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BFAP vs. BFOC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BFAP vs. BFOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Bitcoin Strategy Floor15 ETF - April (BFAP) and FT Vest Bitcoin Strategy Floor15 ETF - October (BFOC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BFAP achieves a -21.78% return, which is significantly lower than BFOC's -7.39% return.


BFAP

1D
-1.12%
1M
-8.52%
YTD
-21.78%
6M
-24.25%
1Y
-25.05%
3Y*
5Y*
10Y*

BFOC

1D
0.00%
1M
-3.29%
YTD
-7.39%
6M
-9.07%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BFAP vs. BFOC - Yearly Performance Comparison


Correlation

The correlation between BFAP and BFOC is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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Return for Risk

BFAP vs. BFOC — Risk / Return Rank

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

BFAP
BFAP Risk / Return Rank: 11
Overall Rank
BFAP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BFAP Sortino Ratio Rank: 11
Sortino Ratio Rank
BFAP Omega Ratio Rank: 11
Omega Ratio Rank
BFAP Calmar Ratio Rank: 22
Calmar Ratio Rank
BFAP Martin Ratio Rank: 11
Martin Ratio Rank

BFOC
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.

BFAP vs. BFOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Bitcoin Strategy Floor15 ETF - April (BFAP) and FT Vest Bitcoin Strategy Floor15 ETF - October (BFOC). 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.


BFAPBFOCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.80

Calmar ratioReturn relative to maximum drawdown

-0.78

Martin ratioReturn relative to average drawdown

-1.47

BFAP vs. BFOC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BFAPBFOCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

-1.87

+1.24

Drawdowns

BFAP vs. BFOC - Drawdown Comparison

The maximum BFAP drawdown since its inception was -32.02%, which is greater than BFOC's maximum drawdown of -18.20%. Use the drawdown chart below to compare losses from any high point for BFAP and BFOC.


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Drawdown Indicators


BFAPBFOCDifference

Max Drawdown

Largest peak-to-trough decline

-32.02%

-18.20%

-13.82%

Max Drawdown (1Y)

Largest decline over 1 year

-32.02%

Current Drawdown

Current decline from peak

-32.02%

-18.20%

-13.82%

Average Drawdown

Average peak-to-trough decline

-10.84%

-12.55%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.01%

Volatility

BFAP vs. BFOC - Volatility Comparison


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Volatility by Period


BFAPBFOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

Volatility (6M)

Calculated over the trailing 6-month period

17.20%

Volatility (1Y)

Calculated over the trailing 1-year period

21.27%

12.57%

+8.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.56%

12.57%

+7.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.56%

12.57%

+7.99%

BFAP vs. BFOC - Expense Ratio Comparison

Both BFAP and BFOC have an expense ratio of 0.90%.


Dividends

BFAP vs. BFOC - Dividend Comparison

BFAP's dividend yield for the trailing twelve months is around 24.25%, while BFOC has not paid dividends to shareholders.


Frequently Asked Questions


BFAP and BFOC have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.90% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BFAP and BFOC have the same expense ratio: 0.90% per year.

BFAP has the higher dividend yield at 24.25%, compared with 0.00% for BFOC.

BFAP is categorized as Cryptocurrency, while BFOC is Defined Outcome.

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