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FXG vs. KXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FXG vs. KXI

Last updated Jul 14, 2026
Documentation

FXG (First Trust Consumer Staples AlphaDEX Fund) and KXI (iShares Global Consumer Staples ETF) are both Consumer Staples Equities funds - FXG tracks the StrataQuant Consumer Staples Index while KXI tracks the S&P Global Consumer Staples Index. Both are passively managed. Over the past 10 years, FXG returned 4.56%/yr vs 5.59%/yr for KXI. A 0.73 correlation means they provide meaningful diversification when combined. FXG charges 0.63%/yr vs 0.46%/yr for KXI.

Performance

FXG vs. KXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Consumer Staples AlphaDEX Fund (FXG) and iShares Global Consumer Staples ETF (KXI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with FXG having a 6.91% return and KXI slightly lower at 6.75%. Over the past 10 years, FXG has underperformed KXI with an annualized return of 4.56%, while KXI has yielded a comparatively higher 5.59% annualized return.

FXG

1D
0.80%
1M
1.32%
6M
4.47%
YTD
6.91%
1Y
3.64%
3Y*
2.65%
5Y*
4.79%
10Y*
4.56%

KXI

1D
0.13%
1M
-0.63%
6M
4.73%
YTD
6.75%
1Y
7.60%
3Y*
6.20%
5Y*
4.54%
10Y*
5.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXG vs. KXI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FXG
First Trust Consumer Staples AlphaDEX Fund		6.91%-2.66%3.21%1.97%3.28%21.73%4.85%20.65%-11.49%7.87%
KXI
iShares Global Consumer Staples ETF		6.75%9.68%4.20%2.41%-6.02%13.71%7.69%23.40%-10.71%17.60%

Correlation

The correlation between FXG and KXI is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since May 10, 2007

0.73

The correlation between FXG and KXI has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.

FXG vs. KXI - Sectors Allocation Comparison

Sectors
FXG
KXI

Consumer Defensive

79.6%
97.0%

Healthcare

8.3%

-

Consumer Cyclical

8.2%
3.0%

Industrials

4.0%

-

Basic Materials

2.0%

-

Communication Services

-

-

Energy

-

-

Financial Services

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Consumer Defensive

FXG
79.6%
KXI
97.0%

Healthcare

FXG
8.3%
KXI

-

Consumer Cyclical

FXG
8.2%
KXI
3.0%

Industrials

FXG
4.0%
KXI

-

Basic Materials

FXG
2.0%
KXI

-

Communication Services

FXG

-

KXI

-

Energy

FXG

-

KXI

-

Financial Services

FXG

-

KXI

-

Real Estate

FXG

-

KXI

-

Technology

FXG

-

KXI

-

Utilities

FXG

-

KXI

-

Compare stocks, funds, or ETFs

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First Trust Consumer Staples AlphaDEX Fund

iShares Global Consumer Staples ETF

Often compared with FXG:
FXG vs. VDCFXG vs. CLIXFXG vs. XLPFXG vs. RSPFXG vs. IYKFXG vs. IHDGFXG vs. AGNC
Often compared with KXI:
KXI vs. VDCKXI vs. XLPKXI vs. IYKKXI vs. RXIKXI vs. VCSAXKXI vs. EXIKXI vs. VOO

Return for Risk

FXG vs. KXI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FXG
FXG Risk / Return Rank: 1313
Overall Rank
FXG Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FXG Sortino Ratio Rank: 1313
Sortino Ratio Rank
FXG Omega Ratio Rank: 1212
Omega Ratio Rank
FXG Calmar Ratio Rank: 1313
Calmar Ratio Rank
FXG Martin Ratio Rank: 1313
Martin Ratio Rank
KXI
KXI Risk / Return Rank: 2020
Overall Rank
KXI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
KXI Sortino Ratio Rank: 2020
Sortino Ratio Rank
KXI Omega Ratio Rank: 2020
Omega Ratio Rank
KXI Calmar Ratio Rank: 2121
Calmar Ratio Rank
KXI Martin Ratio Rank: 1818
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. KXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) and iShares Global Consumer Staples ETF (KXI). 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.

FXGKXIDifference
Sharpe ratioReturn per unit of total volatility
0.27
0.61

-0.34

Sortino ratioReturn per unit of downside risk
0.48
0.94

-0.46

Omega ratioGain probability vs. loss probability

1.05

1.11

-0.06

Calmar ratioReturn relative to maximum drawdown

0.29

0.75

-0.46

Martin ratioReturn relative to average drawdown

0.60

1.51

-0.91

FXG vs. KXI - Sharpe Ratio Comparison

The current FXG Sharpe Ratio is 0.27, which is lower than the KXI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FXG and KXI, 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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Drawdowns

FXG vs. KXI - Drawdown Comparison

The maximum FXG drawdown since its inception was -38.69%, smaller than the maximum KXI drawdown of -42.27%. Use the drawdown chart below to compare losses from any high point for FXG and KXI.

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Drawdown Indicators

FXGKXIDifference

Max Drawdown

Largest peak-to-trough decline

-38.69%

-42.27%

+3.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-10.24%

-2.51%

Max Drawdown (3Y)

Largest decline over 3 years

-12.75%

-11.92%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-15.70%

-17.45%

+1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-27.54%

-24.59%

-2.95%

Current Drawdown

Current decline from peak

-6.49%

-6.18%

-0.31%

Average Drawdown

Average peak-to-trough decline

-6.04%

-5.37%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.12%

5.04%

+1.08%

Volatility

FXG vs. KXI - Volatility Comparison

First Trust Consumer Staples AlphaDEX Fund (FXG) has a higher volatility of 5.30% compared to iShares Global Consumer Staples ETF (KXI) at 4.68%. This indicates that FXG's price experiences larger fluctuations and is considered to be riskier than KXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FXGKXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

4.68%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

10.25%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

12.49%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.65%

12.60%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.98%

13.73%

+1.25%

FXG vs. KXI - Expense Ratio Comparison

FXG has a 0.63% expense ratio, which is higher than KXI's 0.46% expense ratio.

Dividends

FXG vs. KXI - Dividend Comparison

FXG's dividend yield for the trailing twelve months is around 2.38%, more than KXI's 2.35% yield.

PositionTTM20252024202320222021202020192018201720162015
FXG
First Trust Consumer Staples AlphaDEX Fund		2.38%2.83%1.70%1.41%1.83%1.38%1.41%1.63%2.31%1.34%1.72%1.67%
KXI
iShares Global Consumer Staples ETF		2.35%2.29%2.51%2.99%1.98%2.26%2.34%2.17%2.97%2.17%2.34%2.20%

Frequently Asked Questions

FXG and KXI have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXG has higher volatility (5.30%) compared to KXI (4.68%). In terms of maximum drawdown, FXG dropped -38.69% vs KXI's -42.27%.

On 10-year performance, KXI leads with 5.59% vs 4.56% for FXG. On fees, KXI is cheaper at 0.46% per year. On volatility, KXI has been the lower-risk option at 4.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, KXI has performed better with a 5.59% return vs 4.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KXI is cheaper with a 0.46% expense ratio, compared with 0.63% for FXG.

FXG has the higher dividend yield at 2.38%, compared with 2.35% for KXI.

FXG tracks StrataQuant Consumer Staples Index, while KXI tracks S&P Global Consumer Staples Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.63% for FXG and 0.46% for KXI.

KXI currently has the higher Sharpe Ratio (0.61 vs 0.27), 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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