FXG vs. AMZN
Compare and contrast key facts about First Trust Consumer Staples AlphaDEX Fund (FXG) and Amazon.com, Inc (AMZN).
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. AMZN - Performance Comparison
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FXG vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 5.51% | -2.66% | 3.21% | 1.97% | 3.28% | 21.73% | 4.85% | 20.65% | -11.49% | 7.87% |
AMZN Amazon.com, Inc | -9.77% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
Returns By Period
In the year-to-date period, FXG achieves a 5.51% return, which is significantly higher than AMZN's -9.77% return. Over the past 10 years, FXG has underperformed AMZN with an annualized return of 5.01%, while AMZN has yielded a comparatively higher 21.41% annualized return.
FXG
- 1D
- 0.74%
- 1M
- -7.72%
- YTD
- 5.51%
- 6M
- 2.72%
- 1Y
- 0.28%
- 3Y*
- 2.90%
- 5Y*
- 4.05%
- 10Y*
- 5.01%
AMZN
- 1D
- 3.64%
- 1M
- -0.82%
- YTD
- -9.77%
- 6M
- -5.15%
- 1Y
- 9.47%
- 3Y*
- 26.33%
- 5Y*
- 5.67%
- 10Y*
- 21.41%
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Return for Risk
FXG vs. AMZN — Risk / Return Rank
FXG
AMZN
FXG vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) and Amazon.com, Inc (AMZN). 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 | AMZN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 0.27 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.13 | 0.65 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.08 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 0.37 | -0.24 |
Martin ratioReturn relative to average drawdown | 0.33 | 0.89 | -0.57 |
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 | AMZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 0.27 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.16 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.66 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.55 | -0.06 |
Correlation
The correlation between FXG and AMZN is 0.32, 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. AMZN - Dividend Comparison
FXG's dividend yield for the trailing twelve months is around 2.75%, while AMZN has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 2.75% | 2.83% | 1.70% | 1.41% | 1.83% | 1.38% | 1.41% | 1.63% | 2.31% | 1.34% | 1.72% | 1.67% |
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FXG vs. AMZN - Drawdown Comparison
The maximum FXG drawdown since its inception was -38.69%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for FXG and AMZN.
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Drawdown Indicators
| FXG | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -94.40% | +55.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.74% | -21.74% | +11.00% |
Max Drawdown (5Y)Largest decline over 5 years | -15.70% | -56.15% | +40.45% |
Max Drawdown (10Y)Largest decline over 10 years | -27.54% | -56.15% | +28.61% |
Current DrawdownCurrent decline from peak | -7.72% | -18.00% | +10.28% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -28.27% | +22.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 9.03% | -4.85% |
Volatility
FXG vs. AMZN - Volatility Comparison
The current volatility for First Trust Consumer Staples AlphaDEX Fund (FXG) is 3.80%, while Amazon.com, Inc (AMZN) has a volatility of 9.57%. This indicates that FXG experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXG | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 9.57% | -5.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.22% | 22.64% | -13.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.29% | 35.02% | -20.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.44% | 35.32% | -21.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 32.51% | -17.59% |