FXG vs. TEK

Last updated Jun 24, 2026

FXG (First Trust Consumer Staples AlphaDEX Fund) and TEK (iShares Technology Opportunities Active ETF) are both exchange-traded funds - FXG is a Consumer Staples Equities fund tracking the StrataQuant Consumer Staples Index, while TEK is a Technology Equities fund actively managed by iShares. FXG is passively managed, while TEK is actively managed. Over the past year, FXG returned -0.88% vs 54.20% for TEK. At a correlation of -0.13, they often move in opposite directions. FXG charges 0.63%/yr vs 0.75%/yr for TEK.

Performance

FXG vs. TEK - Performance Comparison

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

Returns By Period

In the year-to-date period, FXG achieves a 2.89% return, which is significantly lower than TEK's 35.29% return.

FXG

• 1D: 2.07%
• 1M: 1.23%
• YTD: 2.89%
• 6M: 2.89%
• 1Y: -0.88%
• 3Y*: 2.22%
• 5Y*: 3.58%
• 10Y*: 4.68%

TEK

• 1D: -6.11%
• 1M: 2.84%
• YTD: 35.29%
• 6M: 34.17%
• 1Y: 54.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FXG vs. TEK - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FXG First Trust Consumer Staples AlphaDEX Fund	2.89%	-2.66%	-4.24%
TEK iShares Technology Opportunities Active ETF	35.29%	18.63%	2.63%

Correlation

The correlation between FXG and TEK is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.22
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024	-0.13

FXG vs. TEK - Sectors Allocation Comparison

Sectors	FXG	TEK
Consumer Defensive	79.6%	-
Healthcare	8.3%	-
Consumer Cyclical	8.2%	4.0%
Industrials	4.0%	2.8%
Basic Materials	2.0%	0.9%
Communication Services	-	6.1%
Energy	-	-
Financial Services	-	0.4%
Real Estate	-	-
Technology	-	85.9%
Utilities	-	-

Return for Risk

FXG vs. TEK — Risk / Return Rank

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

FXG

FXG Risk / Return Rank: 8
FXG Sharpe Ratio Rank: 8
FXG Sortino Ratio Rank: 8
FXG Omega Ratio Rank: 7
FXG Calmar Ratio Rank: 8
FXG Martin Ratio Rank: 8

TEK

TEK Risk / Return Rank: 57
TEK Sharpe Ratio Rank: 62
TEK Sortino Ratio Rank: 54
TEK Omega Ratio Rank: 57
TEK Calmar Ratio Rank: 62
TEK Martin Ratio Rank: 51

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. TEK - Risk-Adjusted Trends Comparison

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

	FXG	TEK	Difference
Sharpe ratio: Return per unit of total volatility	-0.07	1.86	-1.93
Sortino ratio: Return per unit of downside risk	0.00	2.39	-2.39
Omega ratio: Gain probability vs. loss probability	1.00	1.32	-0.32
Calmar ratio: Return relative to maximum drawdown	-0.07	2.82	-2.89
Martin ratio: Return relative to average drawdown	-0.15	8.01	-8.16

FXG vs. TEK - Sharpe Ratio Comparison

The current FXG Sharpe Ratio is -0.07, which is lower than the TEK Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of FXG and TEK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FXG vs. TEK - Drawdown Comparison

The maximum FXG drawdown since its inception was -38.69%, which is greater than TEK's maximum drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for FXG and TEK.

Drawdown Indicators

	FXG	TEK	Difference
Max Drawdown Largest peak-to-trough decline	-38.69%	-28.24%	-10.45%
Max Drawdown (1Y) Largest decline over 1 year	-12.75%	-19.29%	+6.54%
Max Drawdown (3Y) Largest decline over 3 years	-12.75%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-15.70%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-27.54%	—	—
Current Drawdown Current decline from peak	-10.01%	-6.11%	-3.90%
Average Drawdown Average peak-to-trough decline	-6.03%	-5.87%	-0.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.87%	6.79%	-0.92%

Volatility

FXG vs. TEK - Volatility Comparison

The current volatility for First Trust Consumer Staples AlphaDEX Fund (FXG) is 5.33%, while iShares Technology Opportunities Active ETF (TEK) has a volatility of 15.85%. This indicates that FXG experiences smaller price fluctuations and is considered to be less risky than TEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FXG	TEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.33%	15.85%	-10.52%
Volatility (6M) Calculated over the trailing 6-month period	10.04%	25.14%	-15.10%
Volatility (1Y) Calculated over the trailing 1-year period	13.40%	29.32%	-15.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.58%	30.82%	-17.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.97%	30.82%	-15.85%

FXG vs. TEK - Expense Ratio Comparison

FXG has a 0.63% expense ratio, which is lower than TEK's 0.75% expense ratio.

Dividends

FXG vs. TEK - Dividend Comparison

FXG's dividend yield for the trailing twelve months is around 2.82%, more than TEK's 1.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FXG First Trust Consumer Staples AlphaDEX Fund	2.82%	2.83%	1.70%	1.41%	1.83%	1.38%	1.41%	1.63%	2.31%	1.34%	1.72%	1.67%
TEK iShares Technology Opportunities Active ETF	1.17%	1.62%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FXG and TEK in my portfolio?

FXG and TEK have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FXG or TEK?

TEK has higher volatility (15.85%) compared to FXG (5.33%). In terms of maximum drawdown, FXG dropped -38.69% vs TEK's -28.24%.

Which ETF is better, FXG or TEK?

On 1-year performance, TEK leads with 54.20% vs -0.88% for FXG. On fees, FXG is cheaper at 0.63% per year. On volatility, FXG has been the lower-risk option at 5.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FXG or TEK?

Over the 1-year period, TEK has performed better with a 54.20% return vs -0.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FXG or TEK?

FXG is cheaper with a 0.63% expense ratio, compared with 0.75% for TEK.

Which ETF pays a higher dividend yield, FXG or TEK?

FXG has the higher dividend yield at 2.82%, compared with 1.17% for TEK.

What is the main difference between FXG and TEK?

FXG is categorized as Consumer Staples Equities, while TEK is Technology Equities. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.63% for FXG and 0.75% for TEK.

Which has better risk-adjusted returns?

TEK currently has the higher Sharpe Ratio (1.86 vs -0.07), 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.