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FXG vs. IHDG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FXG and IHDG is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FXG vs. IHDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Consumer Staples AlphaDEX Fund (FXG) and WisdomTree International Hedged Dividend Growth Fund (IHDG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FXG:

3.74%

IHDG:

9.70%

Max Drawdown

FXG:

-0.76%

IHDG:

-0.93%

Current Drawdown

FXG:

-0.76%

IHDG:

-0.43%

Returns By Period


FXG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IHDG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FXG vs. IHDG - Expense Ratio Comparison

FXG has a 0.63% expense ratio, which is higher than IHDG's 0.58% expense ratio.


Risk-Adjusted Performance

FXG vs. IHDG — Risk-Adjusted Performance Rank

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

FXG
The Risk-Adjusted Performance Rank of FXG is 1111
Overall Rank
The Sharpe Ratio Rank of FXG is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FXG is 1111
Sortino Ratio Rank
The Omega Ratio Rank of FXG is 1212
Omega Ratio Rank
The Calmar Ratio Rank of FXG is 99
Calmar Ratio Rank
The Martin Ratio Rank of FXG is 1212
Martin Ratio Rank

IHDG
The Risk-Adjusted Performance Rank of IHDG is 1414
Overall Rank
The Sharpe Ratio Rank of IHDG is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of IHDG is 1515
Sortino Ratio Rank
The Omega Ratio Rank of IHDG is 1515
Omega Ratio Rank
The Calmar Ratio Rank of IHDG is 1414
Calmar Ratio Rank
The Martin Ratio Rank of IHDG is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FXG vs. IHDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) and WisdomTree International Hedged Dividend Growth Fund (IHDG). 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.



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Dividends

FXG vs. IHDG - Dividend Comparison

FXG's dividend yield for the trailing twelve months is around 1.96%, more than IHDG's 1.89% yield.


TTM20242023202220212020201920182017201620152014
FXG
First Trust Consumer Staples AlphaDEX Fund
1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IHDG
WisdomTree International Hedged Dividend Growth Fund
1.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FXG vs. IHDG - Drawdown Comparison

The maximum FXG drawdown since its inception was -0.76%, smaller than the maximum IHDG drawdown of -0.93%. Use the drawdown chart below to compare losses from any high point for FXG and IHDG. For additional features, visit the drawdowns tool.


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Volatility

FXG vs. IHDG - Volatility Comparison


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