PHX vs. FCG
Compare and contrast key facts about PHX Minerals Inc. (PHX) and First Trust Natural Gas ETF (FCG).
FCG is a passively managed fund by First Trust that tracks the performance of the ISE-Revere Natural Gas Index. It was launched on May 8, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHX or FCG.
Key characteristics
| PHX | FCG | |
|---|---|---|
| YTD Return | 6.98% | 5.63% |
| 1Y Return | 5.64% | 4.63% |
| 3Y Return (Ann) | 6.30% | 14.12% |
| 5Y Return (Ann) | -22.61% | 22.60% |
| 10Y Return (Ann) | -15.50% | -8.02% |
| Sharpe Ratio | 0.37 | 0.23 |
| Sortino Ratio | 0.75 | 0.47 |
| Omega Ratio | 1.09 | 1.06 |
| Calmar Ratio | 0.13 | 0.06 |
| Martin Ratio | 1.57 | 0.66 |
| Ulcer Index | 7.24% | 7.91% |
| Daily Std Dev | 30.49% | 22.12% |
| Max Drawdown | -95.48% | -97.20% |
| Current Drawdown | -88.28% | -79.07% |
Correlation
The correlation between PHX and FCG is 0.56, 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.
Performance
PHX vs. FCG - Performance Comparison
In the year-to-date period, PHX achieves a 6.98% return, which is significantly higher than FCG's 5.63% return. Over the past 10 years, PHX has underperformed FCG with an annualized return of -15.50%, while FCG has yielded a comparatively higher -8.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
PHX vs. FCG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PHX Minerals Inc. (PHX) and First Trust Natural Gas ETF (FCG). 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
PHX vs. FCG - Dividend Comparison
PHX's dividend yield for the trailing twelve months is around 3.89%, more than FCG's 3.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHX PHX Minerals Inc. | 3.89% | 3.03% | 1.93% | 1.84% | 3.04% | 1.43% | 1.03% | 0.78% | 0.68% | 0.99% | 0.69% | 0.87% |
FCG First Trust Natural Gas ETF | 3.09% | 3.25% | 3.04% | 1.73% | 3.83% | 2.88% | 1.46% | 1.56% | 1.69% | 4.82% | 1.34% | 0.35% |
Drawdowns
PHX vs. FCG - Drawdown Comparison
The maximum PHX drawdown since its inception was -95.48%, roughly equal to the maximum FCG drawdown of -97.20%. Use the drawdown chart below to compare losses from any high point for PHX and FCG. For additional features, visit the drawdowns tool.
Volatility
PHX vs. FCG - Volatility Comparison
PHX Minerals Inc. (PHX) has a higher volatility of 8.93% compared to First Trust Natural Gas ETF (FCG) at 7.67%. This indicates that PHX's price experiences larger fluctuations and is considered to be riskier than FCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.