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FT Vest U.S. Equity Buffer ETF - October (FOCT)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
FT Vest
Inception Date
Oct 16, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FT Vest U.S. Equity Buffer ETF - October, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

FT Vest U.S. Equity Buffer ETF - October (FOCT) has returned -2.67% so far this year and 14.89% over the past 12 months.


FT Vest U.S. Equity Buffer ETF - October

1D
1.94%
1M
-3.34%
YTD
-2.67%
6M
0.36%
1Y
14.89%
3Y*
10.80%
5Y*
7.67%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 19, 2020, FOCT's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, your investment would double in approximately 7.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +7.9%, while the worst month was Sep 2022 at -6.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FOCT closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.3%, while the worst single day was Apr 4, 2025 at -4.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.78%-0.08%-3.34%-2.67%
20252.11%-0.87%-3.82%-0.41%4.52%3.63%1.52%1.72%2.77%2.21%0.36%0.52%14.92%
20241.05%2.15%1.05%-0.59%2.01%0.97%0.49%0.85%0.37%-1.41%3.89%-1.50%9.62%
20235.21%-1.90%2.88%1.32%0.50%5.74%2.41%-0.88%-4.64%-1.94%5.92%2.50%17.81%
2022-2.58%-1.72%2.31%-5.72%0.52%-4.85%5.89%-1.49%-6.31%6.66%4.17%-3.65%-7.59%
2021-0.97%1.71%3.12%1.67%0.88%1.03%0.45%0.73%-0.12%2.06%-0.75%2.70%13.13%

Benchmark Metrics

FT Vest U.S. Equity Buffer ETF - October has an annualized alpha of 1.10%, beta of 0.62, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since October 20, 2020.

  • This ETF participated in 63.76% of S&P 500 Index downside but only 59.36% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.62 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
1.10%
Beta
0.62
0.90
Upside Capture
59.36%
Downside Capture
63.76%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FOCT ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FOCT Risk / Return Rank: 7171
Overall Rank
FOCT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FOCT Sortino Ratio Rank: 6868
Sortino Ratio Rank
FOCT Omega Ratio Rank: 7272
Omega Ratio Rank
FOCT Calmar Ratio Rank: 6969
Calmar Ratio Rank
FOCT Martin Ratio Rank: 8181
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 Buffer ETF - October (FOCT) and compare them to a chosen benchmark (S&P 500 Index).


FOCTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.90

+0.29

Sortino ratio

Return per unit of downside risk

1.77

1.39

+0.39

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

1.80

1.40

+0.40

Martin ratio

Return relative to average drawdown

9.23

6.61

+2.62

Explore FOCT risk-adjusted metrics in detail

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

Dividends

Dividend History


FT Vest U.S. Equity 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 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 Buffer ETF - October was 14.07%, occurring on Oct 12, 2022. Recovery took 156 trading sessions.

The current FT Vest U.S. Equity Buffer ETF - October drawdown is 3.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.07%Jan 4, 2022195Oct 12, 2022156May 26, 2023351
-13.06%Feb 20, 202534Apr 8, 202552Jun 24, 202586
-8.54%Jul 31, 202364Oct 27, 202333Dec 14, 202397
-5.74%Feb 3, 202639Mar 30, 2026
-4.39%Oct 26, 20205Oct 30, 20204Nov 5, 20209

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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