FXG vs. FTXG

Last updated Aug 6, 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 5.20%/yr vs 1.16%/yr for FTXG. Their 0.71 correlation means they have sometimes moved together and sometimes differently. 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.

Returns By Period

In the year-to-date period, FXG achieves a 8.56% return, which is significantly lower than FTXG's 10.16% return.

FXG

• 1D: 0.56%
• 1M: 2.45%
• 6M: -1.21%
• YTD: 8.56%
• 1Y: 5.04%
• 3Y*: 2.63%
• 5Y*: 5.20%
• 10Y*: 4.76%
• ALL TIME*: 8.12%

FTXG

• 1D: -0.33%
• 1M: 0.84%
• 6M: -0.03%
• YTD: 10.16%
• 1Y: 5.38%
• 3Y*: -1.69%
• 5Y*: 1.16%
• 10Y*: —
• ALL TIME*: 3.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FTXG First Trust Nasdaq Food & Beverage ETF	$684.09K	$352.99K	$342.99K
FXG First Trust Consumer Staples AlphaDEX Fund	$695.75K	$660.92K	$780.49K

FXG vs. FTXG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FXG First Trust Consumer Staples AlphaDEX Fund	8.56%	-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	10.16%	-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 0.91, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.91
Correlation (3Y) Balances recent behavior with more history.	0.89
Correlation (5Y) Shows whether the relationship held over a longer period.	0.88
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 0.91 (1 year), reflecting how their relationship changes across market environments.

FXG vs. FTXG - Sectors Allocation Comparison

Sectors	FXG	FTXG
Consumer Defensive	79.1%	94.1%
Consumer Cyclical	9.0%	-
Healthcare	8.5%	-
Industrials	3.4%	1.4%
Basic Materials	2.0%	4.5%
Communication Services	-	-
Energy	-	-
Financial Services	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

FXG vs. FTXG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FXG

FXG Risk / Return Rank: 16
FXG Sharpe Ratio Rank: 17
FXG Sortino Ratio Rank: 16
FXG Omega Ratio Rank: 16
FXG Calmar Ratio Rank: 16
FXG Martin Ratio Rank: 15

FTXG

FTXG Risk / Return Rank: 17
FTXG Sharpe Ratio Rank: 17
FTXG Sortino Ratio Rank: 16
FTXG Omega Ratio Rank: 16
FTXG Calmar Ratio Rank: 18
FTXG Martin Ratio Rank: 16

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

	FXG	FTXG	Difference
Sharpe ratio: Return per unit of total volatility	0.36	0.37	-0.01
Sortino ratio: Return per unit of downside risk	0.62	0.63	-0.01
Omega ratio: Gain probability vs. loss probability	1.07	1.07	0.00
Calmar ratio: Return relative to maximum drawdown	0.40	0.53	-0.14
Martin ratio: Return relative to average drawdown	0.80	0.95	-0.15

FXG vs. FTXG - Sharpe Ratio Comparison

The current FXG Sharpe Ratio is 0.36, which is comparable to the FTXG Sharpe Ratio of 0.37. 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.

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.

Drawdown Indicators

	FXG	FTXG	Difference
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	-5.05%	-11.29%	+6.24%
Average Drawdown Average peak-to-trough decline	-6.04%	-7.71%	+1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.30%	5.70%	+0.60%

Volatility

FXG vs. FTXG - Volatility Comparison

The current volatility for First Trust Consumer Staples AlphaDEX Fund (FXG) is 5.00%, while First Trust Nasdaq Food & Beverage ETF (FTXG) has a volatility of 5.72%. This indicates that FXG experiences smaller price fluctuations and is considered to be less risky than FTXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FXG	FTXG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.00%	5.72%	-0.72%
Volatility (6M) Calculated over the trailing 6-month period	10.69%	10.99%	-0.30%
Volatility (1Y) Calculated over the trailing 1-year period	13.90%	14.47%	-0.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.75%	14.73%	-0.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.02%	16.67%	-1.65%

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 2.35%, less than FTXG's 2.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTXG First Trust Nasdaq Food & Beverage ETF	2.52%	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	2.35%	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

Can I hold both FXG and FTXG in my portfolio?

With a correlation of 0.91, 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.

Which is riskier, FXG or FTXG?

FTXG has higher volatility (5.72%) compared to FXG (5.00%). In terms of maximum drawdown, FXG dropped -38.69% vs FTXG's -31.52%.

Which ETF is better, FXG or FTXG?

On 5-year performance, FXG leads with 5.20% vs 1.16% for FTXG. On fees, FTXG is cheaper at 0.60% per year. On volatility, FXG has been the lower-risk option at 5.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FXG or FTXG?

Over the 5-year period, FXG has performed better with a 5.20% return vs 1.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FXG or FTXG?

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

Which ETF pays a higher dividend yield, FXG or FTXG?

FTXG has the higher dividend yield at 2.52%, compared with 2.35% for FXG.

What is the main difference between FXG and 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.

Which has better risk-adjusted returns?

FTXG currently has the higher Sharpe Ratio (0.37 vs 0.36), 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.