FXG vs. GXPS
FXG (First Trust Consumer Staples AlphaDEX Fund) and GXPS (Global X PureCap MSCI Consumer Staples ETF) are both Consumer Staples Equities funds - FXG tracks the StrataQuant Consumer Staples Index while GXPS tracks the MSCI USA Consumer Staples Index. Both are passively managed. A 0.68 correlation means they provide meaningful diversification when combined. FXG charges 0.63%/yr vs 0.25%/yr for GXPS.
Performance
FXG vs. GXPS - Performance Comparison
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Returns By Period
In the year-to-date period, FXG achieves a -0.18% return, which is significantly lower than GXPS's 7.14% return.
FXG
- 1D
- 0.06%
- 1M
- -5.27%
- YTD
- -0.18%
- 6M
- -1.44%
- 1Y
- -2.29%
- 3Y*
- 0.94%
- 5Y*
- 1.87%
- 10Y*
- 4.23%
GXPS
- 1D
- 0.91%
- 1M
- -2.93%
- YTD
- 7.14%
- 6M
- 5.98%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FXG vs. GXPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | -0.18% | -5.25% |
GXPS Global X PureCap MSCI Consumer Staples ETF | 7.14% | -1.72% |
Correlation
The correlation between FXG and GXPS is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | 0.68 |
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Return for Risk
FXG vs. GXPS — Risk / Return Rank
FXG
GXPS
FXG vs. GXPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) and Global X PureCap MSCI Consumer Staples ETF (GXPS). 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 | GXPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.98 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | — | — |
| Martin ratioReturn relative to average drawdown | -0.42 | — | — |
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 | GXPS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.44 | +0.03 |
Drawdowns
FXG vs. GXPS - Drawdown Comparison
The maximum FXG drawdown since its inception was -38.69%, which is greater than GXPS's maximum drawdown of -9.20%. Use the drawdown chart below to compare losses from any high point for FXG and GXPS.
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Drawdown Indicators
| FXG | GXPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -9.20% | -29.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -12.75% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.70% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -27.54% | — | — |
Current DrawdownCurrent decline from peak | -12.70% | -7.97% | -4.73% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -3.87% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | — | — |
Volatility
FXG vs. GXPS - Volatility Comparison
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Volatility by Period
| FXG | GXPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | 13.97% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 13.97% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 13.97% | +0.95% |
FXG vs. GXPS - Expense Ratio Comparison
FXG has a 0.63% expense ratio, which is higher than GXPS's 0.25% expense ratio.
Dividends
FXG vs. GXPS - Dividend Comparison
FXG's dividend yield for the trailing twelve months is around 2.90%, more than GXPS's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 2.90% | 2.83% | 1.70% | 1.41% | 1.83% | 1.38% | 1.41% | 1.63% | 2.31% | 1.34% | 1.72% | 1.67% |
GXPS Global X PureCap MSCI Consumer Staples ETF | 0.56% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FXG and GXPS have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GXPS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GXPS is cheaper with a 0.25% expense ratio, compared with 0.63% for FXG.
FXG has the higher dividend yield at 2.90%, compared with 0.56% for GXPS.
FXG tracks StrataQuant Consumer Staples Index, while GXPS tracks MSCI USA Consumer Staples Index. They also come from different issuers: First Trust and Global X. Their fees differ too: 0.63% for FXG and 0.25% for GXPS.
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