ARKT vs. QMAR

Last updated Jun 4, 2026

ARKT (ARK DIET Q4 Buffer ETF) and QMAR (FT Cboe Vest Nasdaq-100 Buffer ETF - March) are both exchange-traded funds - ARKT is a Defined Outcome fund actively managed by ARK Invest, while QMAR is a Nasdaq-100 fund actively managed by First Trust. Both are actively managed. A 0.69 correlation means they provide meaningful diversification when combined. ARKT charges 0.89%/yr vs 0.90%/yr for QMAR.

Performance

ARKT vs. QMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK DIET Q4 Buffer ETF (ARKT) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ARKT achieves a 1.09% return, which is significantly lower than QMAR's 13.06% return.

ARKT

• 1D: -0.98%
• 1M: 0.18%
• YTD: 1.09%
• 6M: -2.24%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QMAR

• 1D: -0.09%
• 1M: 2.81%
• YTD: 13.06%
• 6M: 14.01%
• 1Y: 23.38%
• 3Y*: 16.73%
• 5Y*: 12.13%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ARKT vs. QMAR - Yearly Performance Comparison

	2026 (YTD)	2025
ARKT ARK DIET Q4 Buffer ETF	1.09%	-8.65%
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March	13.06%	2.24%

Correlation

The correlation between ARKT and QMAR is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 2, 2025	0.69

Return for Risk

ARKT vs. QMAR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QMAR

QMAR Risk / Return Rank: 96
QMAR Sharpe Ratio Rank: 95
QMAR Sortino Ratio Rank: 97
QMAR Omega Ratio Rank: 97
QMAR Calmar Ratio Rank: 94
QMAR Martin Ratio Rank: 97

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.

ARKT vs. QMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK DIET Q4 Buffer ETF (ARKT) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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.

Sharpe Ratios by Period

	ARKT	QMAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.86	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.60	0.91	-1.51

Drawdowns

ARKT vs. QMAR - Drawdown Comparison

The maximum ARKT drawdown since its inception was -18.78%, smaller than the maximum QMAR drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for ARKT and QMAR.

Drawdown Indicators

	ARKT	QMAR	Difference
Max Drawdown Largest peak-to-trough decline	-18.78%	-19.83%	+1.05%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.21%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-15.91%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.83%	—
Current Drawdown Current decline from peak	-10.28%	-0.19%	-10.09%
Average Drawdown Average peak-to-trough decline	-10.07%	-3.28%	-6.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.45%	—

Volatility

Volatility by Period

	ARKT	QMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.27%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.85%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.71%	6.09%	+12.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.71%	13.97%	+4.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.71%	13.85%	+4.86%

ARKT vs. QMAR - Expense Ratio Comparison

ARKT has a 0.89% expense ratio, which is lower than QMAR's 0.90% expense ratio.

Dividends

ARKT vs. QMAR - Dividend Comparison

ARKT's dividend yield for the trailing twelve months is around 0.24%, while QMAR has not paid dividends to shareholders.

Position	TTM	2025
ARKT ARK DIET Q4 Buffer ETF	0.24%	0.25%
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March	0.00%	0.00%

Frequently Asked Questions

Can I hold both ARKT and QMAR in my portfolio?

ARKT and QMAR have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ARKT or QMAR?

On fees, ARKT is cheaper at 0.89% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ARKT or QMAR?

ARKT is cheaper with a 0.89% expense ratio, compared with 0.90% for QMAR.

Which ETF pays a higher dividend yield, ARKT or QMAR?

ARKT has the higher dividend yield at 0.24%, compared with 0.00% for QMAR.

What is the main difference between ARKT and QMAR?

ARKT is categorized as Defined Outcome, while QMAR is Nasdaq-100. They also come from different issuers: ARK Invest and First Trust. Their fees differ too: 0.89% for ARKT and 0.90% for QMAR.