FXG vs. AGNC
Compare and contrast key facts about First Trust Consumer Staples AlphaDEX Fund (FXG) and AGNC Investment Corp. (AGNC).
FXG is a passively managed fund by First Trust that tracks the performance of the StrataQuant Consumer Staples Index. It was launched on May 8, 2007.
Performance
FXG vs. AGNC - Performance Comparison
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FXG vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 5.69% | -2.66% | 3.21% | 1.97% | 3.28% | 21.73% | 4.85% | 20.65% | -11.49% | 7.87% |
AGNC AGNC Investment Corp. | -3.40% | 34.92% | 8.90% | 10.14% | -21.65% | 5.20% | -1.78% | 13.31% | -2.46% | 23.73% |
Returns By Period
In the year-to-date period, FXG achieves a 5.69% return, which is significantly higher than AGNC's -3.40% return. Over the past 10 years, FXG has underperformed AGNC with an annualized return of 5.03%, while AGNC has yielded a comparatively higher 6.23% annualized return.
FXG
- 1D
- 0.17%
- 1M
- -6.84%
- YTD
- 5.69%
- 6M
- 2.31%
- 1Y
- -0.13%
- 3Y*
- 2.96%
- 5Y*
- 4.08%
- 10Y*
- 5.03%
AGNC
- 1D
- -0.10%
- 1M
- -9.03%
- YTD
- -3.40%
- 6M
- 7.97%
- 1Y
- 21.99%
- 3Y*
- 15.79%
- 5Y*
- 2.93%
- 10Y*
- 6.23%
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Return for Risk
FXG vs. AGNC — Risk / Return Rank
FXG
AGNC
FXG vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) and AGNC Investment Corp. (AGNC). 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.
| FXG | AGNC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.01 | 0.97 | -0.98 |
Sortino ratioReturn per unit of downside risk | 0.09 | 1.34 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.19 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.04 | 1.11 | -1.07 |
Martin ratioReturn relative to average drawdown | 0.11 | 3.75 | -3.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FXG | AGNC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 0.97 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.11 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.25 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.42 | +0.08 |
Correlation
The correlation between FXG and AGNC is 0.35, 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.
Dividends
FXG vs. AGNC - Dividend Comparison
FXG's dividend yield for the trailing twelve months is around 2.74%, less than AGNC's 14.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 2.74% | 2.83% | 1.70% | 1.41% | 1.83% | 1.38% | 1.41% | 1.63% | 2.31% | 1.34% | 1.72% | 1.67% |
AGNC AGNC Investment Corp. | 14.37% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
Drawdowns
FXG vs. AGNC - Drawdown Comparison
The maximum FXG drawdown since its inception was -38.69%, smaller than the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for FXG and AGNC.
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Drawdown Indicators
| FXG | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -54.56% | +15.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.74% | -18.71% | +7.97% |
Max Drawdown (5Y)Largest decline over 5 years | -15.70% | -54.56% | +38.86% |
Max Drawdown (10Y)Largest decline over 10 years | -27.54% | -54.56% | +27.02% |
Current DrawdownCurrent decline from peak | -7.56% | -14.91% | +7.35% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -13.60% | +7.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 5.55% | -1.34% |
Volatility
FXG vs. AGNC - Volatility Comparison
The current volatility for First Trust Consumer Staples AlphaDEX Fund (FXG) is 3.61%, while AGNC Investment Corp. (AGNC) has a volatility of 9.58%. This indicates that FXG experiences smaller price fluctuations and is considered to be less risky than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXG | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 9.58% | -5.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 15.07% | -5.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.25% | 22.88% | -8.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.44% | 25.71% | -12.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 25.31% | -10.40% |