FXG vs. AGNC

In the year-to-date period, FXG achieves a 0.17% return, which is significantly lower than AGNC's 3.36% return. Over the past 10 years, FXG has outperformed AGNC with an annualized return of 5.34%, while AGNC has yielded a comparatively lower 4.02% annualized return.

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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.

The current FXG Sharpe Ratio is -0.01, which is lower than the AGNC Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of FXG and AGNC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FXG's dividend yield for the trailing twelve months is around 1.96%, less than AGNC's 16.11% yield.

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.

The current volatility for First Trust Consumer Staples AlphaDEX Fund (FXG) is 4.02%, while AGNC Investment Corp. (AGNC) has a volatility of 6.42%. 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.