FXG vs. IGLD
FXG (First Trust Consumer Staples AlphaDEX Fund) and IGLD (FT Cboe Vest Gold Strategy Target Income ETF) are both exchange-traded funds - FXG is a Consumer Staples Equities fund tracking the StrataQuant Consumer Staples Index, while IGLD is a Precious Metals fund actively managed by First Trust. FXG is passively managed, while IGLD is actively managed. Over the past 5 years, FXG returned 1.87%/yr vs 13.02%/yr for IGLD. At a 0.09 correlation, their price movements are largely independent. FXG charges 0.63%/yr vs 0.85%/yr for IGLD.
Performance
FXG vs. IGLD - 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 IGLD's 1.69% 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%
IGLD
- 1D
- -0.81%
- 1M
- -1.33%
- YTD
- 1.69%
- 6M
- 4.44%
- 1Y
- 24.53%
- 3Y*
- 23.01%
- 5Y*
- 13.02%
- 10Y*
- —
FXG vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | -0.18% | -2.66% | 3.21% | 1.97% | 3.28% | 17.50% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 1.69% | 47.46% | 19.36% | 9.24% | -2.34% | 4.30% |
Correlation
The correlation between FXG and IGLD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2021 | 0.09 |
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Return for Risk
FXG vs. IGLD — Risk / Return Rank
FXG
IGLD
FXG vs. IGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). 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 | IGLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.22 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.40 | -1.58 |
| Martin ratioReturn relative to average drawdown | -0.42 | 3.82 | -4.25 |
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 | IGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 1.06 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.86 | -0.72 |
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 | 0.94 | -0.47 |
Drawdowns
FXG vs. IGLD - Drawdown Comparison
The maximum FXG drawdown since its inception was -38.69%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for FXG and IGLD.
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Drawdown Indicators
| FXG | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -18.59% | -20.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -17.56% | +4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -12.75% | -17.56% | +4.81% |
Max Drawdown (5Y)Largest decline over 5 years | -15.70% | -18.59% | +2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -27.54% | — | — |
Current DrawdownCurrent decline from peak | -12.70% | -15.16% | +2.46% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -5.24% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 6.43% | -1.02% |
Volatility
FXG vs. IGLD - Volatility Comparison
The current volatility for First Trust Consumer Staples AlphaDEX Fund (FXG) is 3.20%, while FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 5.12%. This indicates that FXG experiences smaller price fluctuations and is considered to be less risky than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXG | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 5.12% | -1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 21.01% | -11.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | 23.24% | -10.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 15.17% | -1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 15.00% | -0.08% |
FXG vs. IGLD - Expense Ratio Comparison
FXG has a 0.63% expense ratio, which is lower than IGLD's 0.85% expense ratio.
Dividends
FXG vs. IGLD - Dividend Comparison
FXG's dividend yield for the trailing twelve months is around 2.90%, less than IGLD's 17.92% 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% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 17.92% | 9.91% | 20.81% | 7.85% | 4.45% | 2.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FXG and IGLD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGLD has higher volatility (5.12%) compared to FXG (3.20%). In terms of maximum drawdown, FXG dropped -38.69% vs IGLD's -18.59%.
On 5-year performance, IGLD leads with 13.02% vs 1.87% for FXG. On fees, FXG is cheaper at 0.63% per year. On volatility, FXG has been the lower-risk option at 3.20%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IGLD has performed better with a 13.02% return vs 1.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FXG is cheaper with a 0.63% expense ratio, compared with 0.85% for IGLD.
IGLD has the higher dividend yield at 17.92%, compared with 2.90% for FXG.
FXG is categorized as Consumer Staples Equities, while IGLD is Precious Metals. Their fees differ too: 0.63% for FXG and 0.85% for IGLD.
IGLD currently has the higher Sharpe Ratio (1.06 vs -0.18), 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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