD vs. RXI - Sharpe Ratio Comparison

The current FXD Sharpe Ratio is 0.47, which is higher than the RXI Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of FXD and RXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

FXDRXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.32

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.18

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.46

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.39

-0.09

Correlation

The correlation between FXD and RXI is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

FXD vs. RXI - Dividend Comparison

FXD's dividend yield for the trailing twelve months is around 0.82%, less than RXI's 1.71% yield.

TTM20252024202320222021202020192018201720162015
FXD
First Trust Consumer Discretionary AlphaDEX Fund		0.82%0.80%0.89%0.70%1.00%0.62%0.42%0.92%1.08%0.93%1.05%0.90%
RXI
iShares Global Consumer Discretionary ETF		1.71%1.55%1.07%1.00%1.00%0.89%0.65%1.48%1.73%1.26%1.77%1.17%

Drawdowns

FXD vs. RXI - Drawdown Comparison

The maximum FXD drawdown since its inception was -65.27%, which is greater than RXI's maximum drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for FXD and RXI.

Loading graphics...

Drawdown Indicators

FXDRXIDifference

Max Drawdown

Largest peak-to-trough decline

-65.27%

-60.36%

-4.91%

Max Drawdown (1Y)

Largest decline over 1 year

-15.35%

-15.17%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-33.74%

-35.78%

+2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-49.54%

-35.78%

-13.76%

Current Drawdown

Current decline from peak

-11.21%

-12.70%

+1.49%

Average Drawdown

Average peak-to-trough decline

-11.00%

-10.56%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

4.24%

+0.76%

Volatility

FXD vs. RXI - Volatility Comparison

The current volatility for First Trust Consumer Discretionary AlphaDEX Fund (FXD) is 6.61%, while iShares Global Consumer Discretionary ETF (RXI) has a volatility of 7.03%. This indicates that FXD experiences smaller price fluctuations and is considered to be less risky than RXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

FXDRXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

7.03%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.91%

11.81%

+2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

24.35%

20.81%

+3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.52%

20.79%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.57%

20.05%

+3.52%