First Trust Consumer Staples AlphaDEX Fund (FXG) Performance
FXG total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +3.8% since Dec 31, 2025
- 1 year
- +0.3% total return
- 5 years
- +3.3% a year
- 10 years
- +4.9% a year
- Since first price
- +7.7% a year since 2007
FXG trailing returns vs SPY, QQQ, AGG
| Period | FXG total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +4.2% | +4.2% | −1.0% | −5.0% | +0.9% |
| 3 months | −1.8% | −2.4% | +3.2% | +1.9% | −0.4% |
| 6 months | −3.6% | −4.6% | +7.8% | +8.4% | −1.5% |
| YTD | +3.8% | +2.3% | +12.3% | +15.1% | −1.0% |
| 1 year | +0.3% | −1.7% | +14.4% | +15.9% | −1.1% |
| 3 years | +15.4%+4.9%/yr | +8.3% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +17.9%+3.3%/yr | +7.2% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +61.9%+4.9%/yr | +35.5% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| 15 years | +240.8%+8.5%/yr | +164.0% | +696.0%+14.8%/yr | +1,299.3%+19.2%/yr | +32.2%+1.9%/yr |
| Since inceptionMay 10, 2007 | +324.4%+7.7%/yr | +213.3% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: FXG vs SPY
From May 10, 2007: FXG grew to $42,438, SPY to $72,541.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FXG returns by calendar year
15 of 18 full years positive. Best 2013 (+42.2%), worst 2008 (−25.2%). 2026 is year to date.
FXG annual returns table
| Year | FXG | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +3.8% | −16.0% | +12.3% | +15.1% | −1.0% |
| 2025 | −2.7% | −7.3% | +17.7% | +20.8% | +7.2% |
| 2024 | +3.2% | −8.6% | +24.9% | +25.6% | +1.3% |
| 2023 | +2.0% | −11.4% | +26.2% | +54.9% | +5.7% |
| 2022 | +3.3% | −15.7% | −18.2% | −32.6% | −13.0% |
| 2021 | +21.7% | −8.9% | +28.7% | +27.4% | −1.8% |
| 2020 | +4.9% | −27.3% | +18.3% | +48.6% | +7.5% |
| 2019 | +20.6% | −7.0% | +31.2% | +39.0% | +8.5% |
| 2018 | −11.5% | −19.3% | −4.6% | −0.1% | +0.1% |
| 2017 | +7.9% | −6.6% | +21.7% | +32.7% | +3.6% |
| 2016 | +4.7% | −11.0% | +12.0% | +7.1% | +2.4% |
| 2015 | +6.2% | −9.8% | +1.2% | +9.4% | +0.5% |
| 2014 | +21.0% | −7.1% | +13.5% | +19.2% | +6.0% |
| 2013 | +42.2% | −5.6% | +32.3% | +36.6% | −2.0% |
| 2012 | +9.1% | −9.9% | +16.0% | +18.1% | +3.8% |
| 2011 | +12.9% | −15.2% | +1.9% | +3.4% | +7.7% |
| 2010 | +19.7% | −10.9% | +15.1% | +19.9% | +6.4% |
| 2009 | +27.5% | −15.8% | +26.4% | +54.7% | +3.0% |
| 2008 | −25.2% | −34.3% | −36.8% | −41.7% | +7.9% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
FXG largest drawdowns
Now 9.2% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jun 4, 2007 | −38.7% | Mar 6, 2009 | Apr 1, 2010 | 1.8 years | 2.8 years |
| Dec 27, 2019 | −27.5% | Mar 23, 2020 | Aug 4, 2020 | 3 months | 7 months |
| Jan 26, 2018 | −19.3% | Dec 24, 2018 | Dec 20, 2019 | 11 months | 1.9 years |
| Feb 27, 2026 | −16.0% | Oct 1, 2026 | not yet | 7 months | 8 months so far |
| Apr 20, 2022 | −15.7% | Sep 30, 2022 | Mar 11, 2024 | 5 months | 1.9 years |
| Jul 7, 2011 | −15.2% | Oct 3, 2011 | Nov 28, 2012 | 3 months | 1.4 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
FXG risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2007 |
|---|---|---|---|---|
| Annualized return | +0.7% | +2.5% | +4.1% | +7.3% |
| Volatility (annualized) | 14.9% | 14.9% | 14.5% | 14.8% |
| Sharpe ratio | -0.17 | -0.00 | 0.19 | 0.45 |
| Sortino ratio | -0.22 | -0.00 | 0.27 | 0.69 |
| Best month | +7.5% | +11.3% | +11.3% | +12.8% |
| Worst month | −10.5% | −10.5% | −10.5% | −12.3% |
| Best 12 months | +17.3% | +17.3% | +45.9% | +52.4% |
| Worst 12 months | −7.8% | −7.8% | −11.5% | −30.7% |
| Positive months | 58% | 58% | 55% | 58% |
| Beta vs S&P 500 | 0.41 | 0.50 | 0.61 | — |
| Correlation with S&P 500 | 0.34 | 0.53 | 0.64 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
FXG rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 222 | −30.7% | +7.3% | +52.4% | 77% |
| 3-year (a year) | 198 | −3.0% | +9.2% | +26.9% | 95% |
| 5-year (a year) | 174 | −0.6% | +8.4% | +24.8% | 99% |
| 10-year (a year) | 114 | +4.1% | +10.6% | +15.1% | 100% |
Every holding period starting at a month-end since 2007. Returns for 3 years and longer are annualized.
FXG performance overview
First Trust Consumer Staples AlphaDEX Fund (FXG) returned +0.3% over the past year and +4.9% a year over ten years, with distributions reinvested. Since its first recorded price in 2007 it has returned +7.7% a year, turning $10,000 into about $42,438. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −38.7%, from Jun 4, 2007 to Mar 6, 2009, and it took 1.1 years to get back to the old high. FXG finished 15 of its 18 full calendar years with a gain; the best year was 2013 (+42.2%) and the worst 2008 (−25.2%). Volatility has been 14.8% a year.
Related: FXG chart, FXG holdings, FXG dividends, FXG valuation. See the FXG overview for the latest quote and fund facts.
FXG performance FAQ
What is the FXG return over the past year?
FXG returned +0.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 1.7%.
What is the average annual return of FXG?
FXG has returned +3.3% a year over 5 years, +4.9% a year over 10 years, +7.7% a year since May 10, 2007 (total return, distributions reinvested).
How much would $10,000 invested in FXG be worth?
$10,000 invested in FXG at its first recorded close on May 10, 2007 would be worth about $42,438 on October 23, 2026 with distributions reinvested.
What was the worst year for FXG?
The worst calendar year was 2008, with a total return of −25.2%. The best was 2013 at +42.2%.
What is the biggest drawdown of FXG?
The largest peak-to-trough decline was −38.7% between June 4, 2007 and March 6, 2009. It recovered to the old high on April 1, 2010, 1.1 years after the bottom.
How volatile is FXG?
Over the past 3 years FXG had an annualized volatility of 14.9% and a Sharpe ratio of -0.17 (excess return over 1–3 month T-bills per unit of risk).