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FT Vest U.S. Equity Max Buffer ETF - August (AUGM)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FT Vest U.S. Equity Max Buffer ETF - August (AUGM)

ETF · Currency in USD · Last updated Apr 14, 2026

The FT Vest U.S. Equity Max Buffer ETF - August is a target outcome ETF that uses FLEX options to seek SPDR S&P 500 ETF price returns up to a cap while providing a defined downside buffer over the August outcome period.

ETF Info

ISIN
US33740U5627
CUSIP
33740U562
Issuer
First Trust
Inception Date
Aug 16, 2024
Region
North America (U.S.)
Category
Defined Outcome
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart

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FT Vest U.S. Equity Max Buffer ETF - August

Performance

AUGM Performance Chart

FT Vest U.S. Equity Max Buffer ETF - August (AUGM) is up 1.0% since the beginning of the year. AUGM is currently trading at $34 per share.

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S&P 500 Index

Returns By Period

FT Vest U.S. Equity Max Buffer ETF - August (AUGM) has returned 0.95% so far this year and 9.20% over the past 12 months.

FT Vest U.S. Equity Max Buffer ETF - August

1D
0.10%
1M
1.05%
YTD
0.95%
6M
2.02%
1Y
9.20%
3Y*
—
5Y*
—
10Y*
—

Benchmark (S&P 500 Index)

1D
1.02%
1M
3.83%
YTD
0.60%
6M
3.48%
1Y
28.39%
3Y*
18.51%
5Y*
10.79%
10Y*
12.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUGM Monthly Returns History

Based on dividend-adjusted daily data since Aug 19, 2024, AUGM's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, an investment would double in approximately 12.6 years.

Historically, 76% of months were positive and 24% were negative. The best month was May 2025 with a return of +2.1%, while the worst month was Mar 2025 at -1.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, AUGM closed higher 62% of trading days. The best single day was Apr 9, 2025 with a return of +1.8%, while the worst single day was Apr 4, 2025 at -1.4%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.44%0.12%-1.01%1.41%0.95%
20250.94%-0.09%-1.35%0.06%2.12%1.49%0.96%0.50%0.87%0.46%0.20%0.48%6.81%
20240.40%0.86%-0.06%1.10%-0.16%2.15%

Benchmark Metrics

FT Vest U.S. Equity Max Buffer ETF - August has an annualized alpha of 3.16%, beta of 0.20, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since August 20, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (26.80%) than losses (12.77%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 3.16% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.20 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
Alpha
3.16%
Beta
0.20
R²
0.88
Upside Capture
26.80%
Downside Capture
12.77%

Expense Ratio

AUGM has an expense ratio of 0.85%, placing it in the medium range.

Return for Risk

Risk / Return Rank

AUGM ranks 92 for risk / return — in the top 92% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

AUGM Risk / Return Rank: 9292
Overall Rank
AUGM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AUGM Sortino Ratio Rank: 9494
Sortino Ratio Rank
AUGM Omega Ratio Rank: 9494
Omega Ratio Rank
AUGM Calmar Ratio Rank: 8989
Calmar Ratio Rank
AUGM Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for FT Vest U.S. Equity Max Buffer ETF - August (AUGM) and compare them to a chosen benchmark (S&P 500 Index).

AUGMBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.16

2.17

+0.99

Sortino ratio

Return per unit of downside risk

5.15

3.02

+2.12

Omega ratio

Gain probability vs. loss probability

1.74

1.41

+0.34

Calmar ratio

Return relative to maximum drawdown

5.58

2.88

+2.70

Martin ratio

Return relative to average drawdown

27.71

13.00

+14.71

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Explore AUGM risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

AUGM Sortino RatioAUGM Sharpe Ratio

Dividends

Dividend History

FT Vest U.S. Equity Max Buffer ETF - August doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the FT Vest U.S. Equity Max Buffer ETF - August. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FT Vest U.S. Equity Max Buffer ETF - August was 4.27%, occurring on Apr 7, 2025. Recovery took 26 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.27%Feb 20, 202533Apr 7, 202526May 14, 202559
-1.62%Feb 26, 202623Mar 30, 20267Apr 9, 202630
-0.86%Oct 29, 202517Nov 20, 20255Nov 28, 202522
-0.7%May 20, 20254May 23, 20255Jun 2, 20259
-0.65%Sep 3, 20244Sep 6, 20245Sep 13, 20249

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Portfolio Analyzer

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