FXG vs. VDC
Compare and contrast key facts about First Trust Consumer Staples AlphaDEX Fund (FXG) and Vanguard Consumer Staples ETF (VDC).
FXG and VDC 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. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. Both FXG and VDC 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 VDC.
Key characteristics
| FXG | VDC | |
|---|---|---|
| YTD Return | 7.78% | 8.51% |
| 1Y Return | 8.21% | 6.41% |
| 3Y Return (Ann) | 5.80% | 6.21% |
| 5Y Return (Ann) | 9.30% | 9.45% |
| 10Y Return (Ann) | 7.70% | 8.88% |
| Sharpe Ratio | 0.73 | 0.58 |
| Daily Std Dev | 11.08% | 10.48% |
| Max Drawdown | -38.69% | -34.24% |
| Current Drawdown | -0.86% | -0.38% |
Correlation
The correlation between FXG and VDC is 0.81, 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. VDC - Performance Comparison
In the year-to-date period, FXG achieves a 7.78% return, which is significantly lower than VDC's 8.51% return. Over the past 10 years, FXG has underperformed VDC with an annualized return of 7.70%, while VDC has yielded a comparatively higher 8.88% 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. VDC - Expense Ratio Comparison
FXG has a 0.63% expense ratio, which is higher than VDC's 0.10% expense ratio.
Risk-Adjusted Performance
FXG vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) and Vanguard Consumer Staples ETF (VDC). 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. VDC - Dividend Comparison
FXG's dividend yield for the trailing twelve months is around 1.17%, less than VDC's 2.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 1.17% | 1.41% | 1.83% | 1.38% | 1.41% | 1.63% | 2.31% | 1.34% | 1.72% | 1.67% | 1.24% | 0.95% |
VDC Vanguard Consumer Staples ETF | 2.46% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
FXG vs. VDC - Drawdown Comparison
The maximum FXG drawdown since its inception was -38.69%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for FXG and VDC. For additional features, visit the drawdowns tool.
Volatility
FXG vs. VDC - Volatility Comparison
First Trust Consumer Staples AlphaDEX Fund (FXG) has a higher volatility of 3.01% compared to Vanguard Consumer Staples ETF (VDC) at 2.47%. This indicates that FXG's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.