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FXG vs. FSTA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FXG vs. FSTA

Last updated Apr 1, 2026

Compare and contrast key facts about First Trust Consumer Staples AlphaDEX Fund (FXG) and Fidelity MSCI Consumer Staples Index ETF (FSTA).

FXG and FSTA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. FSTA is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Consumer Staples Index. It was launched on Oct 21, 2013. Both FXG and FSTA 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

FXG vs. FSTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Consumer Staples AlphaDEX Fund (FXG) and Fidelity MSCI Consumer Staples Index ETF (FSTA). The values are adjusted to include any dividend payments, if applicable.

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FXG vs. FSTA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
FSTA
Fidelity MSCI Consumer Staples Index ETF		6.98%1.82%13.31%2.29%-1.72%17.44%10.96%26.84%-8.49%12.71%

Returns By Period

In the year-to-date period, FXG achieves a 5.51% return, which is significantly lower than FSTA's 6.98% return. Over the past 10 years, FXG has underperformed FSTA with an annualized return of 5.01%, while FSTA has yielded a comparatively higher 7.69% 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%

FSTA

1D
0.19%
1M
-7.53%
YTD
6.98%
6M
6.22%
1Y
4.72%
3Y*
7.59%
5Y*
7.27%
10Y*
7.69%
*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 Staples AlphaDEX Fund

Fidelity MSCI Consumer Staples Index ETF

Often compared with FXG:
FXG vs. KXIFXG vs. CLIXFXG vs. VDCFXG vs. RSPFXG vs. XLPFXG vs. IYKFXG vs. IHDG
Often compared with FSTA:
FSTA vs. VDCFSTA vs. SCHDFSTA vs. SPYFSTA vs. FTXGFSTA vs. RTHFSTA vs. VOOFSTA vs. DIVO

FXG vs. FSTA - Expense Ratio Comparison

FXG has a 0.63% expense ratio, which is higher than FSTA's 0.08% expense ratio.

FXG
First Trust Consumer Staples AlphaDEX Fund
FSTA
Fidelity MSCI Consumer Staples Index ETF

Return for Risk

FXG vs. FSTA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FXG
FXG Risk / Return Rank: 1313
Overall Rank
FXG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FXG Sortino Ratio Rank: 1212
Sortino Ratio Rank
FXG Omega Ratio Rank: 1111
Omega Ratio Rank
FXG Calmar Ratio Rank: 1515
Calmar Ratio Rank
FXG Martin Ratio Rank: 1414
Martin Ratio Rank
FSTA
FSTA Risk / Return Rank: 2525
Overall Rank
FSTA Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FSTA Sortino Ratio Rank: 2323
Sortino Ratio Rank
FSTA Omega Ratio Rank: 2121
Omega Ratio Rank
FSTA Calmar Ratio Rank: 3030
Calmar Ratio Rank
FSTA Martin Ratio Rank: 2525
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.

FXG vs. FSTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) and Fidelity MSCI Consumer Staples Index ETF (FSTA). 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.

FXGFSTADifference

Sharpe ratio

Return per unit of total volatility

0.02

0.35

-0.33

Sortino ratio

Return per unit of downside risk

0.13

0.60

-0.47

Omega ratio

Gain probability vs. loss probability

1.02

1.07

-0.06

Calmar ratio

Return relative to maximum drawdown

0.13

0.68

-0.55

Martin ratio

Return relative to average drawdown

0.33

1.67

-1.34

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

FXG vs. FSTA - Sharpe Ratio Comparison

The current FXG Sharpe Ratio is 0.02, which is lower than the FSTA Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of FXG and FSTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

FXGFSTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

0.35

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.56

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.53

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.63

-0.13

Correlation

The correlation between FXG and FSTA is 0.83, 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

FXG vs. FSTA - Dividend Comparison

FXG's dividend yield for the trailing twelve months is around 2.75%, more than FSTA's 2.22% yield.

TTM20252024202320222021202020192018201720162015
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%
FSTA
Fidelity MSCI Consumer Staples Index ETF		2.22%2.34%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%

Drawdowns

FXG vs. FSTA - Drawdown Comparison

The maximum FXG drawdown since its inception was -38.69%, which is greater than FSTA's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for FXG and FSTA.

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Drawdown Indicators

FXGFSTADifference

Max Drawdown

Largest peak-to-trough decline

-38.69%

-25.13%

-13.56%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-9.29%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-15.70%

-16.58%

+0.88%

Max Drawdown (10Y)

Largest decline over 10 years

-27.54%

-25.13%

-2.41%

Current Drawdown

Current decline from peak

-7.72%

-7.53%

-0.19%

Average Drawdown

Average peak-to-trough decline

-6.00%

-3.51%

-2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

3.77%

+0.41%

Volatility

FXG vs. FSTA - Volatility Comparison

First Trust Consumer Staples AlphaDEX Fund (FXG) and Fidelity MSCI Consumer Staples Index ETF (FSTA) have volatilities of 3.80% and 3.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FXGFSTADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

3.90%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

8.96%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.29%

13.69%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.44%

12.94%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

14.50%

+0.42%