FXR vs. IGLD
FXR (First Trust Industrials/Producer Durables AlphaDEX Fund) and IGLD (FT Vest Gold Strategy Target Income ETF) are both exchange-traded funds - FXR is a Industrials Equities fund tracking the StrataQuant Industrials Index, while IGLD is a Gold fund actively managed by First Trust. FXR is passively managed, while IGLD is actively managed. Over the past 5 years, FXR returned 9.01%/yr vs 12.76%/yr for IGLD. At a 0.13 correlation, their price movements are largely independent. FXR charges 0.64%/yr vs 0.85%/yr for IGLD.
Performance
FXR vs. IGLD - Performance Comparison
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Returns By Period
In the year-to-date period, FXR achieves a 9.23% return, which is significantly higher than IGLD's -5.55% return.
FXR
- 1D
- -1.51%
- 1M
- 1.86%
- YTD
- 9.23%
- 6M
- 7.46%
- 1Y
- 20.59%
- 3Y*
- 15.76%
- 5Y*
- 9.01%
- 10Y*
- 13.33%
IGLD
- 1D
- -1.96%
- 1M
- -8.08%
- YTD
- -5.55%
- 6M
- -8.37%
- 1Y
- 14.83%
- 3Y*
- 20.33%
- 5Y*
- 12.76%
- 10Y*
- —
FXR vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FXR First Trust Industrials/Producer Durables AlphaDEX Fund | 9.23% | 7.56% | 16.19% | 26.98% | -16.68% | 15.43% |
IGLD FT Vest Gold Strategy Target Income ETF | -5.55% | 47.46% | 19.36% | 9.24% | -2.34% | 4.30% |
Correlation
The correlation between FXR and IGLD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2021 | 0.13 |
The correlation between FXR and IGLD shifts across timeframes, from 0.12 (5 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FXR vs. IGLD — Risk / Return Rank
FXR
IGLD
FXR vs. IGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Industrials/Producer Durables AlphaDEX Fund (FXR) and FT Vest Gold Strategy Target Income ETF (IGLD). 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.
| FXR | IGLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.68 | +0.83 |
| Martin ratioReturn relative to average drawdown | 4.70 | 1.94 | +2.77 |
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Drawdowns
FXR vs. IGLD - Drawdown Comparison
The maximum FXR drawdown since its inception was -63.81%, which is greater than IGLD's maximum drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for FXR and IGLD.
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Drawdown Indicators
| FXR | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.81% | -21.90% | -41.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.66% | -21.90% | +8.24% |
Max Drawdown (3Y)Largest decline over 3 years | -26.65% | -21.90% | -4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -26.85% | -21.90% | -4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -44.71% | — | — |
Current DrawdownCurrent decline from peak | -4.67% | -21.20% | +16.53% |
Average DrawdownAverage peak-to-trough decline | -10.34% | -5.37% | -4.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.39% | 7.68% | -3.29% |
Volatility
FXR vs. IGLD - Volatility Comparison
The current volatility for First Trust Industrials/Producer Durables AlphaDEX Fund (FXR) is 6.19%, while FT Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 8.14%. This indicates that FXR experiences smaller price fluctuations and is considered to be less risky than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXR | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 8.14% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 15.19% | 22.34% | -7.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.55% | 24.40% | -4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.67% | 15.48% | +5.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.91% | 15.30% | +6.61% |
FXR vs. IGLD - Expense Ratio Comparison
FXR has a 0.64% expense ratio, which is lower than IGLD's 0.85% expense ratio.
Dividends
FXR vs. IGLD - Dividend Comparison
FXR's dividend yield for the trailing twelve months is around 0.62%, less than IGLD's 19.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXR First Trust Industrials/Producer Durables AlphaDEX Fund | 0.62% | 0.71% | 0.72% | 0.77% | 0.92% | 0.52% | 1.06% | 0.74% | 1.18% | 0.55% | 0.52% | 0.62% |
IGLD FT Vest Gold Strategy Target Income ETF | 19.29% | 9.91% | 20.81% | 7.85% | 4.45% | 2.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FXR and IGLD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGLD has higher volatility (8.14%) compared to FXR (6.19%). In terms of maximum drawdown, FXR dropped -63.81% vs IGLD's -21.90%.
On 5-year performance, IGLD leads with 12.76% vs 9.01% for FXR. On fees, FXR is cheaper at 0.64% per year. On volatility, FXR has been the lower-risk option at 6.19%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IGLD has performed better with a 12.76% return vs 9.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FXR is cheaper with a 0.64% expense ratio, compared with 0.85% for IGLD.
IGLD has the higher dividend yield at 19.29%, compared with 0.62% for FXR.
FXR is categorized as Industrials Equities, while IGLD is Gold. Their fees differ too: 0.64% for FXR and 0.85% for IGLD.
FXR currently has the higher Sharpe Ratio (1.06 vs 0.61), 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.
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