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FXN vs. PBOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXN vs. PBOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Energy AlphaDEX Fund (FXN) and Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FXN having a 34.12% return and PBOG slightly lower at 33.10%.


FXN

1D
-0.77%
1M
8.88%
6M
23.33%
YTD
34.12%
1Y
45.83%
3Y*
10.71%
5Y*
19.56%
10Y*
6.54%
ALL TIME*
2.12%

PBOG

1D
-1.41%
1M
14.41%
6M
21.05%
YTD
33.10%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.82M$9.25M$37.23M
$1.29M$1.24M$2.88M

FXN vs. PBOG - Yearly Performance Comparison


Correlation

The correlation between FXN and PBOG is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 25, 2025

0.91

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Return for Risk

FXN vs. PBOG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FXN
FXN Risk / Return Rank: 7676
Overall Rank
FXN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FXN Sortino Ratio Rank: 7575
Sortino Ratio Rank
FXN Omega Ratio Rank: 7272
Omega Ratio Rank
FXN Calmar Ratio Rank: 8585
Calmar Ratio Rank
FXN Martin Ratio Rank: 6767
Martin Ratio Rank

PBOG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FXN vs. PBOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Energy AlphaDEX Fund (FXN) and Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). 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.


FXNPBOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.43

Martin ratioReturn relative to average drawdown

8.58

FXN vs. PBOG - Sharpe Ratio Comparison


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Drawdowns

FXN vs. PBOG - Drawdown Comparison

The maximum FXN drawdown since its inception was -87.39%, which is greater than PBOG's maximum drawdown of -19.24%. Use the drawdown chart below to compare losses from any high point for FXN and PBOG.


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Drawdown Indicators


FXNPBOGDifference

Max Drawdown

Largest peak-to-trough decline

-87.39%

-19.24%

-68.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

Max Drawdown (3Y)

Largest decline over 3 years

-31.69%

Max Drawdown (5Y)

Largest decline over 5 years

-31.69%

Max Drawdown (10Y)

Largest decline over 10 years

-80.63%

Current Drawdown

Current decline from peak

-5.06%

-6.19%

+1.13%

Average Drawdown

Average peak-to-trough decline

-37.73%

-5.22%

-32.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

Volatility

FXN vs. PBOG - Volatility Comparison


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Volatility by Period


FXNPBOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

Volatility (6M)

Calculated over the trailing 6-month period

17.24%

Volatility (1Y)

Calculated over the trailing 1-year period

23.15%

24.22%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.71%

24.22%

+4.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.80%

24.22%

+10.58%

FXN vs. PBOG - Expense Ratio Comparison

FXN has a 0.64% expense ratio, which is higher than PBOG's 0.13% expense ratio.


Dividends

FXN vs. PBOG - Dividend Comparison

FXN's dividend yield for the trailing twelve months is around 1.63%, more than PBOG's 0.13% yield.


PositionTTM20252024202320222021202020192018201720162015
FXN
First Trust Energy AlphaDEX Fund
1.63%2.53%2.50%3.09%2.28%0.87%4.71%1.47%1.43%1.17%1.05%2.36%
PBOG
Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF
0.13%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, FXN and PBOG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PBOG is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBOG is cheaper with a 0.13% expense ratio, compared with 0.64% for FXN.

FXN has the higher dividend yield at 1.63%, compared with 0.13% for PBOG.

FXN tracks StrataQuant Energy Index, while PBOG tracks BITA Global Oil & Gas Select Index. They also come from different issuers: First Trust and Portfolio Building Block. Their fees differ too: 0.64% for FXN and 0.13% for PBOG.

Portfolio Optimizer

Find the right allocation for FXN and PBOG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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