Applying function to both sides of asymptotic expression

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I apologize in advance if this has been asked elsewhere, but I couldn't find it. This seems like it should be a pretty simple question, but I'm drawing a blank.

If you know that $f(x) \sim g(x)$, then under what conditions can you show that $F(f(x)) \sim F(g(x))$?

(This is not homework; just for personal interest.)