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 Nasdaq-100 Conservative Buffer ETF - July, 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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Returns By Period
FT Vest Nasdaq-100 Conservative Buffer ETF - July (QCJL) has returned -0.78% so far this year and 21.92% over the past 12 months.
FT Vest Nasdaq-100 Conservative Buffer ETF - July
- 1D
- 0.21%
- 1M
- -0.47%
- YTD
- -0.78%
- 6M
- 0.97%
- 1Y
- 21.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.11%
- 1M
- -2.33%
- YTD
- -3.84%
- 6M
- -1.98%
- 1Y
- 29.73%
- 3Y*
- 16.86%
- 5Y*
- 10.37%
- 10Y*
- 12.29%
Monthly Returns
Based on dividend-adjusted daily data since Jul 22, 2024, QCJL's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, your investment would double in approximately 8.1 years.
Historically, 73% of months were positive and 27% were negative. The best month was May 2025 with a return of +5.2%, while the worst month was Mar 2025 at -3.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.
On a daily basis, QCJL closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +5.9%, while the worst single day was Apr 4, 2025 at -3.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.57% | -0.40% | -1.56% | 0.61% | -0.78% | ||||||||
| 2025 | 1.26% | -0.71% | -3.53% | 0.84% | 5.20% | 3.58% | 1.33% | 0.87% | 1.88% | 1.15% | 0.07% | 0.69% | 13.10% |
| 2024 | -0.89% | 0.90% | 1.49% | -0.29% | 2.57% | 0.31% | 4.12% |
Benchmark Metrics
FT Vest Nasdaq-100 Conservative Buffer ETF - July has an annualized alpha of 3.53%, beta of 0.55, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since July 23, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (55.97%) than losses (32.99%) — typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 3.53% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.55 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
- 3.53%
- Beta
- 0.55
- R²
- 0.90
- Upside Capture
- 55.97%
- Downside Capture
- 32.99%
Expense Ratio
QCJL has an expense ratio of 0.90%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QCJL 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for FT Vest Nasdaq-100 Conservative Buffer ETF - July (QCJL) and compare them to a chosen benchmark (S&P 500 Index).
| QCJL | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 0.88 | +0.55 |
Sortino ratioReturn per unit of downside risk | 2.23 | 1.37 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.39 | +0.94 |
Martin ratioReturn relative to average drawdown | 13.07 | 6.43 | +6.64 |
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 QCJL risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
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 Nasdaq-100 Conservative Buffer ETF - July. 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 Nasdaq-100 Conservative Buffer ETF - July was 11.18%, occurring on Apr 8, 2025. Recovery took 33 trading sessions.
The current FT Vest Nasdaq-100 Conservative Buffer ETF - July drawdown is 1.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.18% | Feb 20, 2025 | 34 | Apr 8, 2025 | 33 | May 27, 2025 | 67 |
| -4.09% | Jul 23, 2024 | 12 | Aug 7, 2024 | 8 | Aug 19, 2024 | 20 |
| -4% | Jan 29, 2026 | 42 | Mar 30, 2026 | — | — | — |
| -3.01% | Aug 22, 2024 | 11 | Sep 6, 2024 | 9 | Sep 19, 2024 | 20 |
| -2.31% | Oct 30, 2025 | 16 | Nov 20, 2025 | 8 | Dec 3, 2025 | 24 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with QCJL
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