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Issuer
FT Vest
Inception Date
Jan 20, 2023
Leveraged
1x (No leverage)
Index Tracked
S&P 500
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$439M

Share Price Chart


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Performance

GJAN Performance Chart

FT Vest U.S. Equity Moderate Buffer ETF - January (GJAN) is up 4.9% since the beginning of the year. GJAN is currently trading at $45 per share.


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S&P 500 Index

Returns By Period

FT Vest U.S. Equity Moderate Buffer ETF - January (GJAN) has returned 4.88% so far this year and 14.69% over the past 12 months.


FT Vest U.S. Equity Moderate Buffer ETF - January

1D
-0.13%
1M
0.27%
YTD
4.88%
6M
5.01%
1Y
14.69%
3Y*
11.75%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GJAN Monthly Returns History

Based on dividend-adjusted daily data since Jan 23, 2023, GJAN's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 74% of months were positive and 26% were negative. The best month was Nov 2023 with a return of +6.4%, while the worst month was Mar 2025 at -2.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, GJAN closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +5.4%, while the worst single day was Apr 4, 2025 at -3.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.54%-0.19%-2.40%5.31%1.92%-0.22%4.88%
20250.96%-0.62%-2.86%-0.16%3.43%2.75%1.40%1.31%1.48%0.79%0.76%1.11%10.71%
20240.46%2.37%1.18%-1.16%2.61%1.38%0.67%1.19%0.71%0.08%1.69%0.34%12.09%
20230.89%-0.92%2.29%0.84%0.67%3.48%1.22%-0.00%-2.10%-1.45%6.42%1.98%13.83%

Benchmark Metrics

FT Vest U.S. Equity Moderate Buffer ETF - January has an annualized alpha of 2.58%, beta of 0.47, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since January 23, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (45.59%) than losses (33.62%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 2.58% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.47 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
2.58%
Beta
0.47
0.86
Upside Capture
45.59%
Downside Capture
33.62%

Expense Ratio

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


Return for Risk

Risk / Return Rank

GJAN ranks 80 for risk / return — in the top 80% 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.


GJAN Risk / Return Rank: 8080
Overall Rank
GJAN Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GJAN Sortino Ratio Rank: 8686
Sortino Ratio Rank
GJAN Omega Ratio Rank: 8787
Omega Ratio Rank
GJAN Calmar Ratio Rank: 6565
Calmar Ratio Rank
GJAN Martin Ratio Rank: 8282
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 Moderate Buffer ETF - January (GJAN) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GJANBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.52

1.37

+0.15

Calmar ratioReturn relative to maximum drawdown

3.13

2.78

+0.35

Martin ratioReturn relative to average drawdown

16.13

12.44

+3.70

Dividends

Dividend History


FT Vest U.S. Equity Moderate Buffer ETF - January 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 Moderate Buffer ETF - January. 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 Moderate Buffer ETF - January was 10.60%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.

The current FT Vest U.S. Equity Moderate Buffer ETF - January drawdown is 0.36%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-10.60%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025
2023 pullback2023
-5.22%Oct 2023
1mo 12d18d
2moSep 2023 - Nov 2023
2026 pullback2026
-4.71%Mar 2026
1mo 25d15d
2mo 10dFeb 2026 - Apr 2026
2023 pullback2023
-3.89%Mar 2023
1mo 5d21d
1mo 26dFeb 2023 - Mar 2023
2024 pullback2024
-3.22%Aug 2024
19d10d
29dJul 2024 - Aug 2024

Drawdown Indicators


GJANBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-10.60%

-56.78%

+46.18%

Max Drawdown (1Y)

Largest decline over 1 year

-4.71%

-9.10%

+4.39%

Max Drawdown (3Y)

Largest decline over 3 years

-10.60%

-18.90%

+8.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.36%

-1.80%

+1.44%

Average Drawdown

Average peak-to-trough decline

-0.78%

-10.71%

+9.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

2.03%

-1.12%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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