FXU vs. BKGI
Compare and contrast key facts about First Trust Utilities AlphaDEX Fund (FXU) and Bny Mellon Global Infrastructure Income ETF (BKGI).
FXU and BKGI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXU is a passively managed fund by First Trust that tracks the performance of the StrataQuant Utilities Index. It was launched on May 8, 2007. BKGI is an actively managed fund by BNY Mellon. It was launched on Nov 2, 2022.
Performance
FXU vs. BKGI - Performance Comparison
Loading graphics...
FXU vs. BKGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FXU First Trust Utilities AlphaDEX Fund | 11.27% | 21.86% | 22.50% | -2.12% | 5.01% |
BKGI Bny Mellon Global Infrastructure Income ETF | 10.64% | 37.53% | 12.35% | 9.72% | 8.54% |
Returns By Period
In the year-to-date period, FXU achieves a 11.27% return, which is significantly higher than BKGI's 10.64% return.
FXU
- 1D
- 0.52%
- 1M
- -1.21%
- YTD
- 11.27%
- 6M
- 10.34%
- 1Y
- 23.84%
- 3Y*
- 17.86%
- 5Y*
- 13.51%
- 10Y*
- 9.62%
BKGI
- 1D
- 0.20%
- 1M
- -3.23%
- YTD
- 10.64%
- 6M
- 15.16%
- 1Y
- 32.13%
- 3Y*
- 21.68%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FXU vs. BKGI - Expense Ratio Comparison
FXU has a 0.62% expense ratio, which is lower than BKGI's 0.65% expense ratio.
Return for Risk
FXU vs. BKGI — Risk / Return Rank
FXU
BKGI
FXU vs. BKGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Utilities AlphaDEX Fund (FXU) and Bny Mellon Global Infrastructure Income ETF (BKGI). 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.
| FXU | BKGI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 2.20 | -0.60 |
Sortino ratioReturn per unit of downside risk | 2.11 | 2.79 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.45 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.85 | 3.20 | -0.35 |
Martin ratioReturn relative to average drawdown | 9.41 | 16.13 | -6.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FXU | BKGI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 2.20 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.66 | -1.23 |
Correlation
The correlation between FXU and BKGI is 0.71, 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.
Dividends
FXU vs. BKGI - Dividend Comparison
FXU's dividend yield for the trailing twelve months is around 2.10%, less than BKGI's 2.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXU First Trust Utilities AlphaDEX Fund | 2.10% | 2.29% | 2.41% | 2.52% | 2.03% | 2.00% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% |
BKGI Bny Mellon Global Infrastructure Income ETF | 2.73% | 2.65% | 4.55% | 4.55% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FXU vs. BKGI - Drawdown Comparison
The maximum FXU drawdown since its inception was -49.00%, which is greater than BKGI's maximum drawdown of -14.79%. Use the drawdown chart below to compare losses from any high point for FXU and BKGI.
Loading graphics...
Drawdown Indicators
| FXU | BKGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.00% | -14.79% | -34.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -10.35% | +1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -21.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.81% | — | — |
Current DrawdownCurrent decline from peak | -1.80% | -3.56% | +1.76% |
Average DrawdownAverage peak-to-trough decline | -7.66% | -2.60% | -5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.05% | +0.55% |
Volatility
FXU vs. BKGI - Volatility Comparison
First Trust Utilities AlphaDEX Fund (FXU) has a higher volatility of 4.53% compared to Bny Mellon Global Infrastructure Income ETF (BKGI) at 4.13%. This indicates that FXU's price experiences larger fluctuations and is considered to be riskier than BKGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FXU | BKGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 4.13% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 7.90% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 14.67% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.49% | 14.06% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 14.06% | +4.23% |