AIOO vs. FMAR
Compare and contrast key facts about AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO) and FT Vest U.S. Equity Buffer ETF - March (FMAR).
AIOO and FMAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AIOO is an actively managed fund by Allianz. It was launched on Jun 30, 2025. FMAR is an actively managed fund by FT Vest. It was launched on Mar 19, 2021.
Performance
AIOO vs. FMAR - Performance Comparison
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AIOO vs. FMAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF | 0.01% | 2.67% |
FMAR FT Vest U.S. Equity Buffer ETF - March | 2.16% | 5.93% |
Returns By Period
In the year-to-date period, AIOO achieves a 0.01% return, which is significantly lower than FMAR's 2.16% return.
AIOO
- 1D
- 0.08%
- 1M
- -0.25%
- YTD
- 0.01%
- 6M
- 0.80%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FMAR
- 1D
- 1.89%
- 1M
- 0.92%
- YTD
- 2.16%
- 6M
- 4.53%
- 1Y
- 14.91%
- 3Y*
- 12.98%
- 5Y*
- 9.89%
- 10Y*
- —
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AIOO vs. FMAR - Expense Ratio Comparison
AIOO has a 0.64% expense ratio, which is lower than FMAR's 0.85% expense ratio.
Return for Risk
AIOO vs. FMAR — Risk / Return Rank
AIOO
FMAR
AIOO vs. FMAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO) and FT Vest U.S. Equity Buffer ETF - March (FMAR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| AIOO | FMAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.36 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.82 | 0.98 | +0.84 |
Correlation
The correlation between AIOO and FMAR is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AIOO vs. FMAR - Dividend Comparison
Neither AIOO nor FMAR has paid dividends to shareholders.
Drawdowns
AIOO vs. FMAR - Drawdown Comparison
The maximum AIOO drawdown since its inception was -0.74%, smaller than the maximum FMAR drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for AIOO and FMAR.
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Drawdown Indicators
| AIOO | FMAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.74% | -14.36% | +13.62% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.31% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.36% | — |
Current DrawdownCurrent decline from peak | -0.45% | -0.49% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -0.19% | -2.21% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.30% | — |
Volatility
AIOO vs. FMAR - Volatility Comparison
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Volatility by Period
| AIOO | FMAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.90% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.75% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.99% | 11.04% | -9.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.99% | 10.49% | -8.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.99% | 10.47% | -8.48% |