FXG vs. IGLD

Last updated Jul 16, 2026

FXG (First Trust Consumer Staples AlphaDEX Fund) and IGLD (FT 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 Gold fund actively managed by First Trust. FXG is passively managed, while IGLD is actively managed. Over the past 5 years, FXG returned 4.33%/yr vs 12.03%/yr for IGLD. At a 0.08 correlation, their price movements are largely independent. FXG charges 0.63%/yr vs 0.85%/yr for IGLD.

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 Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FXG achieves a 5.31% return, which is significantly higher than IGLD's -6.87% return.

FXG

• 1D: -0.24%
• 1M: 0.63%
• 6M: 0.31%
• YTD: 5.31%
• 1Y: 3.47%
• 3Y*: 2.14%
• 5Y*: 4.33%
• 10Y*: 4.40%

IGLD

• 1D: -0.19%
• 1M: -6.28%
• 6M: -11.44%
• YTD: -6.87%
• 1Y: 14.74%
• 3Y*: 19.39%
• 5Y*: 12.03%
• 10Y*: —

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

FXG vs. IGLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FXG First Trust Consumer Staples AlphaDEX Fund	5.31%	-2.66%	3.21%	1.97%	3.28%	18.07%
IGLD FT Vest Gold Strategy Target Income ETF	-6.87%	47.46%	19.36%	9.24%	-2.34%	4.30%

Correlation

The correlation between FXG and IGLD is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (All Time) Calculated using the full available price history since Mar 3, 2021	0.08

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: 13
FXG Sharpe Ratio Rank: 14
FXG Sortino Ratio Rank: 13
FXG Omega Ratio Rank: 12
FXG Calmar Ratio Rank: 13
FXG Martin Ratio Rank: 12

IGLD

IGLD Risk / Return Rank: 20
IGLD Sharpe Ratio Rank: 21
IGLD Sortino Ratio Rank: 20
IGLD Omega Ratio Rank: 22
IGLD Calmar Ratio Rank: 18
IGLD Martin Ratio Rank: 19

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 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.

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	IGLD	Difference
Sharpe ratio: Return per unit of total volatility	0.26	0.60	-0.34
Sortino ratio: Return per unit of downside risk	0.46	0.92	-0.46
Omega ratio: Gain probability vs. loss probability	1.05	1.13	-0.08
Calmar ratio: Return relative to maximum drawdown	0.27	0.62	-0.35
Martin ratio: Return relative to average drawdown	0.56	1.57	-1.01

FXG vs. IGLD - Sharpe Ratio Comparison

The current FXG Sharpe Ratio is 0.26, which is lower than the IGLD Sharpe Ratio of 0.60. 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.

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 -23.84%. Use the drawdown chart below to compare losses from any high point for FXG and IGLD.

Drawdown Indicators

	FXG	IGLD	Difference
Max Drawdown Largest peak-to-trough decline	-38.69%	-23.84%	-14.85%
Max Drawdown (1Y) Largest decline over 1 year	-12.75%	-23.84%	+11.09%
Max Drawdown (3Y) Largest decline over 3 years	-12.75%	-23.84%	+11.09%
Max Drawdown (5Y) Largest decline over 5 years	-15.70%	-23.84%	+8.14%
Max Drawdown (10Y) Largest decline over 10 years	-27.54%	—	—
Current Drawdown Current decline from peak	-7.90%	-22.30%	+14.40%
Average Drawdown Average peak-to-trough decline	-6.04%	-5.55%	-0.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.16%	9.39%	-3.23%

Volatility

FXG vs. IGLD - Volatility Comparison

The current volatility for First Trust Consumer Staples AlphaDEX Fund (FXG) is 5.45%, while FT Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 7.01%. 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.

Volatility by Period

	FXG	IGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.45%	7.01%	-1.56%
Volatility (6M) Calculated over the trailing 6-month period	10.28%	22.42%	-12.14%
Volatility (1Y) Calculated over the trailing 1-year period	13.71%	24.88%	-11.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.66%	15.66%	-2.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.98%	15.40%	-0.42%

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 2.42%, less than IGLD's 21.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FXG First Trust Consumer Staples AlphaDEX Fund	2.42%	2.83%	1.70%	1.41%	1.83%	1.38%	1.41%	1.63%	2.31%	1.34%	1.72%	1.67%
IGLD FT Vest Gold Strategy Target Income ETF	21.41%	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

Can I hold both FXG and IGLD in my portfolio?

FXG and IGLD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FXG or IGLD?

IGLD has higher volatility (7.01%) compared to FXG (5.45%). In terms of maximum drawdown, FXG dropped -38.69% vs IGLD's -23.84%.

Which ETF is better, FXG or IGLD?

On 5-year performance, IGLD leads with 12.03% vs 4.33% for FXG. On fees, FXG is cheaper at 0.63% per year. On volatility, FXG has been the lower-risk option at 5.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FXG or IGLD?

Over the 5-year period, IGLD has performed better with a 12.03% return vs 4.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FXG or IGLD?

FXG is cheaper with a 0.63% expense ratio, compared with 0.85% for IGLD.

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

IGLD has the higher dividend yield at 21.41%, compared with 2.42% for FXG.

What is the main difference between FXG and IGLD?

FXG is categorized as Consumer Staples Equities, while IGLD is Gold. Their fees differ too: 0.63% for FXG and 0.85% for IGLD.

Which has better risk-adjusted returns?

IGLD currently has the higher Sharpe Ratio (0.60 vs 0.26), 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.