AVIE vs. QMAR

Last updated Apr 1, 2026

Compare and contrast key facts about Avantis Inflation Focused Equity ETF (AVIE) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR).

AVIE and QMAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVIE is an actively managed fund by Avantis. It was launched on Sep 27, 2022. QMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021.

Performance

AVIE vs. QMAR - Performance Comparison

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

AVIE vs. QMAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AVIE Avantis Inflation Focused Equity ETF	11.28%	11.37%	6.17%	4.19%	14.70%
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March	1.87%	10.89%	16.11%	35.47%	-0.42%

Returns By Period

In the year-to-date period, AVIE achieves a 11.28% return, which is significantly higher than QMAR's 1.87% return.

AVIE

• 1D: 0.70%
• 1M: -2.00%
• YTD: 11.28%
• 6M: 16.70%
• 1Y: 15.15%
• 3Y*: 12.31%
• 5Y*: —
• 10Y*: —

QMAR

• 1D: 2.41%
• 1M: 0.75%
• YTD: 1.87%
• 6M: 4.47%
• 1Y: 18.84%
• 3Y*: 14.87%
• 5Y*: 10.44%
• 10Y*: —

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

AVIE vs. QMAR - Expense Ratio Comparison

AVIE has a 0.25% expense ratio, which is lower than QMAR's 0.90% expense ratio.

QMAR

FT Cboe Vest Nasdaq-100 Buffer ETF - March

AVIE

Avantis Inflation Focused Equity ETF

Return for Risk

AVIE vs. QMAR — Risk / Return Rank

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

AVIE

AVIE Risk / Return Rank: 54
AVIE Sharpe Ratio Rank: 59
AVIE Sortino Ratio Rank: 56
AVIE Omega Ratio Rank: 59
AVIE Calmar Ratio Rank: 55
AVIE Martin Ratio Rank: 42

QMAR

QMAR Risk / Return Rank: 85
QMAR Sharpe Ratio Rank: 78
QMAR Sortino Ratio Rank: 85
QMAR Omega Ratio Rank: 95
QMAR Calmar Ratio Rank: 76
QMAR Martin Ratio Rank: 94

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.

AVIE vs. QMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Inflation Focused Equity ETF (AVIE) 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.

	AVIE	QMAR	Difference
Sharpe ratio Return per unit of total volatility	1.04	1.43	-0.39
Sortino ratio Return per unit of downside risk	1.44	2.27	-0.83
Omega ratio Gain probability vs. loss probability	1.22	1.46	-0.24
Calmar ratio Return relative to maximum drawdown	1.40	2.03	-0.63
Martin ratio Return relative to average drawdown	4.02	14.07	-10.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVIE vs. QMAR - Sharpe Ratio Comparison

The current AVIE Sharpe Ratio is 1.04, which is comparable to the QMAR Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of AVIE and QMAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AVIE	QMAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.04	1.43	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.06	0.76	+0.30

Correlation

The correlation between AVIE and QMAR is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

AVIE vs. QMAR - Dividend Comparison

AVIE's dividend yield for the trailing twelve months is around 1.47%, while QMAR has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
AVIE Avantis Inflation Focused Equity ETF	1.47%	1.75%	1.89%	3.72%	0.39%
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

AVIE vs. QMAR - Drawdown Comparison

The maximum AVIE drawdown since its inception was -12.39%, smaller than the maximum QMAR drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for AVIE and QMAR.

Drawdown Indicators

	AVIE	QMAR	Difference
Max Drawdown Largest peak-to-trough decline	-12.39%	-19.83%	+7.44%
Max Drawdown (1Y) Largest decline over 1 year	-11.53%	-9.23%	-2.30%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.83%	—
Current Drawdown Current decline from peak	-2.09%	-0.88%	-1.21%
Average Drawdown Average peak-to-trough decline	-3.10%	-3.40%	+0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.02%	1.33%	+2.69%

Volatility

AVIE vs. QMAR - Volatility Comparison

The current volatility for Avantis Inflation Focused Equity ETF (AVIE) is 3.07%, while FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) has a volatility of 3.50%. This indicates that AVIE experiences smaller price fluctuations and is considered to be less risky than QMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVIE	QMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	3.50%	-0.43%
Volatility (6M) Calculated over the trailing 6-month period	7.36%	4.62%	+2.74%
Volatility (1Y) Calculated over the trailing 1-year period	14.66%	13.25%	+1.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.10%	14.05%	-0.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.10%	14.03%	-0.93%