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Issuer
FT Vest
Inception Date
Oct 16, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P 500
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$389M

Share Price Chart


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Performance

DOCT Performance Chart

FT Vest U.S. Equity Deep Buffer ETF - October (DOCT) is up 5.3% since the beginning of the year. DOCT is currently trading at $47 per share. Investors who bought $1,000 worth of DOCT shares 5 years ago would now be looking at an investment worth $1,457.


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S&P 500 Index

Returns By Period

FT Vest U.S. Equity Deep Buffer ETF - October (DOCT) has returned 5.27% so far this year and 17.16% over the past 12 months.


FT Vest U.S. Equity Deep Buffer ETF - October

1D
0.03%
1M
1.90%
YTD
5.27%
6M
5.91%
1Y
17.16%
3Y*
11.03%
5Y*
7.82%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOCT Monthly Returns History

Based on dividend-adjusted daily data since Aug 17, 2020, DOCT's average daily return is +0.12%, while the average monthly return is +2.47%. At this rate, an investment would double in approximately 2.4 years.

Historically, 69% of months were positive and 31% were negative. The best month was Oct 2020 with a return of +122.9%, while the worst month was Apr 2022 at -4.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DOCT closed higher 56% of trading days. The best single day was Oct 19, 2020 with a return of +114.8%, while the worst single day was Sep 4, 2020 at -3.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.65%-0.25%-2.34%5.14%2.03%0.09%5.27%
20251.46%-0.55%-3.46%-0.13%3.70%3.40%1.45%1.59%2.08%1.78%0.19%0.54%12.50%
20241.06%1.56%0.81%-0.19%1.51%0.71%0.48%0.69%0.49%-1.00%2.95%-1.03%8.28%
20233.93%-1.38%2.30%1.37%0.86%3.98%1.29%0.39%-2.48%-1.65%4.67%2.05%16.13%
2022-1.65%-1.08%1.65%-3.96%-0.10%-3.39%2.57%-1.54%-0.46%2.05%2.96%-2.16%-5.27%
2021-0.67%0.91%1.87%0.89%0.36%0.72%0.26%0.37%0.05%0.98%-0.68%1.65%6.89%

Benchmark Metrics

FT Vest U.S. Equity Deep Buffer ETF - October has an annualized alpha of 29.66%, beta of 0.26, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since August 18, 2020.

  • This ETF captured 38.08% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -80.13%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.26 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
29.66%
Beta
0.26
0.01
Upside Capture
38.08%
Downside Capture
-80.13%

Expense Ratio

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


Return for Risk

Risk / Return Rank

DOCT ranks 86 for risk / return — in the top 86% 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.


DOCT Risk / Return Rank: 8686
Overall Rank
DOCT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DOCT Sortino Ratio Rank: 9191
Sortino Ratio Rank
DOCT Omega Ratio Rank: 8989
Omega Ratio Rank
DOCT Calmar Ratio Rank: 7777
Calmar Ratio Rank
DOCT Martin Ratio Rank: 8888
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 Deep Buffer ETF - October (DOCT) and compare them to S&P 500 Index.


DOCTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.89

2.39

+0.50

Sortino ratio

Return per unit of downside risk

4.36

3.25

+1.10

Omega ratio

Gain probability vs. loss probability

1.58

1.43

+0.14

Calmar ratio

Return relative to maximum drawdown

3.97

3.11

+0.86

Martin ratio

Return relative to average drawdown

19.99

14.38

+5.61

Dividends

Dividend History


FT Vest U.S. Equity Deep Buffer ETF - October 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 Deep Buffer ETF - October. 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 Deep Buffer ETF - October was 9.92%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-9.92%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025
Bear market2022
-9.35%Jun 2022
5mo 12d10mo 5d
1y 3moJan 2022 - Apr 2023
2023 pullback2023
-5.42%Oct 2023
1mo 12d1mo 5d
2mo 17dSep 2023 - Dec 2023
2026 pullback2026
-4.34%Mar 2026
1mo 18d15d
2mo 3dFeb 2026 - Apr 2026
2020 pullback2020
-3.66%Sep 2020
0s24d
24dSep 2020 - Sep 2020

Drawdown Indicators


DOCTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-9.92%

-56.78%

+46.86%

Max Drawdown (1Y)

Largest decline over 1 year

-4.34%

-9.10%

+4.76%

Max Drawdown (3Y)

Largest decline over 3 years

-9.92%

-18.90%

+8.98%

Max Drawdown (5Y)

Largest decline over 5 years

-9.92%

-25.43%

+15.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.54%

-10.72%

+9.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

1.97%

-1.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DOCT

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