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FXG vs. FTXG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FXG vs. FTXG

Last updated Jun 25, 2026

FXG (First Trust Consumer Staples AlphaDEX Fund) and FTXG (First Trust Nasdaq Food & Beverage ETF) are both Consumer Staples Equities funds from First Trust - FXG tracks the StrataQuant Consumer Staples Index while FTXG tracks the Nasdaq U.S. Smart Food & Beverage Index. Both are passively managed. Over the past 5 years, FXG returned 3.58%/yr vs -0.10%/yr for FTXG. A 0.71 correlation means they provide meaningful diversification when combined. FXG charges 0.63%/yr vs 0.60%/yr for FTXG.

Performance

FXG vs. FTXG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FXG achieves a 3.65% return, which is significantly lower than FTXG's 7.25% return.

FXG

1D
0.74%
1M
1.98%
YTD
3.65%
6M
3.06%
1Y
-0.05%
3Y*
2.47%
5Y*
3.58%
10Y*
4.76%

FTXG

1D
0.64%
1M
0.11%
YTD
7.25%
6M
6.55%
1Y
2.24%
3Y*
-2.29%
5Y*
-0.10%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXG vs. FTXG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FXG
First Trust Consumer Staples AlphaDEX Fund		3.65%-2.66%3.21%1.97%3.28%21.73%4.85%20.65%-11.49%7.87%
FTXG
First Trust Nasdaq Food & Beverage ETF		7.25%-6.52%-2.52%-6.48%6.15%13.48%6.63%23.97%-12.09%5.64%

Correlation

The correlation between FXG and FTXG is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2016

0.71

The correlation between FXG and FTXG shifts across timeframes, from 0.71 (all time) to 0.90 (1 year), reflecting how their relationship changes across market environments.

FXG vs. FTXG - Sectors Allocation Comparison

Sectors
FXG
FTXG

Consumer Defensive

79.6%
94.3%

Healthcare

8.3%

-

Consumer Cyclical

8.2%

-

Industrials

4.0%
1.5%

Basic Materials

2.0%
4.2%

Communication Services

-

-

Energy

-

-

Financial Services

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Consumer Defensive

FXG
79.6%
FTXG
94.3%

Healthcare

FXG
8.3%
FTXG

-

Consumer Cyclical

FXG
8.2%
FTXG

-

Industrials

FXG
4.0%
FTXG
1.5%

Basic Materials

FXG
2.0%
FTXG
4.2%

Communication Services

FXG

-

FTXG

-

Energy

FXG

-

FTXG

-

Financial Services

FXG

-

FTXG

-

Real Estate

FXG

-

FTXG

-

Technology

FXG

-

FTXG

-

Utilities

FXG

-

FTXG

-

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First Trust Consumer Staples AlphaDEX Fund

First Trust Nasdaq Food & Beverage ETF

Often compared with FXG:
FXG vs. KXIFXG vs. VDCFXG vs. CLIXFXG vs. XLPFXG vs. RSPFXG vs. IYKFXG vs. IHDG
Often compared with FTXG:
FTXG vs. PBJFTXG vs. FSTAFTXG vs. XLPFTXG vs. KHCFTXG vs. SOXXFTXG vs. VDCFTXG vs. VOO

Return for Risk

FXG vs. FTXG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FXG
FXG Risk / Return Rank: 99
Overall Rank
FXG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FXG Sortino Ratio Rank: 88
Sortino Ratio Rank
FXG Omega Ratio Rank: 88
Omega Ratio Rank
FXG Calmar Ratio Rank: 99
Calmar Ratio Rank
FXG Martin Ratio Rank: 99
Martin Ratio Rank
FTXG
FTXG Risk / Return Rank: 1111
Overall Rank
FTXG Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FTXG Sortino Ratio Rank: 1010
Sortino Ratio Rank
FTXG Omega Ratio Rank: 1010
Omega Ratio Rank
FTXG Calmar Ratio Rank: 1111
Calmar Ratio Rank
FTXG Martin Ratio Rank: 1111
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. FTXG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) and First Trust Nasdaq Food & Beverage ETF (FTXG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

FXGFTXGDifference
Sharpe ratioReturn per unit of total volatility
-0.00
0.16

-0.16

Sortino ratioReturn per unit of downside risk
0.09
0.33

-0.24

Omega ratioGain probability vs. loss probability

1.01

1.04

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.00

0.22

-0.23

Martin ratioReturn relative to average drawdown

-0.01

0.40

-0.41

FXG vs. FTXG - Sharpe Ratio Comparison

The current FXG Sharpe Ratio is -0.00, which is lower than the FTXG Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of FXG and FTXG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

FXG vs. FTXG - Drawdown Comparison

The maximum FXG drawdown since its inception was -38.69%, which is greater than FTXG's maximum drawdown of -31.52%. Use the drawdown chart below to compare losses from any high point for FXG and FTXG.

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Drawdown Indicators

FXGFTXGDifference

Max Drawdown

Largest peak-to-trough decline

-38.69%

-31.52%

-7.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-10.14%

-2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-12.75%

-18.10%

+5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-15.70%

-21.68%

+5.98%

Max Drawdown (10Y)

Largest decline over 10 years

-27.54%

—

—

Current Drawdown

Current decline from peak

-9.34%

-13.64%

+4.30%

Average Drawdown

Average peak-to-trough decline

-6.04%

-7.67%

+1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.90%

5.60%

+0.30%

Volatility

FXG vs. FTXG - Volatility Comparison

First Trust Consumer Staples AlphaDEX Fund (FXG) has a higher volatility of 5.31% compared to First Trust Nasdaq Food & Beverage ETF (FTXG) at 4.61%. This indicates that FXG's price experiences larger fluctuations and is considered to be riskier than FTXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FXGFTXGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

4.61%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

10.15%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

14.00%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.59%

14.50%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

16.63%

-1.66%

FXG vs. FTXG - Expense Ratio Comparison

FXG has a 0.63% expense ratio, which is higher than FTXG's 0.60% expense ratio.

Dividends

FXG vs. FTXG - Dividend Comparison

FXG's dividend yield for the trailing twelve months is around 2.79%, more than FTXG's 2.72% yield.

PositionTTM20252024202320222021202020192018201720162015
FTXG
First Trust Nasdaq Food & Beverage ETF		2.72%2.93%2.75%4.27%1.50%1.52%1.35%1.25%1.37%1.56%0.30%0.00%
FXG
First Trust Consumer Staples AlphaDEX Fund		2.79%2.83%1.70%1.41%1.83%1.38%1.41%1.63%2.31%1.34%1.72%1.67%

Frequently Asked Questions

With a correlation of 0.90, FXG and FTXG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FXG has higher volatility (5.31%) compared to FTXG (4.61%). In terms of maximum drawdown, FXG dropped -38.69% vs FTXG's -31.52%.

On 5-year performance, FXG leads with 3.58% vs -0.10% for FTXG. On fees, FTXG is cheaper at 0.60% per year. On volatility, FTXG has been the lower-risk option at 4.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FXG has performed better with a 3.58% return vs -0.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTXG is cheaper with a 0.60% expense ratio, compared with 0.63% for FXG.

FXG has the higher dividend yield at 2.79%, compared with 2.72% for FTXG.

FXG tracks StrataQuant Consumer Staples Index, while FTXG tracks Nasdaq U.S. Smart Food & Beverage Index. Their fees differ too: 0.63% for FXG and 0.60% for FTXG.

FTXG currently has the higher Sharpe Ratio (0.16 vs -0.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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