FXG vs. PBJ
Compare and contrast key facts about First Trust Consumer Staples AlphaDEX Fund (FXG) and Invesco Dynamic Food & Beverage ETF (PBJ).
FXG and PBJ 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. PBJ is a passively managed fund by Invesco that tracks the performance of the Dynamic Food & Beverage Intellidex Index. It was launched on Jun 23, 2005. Both FXG and PBJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FXG vs. PBJ - Performance Comparison
Loading graphics...
FXG vs. PBJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 5.51% | -2.66% | 3.21% | 1.97% | 3.28% | 21.73% | 4.85% | 20.65% | -11.49% | 7.87% |
PBJ Invesco Dynamic Food & Beverage ETF | 9.63% | -1.86% | 2.49% | 2.31% | 3.14% | 26.88% | 5.53% | 17.50% | -11.21% | 1.87% |
Returns By Period
In the year-to-date period, FXG achieves a 5.51% return, which is significantly lower than PBJ's 9.63% return. Over the past 10 years, FXG has underperformed PBJ with an annualized return of 5.01%, while PBJ has yielded a comparatively higher 5.50% annualized return.
FXG
- 1D
- 0.74%
- 1M
- -7.72%
- YTD
- 5.51%
- 6M
- 2.72%
- 1Y
- 0.28%
- 3Y*
- 2.90%
- 5Y*
- 4.05%
- 10Y*
- 5.01%
PBJ
- 1D
- 0.48%
- 1M
- -3.63%
- YTD
- 9.63%
- 6M
- 7.39%
- 1Y
- 8.24%
- 3Y*
- 3.42%
- 5Y*
- 5.64%
- 10Y*
- 5.50%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FXG vs. PBJ - Expense Ratio Comparison
Both FXG and PBJ have an expense ratio of 0.63%.
Return for Risk
FXG vs. PBJ — Risk / Return Rank
FXG
PBJ
FXG vs. PBJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) and Invesco Dynamic Food & Beverage ETF (PBJ). 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.
| FXG | PBJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 0.58 | -0.56 |
Sortino ratioReturn per unit of downside risk | 0.13 | 0.92 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.11 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 0.78 | -0.66 |
Martin ratioReturn relative to average drawdown | 0.33 | 1.92 | -1.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FXG | PBJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 0.58 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.41 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.36 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.47 | +0.02 |
Correlation
The correlation between FXG and PBJ is 0.82, 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.
Dividends
FXG vs. PBJ - Dividend Comparison
FXG's dividend yield for the trailing twelve months is around 2.75%, more than PBJ's 1.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 2.75% | 2.83% | 1.70% | 1.41% | 1.83% | 1.38% | 1.41% | 1.63% | 2.31% | 1.34% | 1.72% | 1.67% |
PBJ Invesco Dynamic Food & Beverage ETF | 1.54% | 1.83% | 1.11% | 1.81% | 1.82% | 0.90% | 1.12% | 1.21% | 1.41% | 0.70% | 1.56% | 1.24% |
Drawdowns
FXG vs. PBJ - Drawdown Comparison
The maximum FXG drawdown since its inception was -38.69%, roughly equal to the maximum PBJ drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for FXG and PBJ.
Loading graphics...
Drawdown Indicators
| FXG | PBJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -39.15% | +0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.74% | -12.48% | +1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -15.70% | -15.81% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -27.54% | -28.49% | +0.95% |
Current DrawdownCurrent decline from peak | -7.72% | -3.63% | -4.09% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -5.41% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 5.09% | -0.91% |
Volatility
FXG vs. PBJ - Volatility Comparison
The current volatility for First Trust Consumer Staples AlphaDEX Fund (FXG) is 3.80%, while Invesco Dynamic Food & Beverage ETF (PBJ) has a volatility of 4.09%. This indicates that FXG experiences smaller price fluctuations and is considered to be less risky than PBJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FXG | PBJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 4.09% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.22% | 9.09% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.29% | 14.43% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.44% | 13.74% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 15.13% | -0.21% |