FXG vs. IYK
Compare and contrast key facts about First Trust Consumer Staples AlphaDEX Fund (FXG) and iShares U.S. Consumer Goods ETF (IYK).
FXG and IYK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXG is a passively managed fund by First Trust that tracks the performance of the StrataQuant Consumer Staples Index. It was launched on May 8, 2007. IYK is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Consumer Goods Index. It was launched on Jun 12, 2000. Both FXG and IYK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FXG or IYK.
Performance
FXG vs. IYK - Performance Comparison
Returns By Period
In the year-to-date period, FXG achieves a 8.38% return, which is significantly lower than IYK's 9.03% return. Over the past 10 years, FXG has underperformed IYK with an annualized return of 6.66%, while IYK has yielded a comparatively higher 9.32% annualized return.
FXG
8.38%
-0.54%
0.67%
14.60%
8.45%
6.66%
IYK
9.03%
-2.31%
2.44%
12.36%
12.35%
9.32%
Key characteristics
| FXG | IYK | |
|---|---|---|
| Sharpe Ratio | 1.34 | 1.18 |
| Sortino Ratio | 1.96 | 1.75 |
| Omega Ratio | 1.23 | 1.20 |
| Calmar Ratio | 1.54 | 1.39 |
| Martin Ratio | 5.51 | 5.71 |
| Ulcer Index | 2.69% | 2.14% |
| Daily Std Dev | 11.11% | 10.35% |
| Max Drawdown | -38.69% | -42.64% |
| Current Drawdown | -1.66% | -4.39% |
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FXG vs. IYK - Expense Ratio Comparison
FXG has a 0.63% expense ratio, which is higher than IYK's 0.42% expense ratio.
Correlation
The correlation between FXG and IYK is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FXG vs. IYK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) and iShares U.S. Consumer Goods ETF (IYK). 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.
Dividends
FXG vs. IYK - Dividend Comparison
FXG's dividend yield for the trailing twelve months is around 1.58%, less than IYK's 2.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 1.58% | 1.41% | 1.83% | 1.38% | 1.41% | 1.63% | 2.30% | 1.34% | 1.71% | 1.67% | 1.24% | 0.95% |
IYK iShares U.S. Consumer Goods ETF | 2.54% | 2.74% | 2.16% | 1.49% | 1.42% | 2.21% | 2.81% | 1.74% | 2.63% | 2.11% | 1.82% | 1.84% |
Drawdowns
FXG vs. IYK - Drawdown Comparison
The maximum FXG drawdown since its inception was -38.69%, smaller than the maximum IYK drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for FXG and IYK. For additional features, visit the drawdowns tool.
Volatility
FXG vs. IYK - Volatility Comparison
First Trust Consumer Staples AlphaDEX Fund (FXG) has a higher volatility of 3.26% compared to iShares U.S. Consumer Goods ETF (IYK) at 2.80%. This indicates that FXG's price experiences larger fluctuations and is considered to be riskier than IYK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.