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BLOX vs. BFOC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLOX vs. BFOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nicholas Crypto Income ETF (BLOX) 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, BLOX achieves a -1.70% return, which is significantly higher than BFOC's -6.79% return.


BLOX

1D
3.66%
1M
-0.32%
6M
-1.27%
YTD
-1.70%
1Y
-6.15%
3Y*
5Y*
10Y*
ALL TIME*
5.59%

BFOC

1D
0.73%
1M
0.12%
6M
-4.12%
YTD
-6.79%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$40.00K$49.38K$63.64K
$4.89M$4.95M$6.25M

BLOX vs. BFOC - Yearly Performance Comparison


Correlation

The correlation between BLOX and BFOC is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.67

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Return for Risk

BLOX vs. BFOC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BLOX
BLOX Risk / Return Rank: 1111
Overall Rank
BLOX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BLOX Sortino Ratio Rank: 1313
Sortino Ratio Rank
BLOX Omega Ratio Rank: 1212
Omega Ratio Rank
BLOX Calmar Ratio Rank: 99
Calmar Ratio Rank
BLOX Martin Ratio Rank: 99
Martin Ratio Rank

BFOC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BLOX vs. BFOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nicholas Crypto Income ETF (BLOX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BLOXBFOCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.03

Calmar ratioReturn relative to maximum drawdown

-0.13

Martin ratioReturn relative to average drawdown

-0.24

BLOX vs. BFOC - Sharpe Ratio Comparison


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Drawdowns

BLOX vs. BFOC - Drawdown Comparison

The maximum BLOX drawdown since its inception was -47.09%, which is greater than BFOC's maximum drawdown of -18.41%. Use the drawdown chart below to compare losses from any high point for BLOX and BFOC.


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Drawdown Indicators


BLOXBFOCDifference

Max Drawdown

Largest peak-to-trough decline

-47.09%

-18.41%

-28.68%

Max Drawdown (1Y)

Largest decline over 1 year

-47.09%

Current Drawdown

Current decline from peak

-32.04%

-17.67%

-14.37%

Average Drawdown

Average peak-to-trough decline

-19.87%

-13.52%

-6.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.62%

Volatility

BLOX vs. BFOC - Volatility Comparison


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Volatility by Period


BLOXBFOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.56%

Volatility (6M)

Calculated over the trailing 6-month period

43.37%

Volatility (1Y)

Calculated over the trailing 1-year period

56.97%

11.69%

+45.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.14%

11.69%

+43.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.14%

11.69%

+43.45%

BLOX vs. BFOC - Expense Ratio Comparison

BLOX has a 1.03% expense ratio, which is higher than BFOC's 0.90% expense ratio.


Dividends

BLOX vs. BFOC - Dividend Comparison

BLOX's dividend yield for the trailing twelve months is around 47.94%, while BFOC has not paid dividends to shareholders.


Frequently Asked Questions


BLOX and BFOC have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BFOC is cheaper at 0.90% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BFOC is cheaper with a 0.90% expense ratio, compared with 1.03% for BLOX.

BLOX has the higher dividend yield at 47.94%, compared with 0.00% for BFOC.

BLOX is categorized as Cryptocurrency, while BFOC is Defined Outcome. They also come from different issuers: Nicholas and First Trust. Their fees differ too: 1.03% for BLOX and 0.90% for BFOC.

Portfolio Optimizer

Find the right allocation for BLOX and BFOC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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