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FXG vs. IGLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXG vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Consumer Staples AlphaDEX Fund (FXG) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

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

FXG vs. IGLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FXG
FXG Risk / Return Rank: 77
Overall Rank
FXG Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FXG Sortino Ratio Rank: 66
Sortino Ratio Rank
FXG Omega Ratio Rank: 66
Omega Ratio Rank
FXG Calmar Ratio Rank: 77
Calmar Ratio Rank
FXG Martin Ratio Rank: 77
Martin Ratio Rank

IGLD
IGLD Risk / Return Rank: 2828
Overall Rank
IGLD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGLD Omega Ratio Rank: 3232
Omega Ratio Rank
IGLD Calmar Ratio Rank: 2828
Calmar Ratio Rank
IGLD Martin Ratio Rank: 2727
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. 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.


FXGIGLDDifference
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

FXG vs. IGLD - Sharpe Ratio Comparison

The current FXG Sharpe Ratio is -0.18, which is lower than the IGLD Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FXG and IGLD, 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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Sharpe Ratios by Period


FXGIGLDDifference

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


FXGIGLDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-12.70%

-15.16%

+2.46%

Average Drawdown

Average peak-to-trough decline

-6.03%

-5.24%

-0.79%

Ulcer Index

Depth 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


FXGIGLDDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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