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FT Vest U.S. Equity Dual Directional Buffer ETF - February (DLFE) Sortino Ratio

ETF · Currency in USD · Last updated Jun 6, 2026

FT Vest U.S. Equity Dual Directional Buffer ETF - February seeks defined outcome exposure linked to the price return of the SPDR S&P 500 ETF Trust over an approximate one-year target outcome period. The strategy targets upside participation to a cap, dual directional returns within a threshold, and a 10% buffer against losses beyond that threshold before fees and expenses.

Sortino ratio is not yet available for DLFE. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares FT Vest U.S. Equity Dual Directional Buffer ETF - February's Sortino Ratio with other ETFs in the Defined Outcome category across multiple time periods, showing how DLFE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 6, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
PMAPPGIM S&P 500 Max Buffer ETF - April12.64
MMAXiShares Large Cap Max Buffer Mar ETF9.79
CPSPCalamos S&P 500 Structured Alt Protection ETF - April8.88
ZAPRInnovator Equity Defined Protection ETF - 1 Yr April8.30
APXMFT Vest U.S. Equity Max Buffer ETF - April8.19
PAPRInnovator U.S. Equity Power Buffer ETF - April7.66
XBAPInnovator U.S. Equity Accelerated 9 Buffer ETF - April7.57
PMMYPGIM S&P 500 Max Buffer ETF - May7.57
NAPRInnovator Nasdaq-100 Power Buffer ETF - April7.10
PSCWPacer Swan SOS Conservative (April) ETF7.07
DLFEFT Vest U.S. Equity Dual Directional Buffer ETF - February—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows DLFE's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DLFE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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