FXG vs. VCR

Last updated Apr 2, 2026

Compare and contrast key facts about First Trust Consumer Staples AlphaDEX Fund (FXG) and Vanguard Consumer Discretionary ETF (VCR).

FXG and VCR 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. VCR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Discretionary 25/50 Index. It was launched on Jan 26, 2004. Both FXG and VCR 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. VCR - Performance Comparison

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

FXG vs. VCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FXG First Trust Consumer Staples AlphaDEX Fund	5.69%	-2.66%	3.21%	1.97%	3.28%	21.73%	4.85%	20.65%	-11.49%	7.87%
VCR Vanguard Consumer Discretionary ETF	-7.95%	5.77%	24.27%	40.38%	-35.15%	24.86%	48.36%	27.45%	-2.31%	22.82%

Returns By Period

In the year-to-date period, FXG achieves a 5.69% return, which is significantly higher than VCR's -7.95% return. Over the past 10 years, FXG has underperformed VCR with an annualized return of 5.03%, while VCR has yielded a comparatively higher 12.56% annualized return.

FXG

• 1D: 0.17%
• 1M: -6.84%
• YTD: 5.69%
• 6M: 2.31%
• 1Y: -0.13%
• 3Y*: 2.96%
• 5Y*: 4.08%
• 10Y*: 5.03%

VCR

• 1D: 0.80%
• 1M: -4.51%
• YTD: -7.95%
• 6M: -8.86%
• 1Y: 10.82%
• 3Y*: 13.67%
• 5Y*: 4.88%
• 10Y*: 12.56%

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

FXG vs. VCR - Expense Ratio Comparison

FXG has a 0.63% expense ratio, which is higher than VCR's 0.10% expense ratio.

FXG

First Trust Consumer Staples AlphaDEX Fund

VCR

Vanguard Consumer Discretionary ETF

Return for Risk

FXG vs. VCR — Risk / Return Rank

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

FXG

FXG Risk / Return Rank: 12
FXG Sharpe Ratio Rank: 11
FXG Sortino Ratio Rank: 11
FXG Omega Ratio Rank: 10
FXG Calmar Ratio Rank: 13
FXG Martin Ratio Rank: 13

VCR

VCR Risk / Return Rank: 27
VCR Sharpe Ratio Rank: 24
VCR Sortino Ratio Rank: 27
VCR Omega Ratio Rank: 25
VCR Calmar Ratio Rank: 30
VCR Martin Ratio Rank: 29

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. VCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) and Vanguard Consumer Discretionary ETF (VCR). 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	VCR	Difference
Sharpe ratio Return per unit of total volatility	-0.01	0.45	-0.46
Sortino ratio Return per unit of downside risk	0.09	0.83	-0.75
Omega ratio Gain probability vs. loss probability	1.01	1.11	-0.10
Calmar ratio Return relative to maximum drawdown	0.04	0.77	-0.73
Martin ratio Return relative to average drawdown	0.11	2.51	-2.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FXG vs. VCR - Sharpe Ratio Comparison

The current FXG Sharpe Ratio is -0.01, which is lower than the VCR Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of FXG and VCR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FXG	VCR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.01	0.45	-0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.20	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.56	-0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.49	0.00

Correlation

The correlation between FXG and VCR is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FXG vs. VCR - Dividend Comparison

FXG's dividend yield for the trailing twelve months is around 2.74%, more than VCR's 0.79% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FXG First Trust Consumer Staples AlphaDEX Fund	2.74%	2.83%	1.70%	1.41%	1.83%	1.38%	1.41%	1.63%	2.31%	1.34%	1.72%	1.67%
VCR Vanguard Consumer Discretionary ETF	0.79%	0.74%	0.74%	0.84%	0.98%	0.79%	1.71%	1.17%	1.37%	1.21%	1.60%	1.32%

Drawdowns

FXG vs. VCR - Drawdown Comparison

The maximum FXG drawdown since its inception was -38.69%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for FXG and VCR.

Drawdown Indicators

	FXG	VCR	Difference
Max Drawdown Largest peak-to-trough decline	-38.69%	-61.54%	+22.85%
Max Drawdown (1Y) Largest decline over 1 year	-10.74%	-15.59%	+4.85%
Max Drawdown (5Y) Largest decline over 5 years	-15.70%	-39.20%	+23.50%
Max Drawdown (10Y) Largest decline over 10 years	-27.54%	-39.20%	+11.66%
Current Drawdown Current decline from peak	-7.56%	-12.14%	+4.58%
Average Drawdown Average peak-to-trough decline	-6.00%	-9.43%	+3.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.21%	4.78%	-0.57%

Volatility

FXG vs. VCR - Volatility Comparison

The current volatility for First Trust Consumer Staples AlphaDEX Fund (FXG) is 3.61%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 7.41%. This indicates that FXG experiences smaller price fluctuations and is considered to be less risky than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FXG	VCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.61%	7.41%	-3.80%
Volatility (6M) Calculated over the trailing 6-month period	9.20%	13.96%	-4.76%
Volatility (1Y) Calculated over the trailing 1-year period	14.25%	24.28%	-10.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.44%	23.94%	-10.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.91%	22.33%	-7.42%