FXG vs. KXI
Compare and contrast key facts about First Trust Consumer Staples AlphaDEX Fund (FXG) and iShares Global Consumer Staples ETF (KXI).
FXG and KXI 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. KXI is a passively managed fund by iShares that tracks the performance of the S&P Global Consumer Staples Index. It was launched on Sep 21, 2006. Both FXG and KXI 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 KXI.
Key characteristics
| FXG | KXI | |
|---|---|---|
| YTD Return | 7.42% | 4.69% |
| 1Y Return | 9.08% | 0.04% |
| 3Y Return (Ann) | 5.67% | 2.71% |
| 5Y Return (Ann) | 9.33% | 5.89% |
| 10Y Return (Ann) | 7.66% | 5.71% |
| Sharpe Ratio | 0.71 | 0.01 |
| Daily Std Dev | 11.08% | 10.07% |
| Max Drawdown | -38.69% | -42.27% |
| Current Drawdown | -1.20% | -0.95% |
Correlation
The correlation between FXG and KXI is 0.73, 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.
Performance
FXG vs. KXI - Performance Comparison
In the year-to-date period, FXG achieves a 7.42% return, which is significantly higher than KXI's 4.69% return. Over the past 10 years, FXG has outperformed KXI with an annualized return of 7.66%, while KXI has yielded a comparatively lower 5.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FXG vs. KXI - Expense Ratio Comparison
FXG has a 0.63% expense ratio, which is higher than KXI's 0.46% expense ratio.
Risk-Adjusted Performance
FXG vs. KXI - Risk-Adjusted Performance 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.
Dividends
FXG vs. KXI - Dividend Comparison
FXG's dividend yield for the trailing twelve months is around 1.18%, less than KXI's 2.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 1.18% | 1.41% | 1.83% | 1.38% | 1.41% | 1.63% | 2.31% | 1.34% | 1.72% | 1.67% | 1.24% | 0.95% |
KXI iShares Global Consumer Staples ETF | 2.85% | 2.99% | 1.98% | 2.26% | 2.34% | 2.17% | 2.97% | 2.17% | 2.34% | 2.20% | 2.35% | 2.03% |
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. For additional features, visit the drawdowns tool.
Volatility
FXG vs. KXI - Volatility Comparison
First Trust Consumer Staples AlphaDEX Fund (FXG) has a higher volatility of 3.06% compared to iShares Global Consumer Staples ETF (KXI) at 2.20%. 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.