DGOC vs. KMAR

Last updated Jul 11, 2026

DGOC (FT Vest U.S. Equity Buffer & Digital Return ETF - October) and KMAR (Innovator U.S. Small Cap Power Buffer ETF - March) are both Defined Outcome funds. DGOC is actively managed, while KMAR is passively managed. A 0.76 correlation means they provide meaningful diversification when combined. DGOC charges 0.85%/yr vs 0.79%/yr for KMAR.

Performance

DGOC vs. KMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Buffer & Digital Return ETF - October (DGOC) and Innovator U.S. Small Cap Power Buffer ETF - March (KMAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGOC achieves a 4.56% return, which is significantly lower than KMAR's 11.85% return.

DGOC

• 1D: 0.05%
• 1M: 0.65%
• 6M: 3.99%
• YTD: 4.56%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

KMAR

• 1D: -0.12%
• 1M: 1.27%
• 6M: 9.31%
• YTD: 11.85%
• 1Y: 21.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DGOC vs. KMAR - Yearly Performance Comparison

	2026 (YTD)	2025
DGOC FT Vest U.S. Equity Buffer & Digital Return ETF - October	4.56%	1.49%
KMAR Innovator U.S. Small Cap Power Buffer ETF - March	11.85%	2.85%

Correlation

The correlation between DGOC and KMAR is 0.76, 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 20, 2025	0.76

Return for Risk

DGOC vs. KMAR — Risk / Return Rank

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

DGOC

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

KMAR

KMAR Risk / Return Rank: 89
KMAR Sharpe Ratio Rank: 87
KMAR Sortino Ratio Rank: 89
KMAR Omega Ratio Rank: 87
KMAR Calmar Ratio Rank: 90
KMAR Martin Ratio Rank: 92

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.

DGOC vs. KMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Buffer & Digital Return ETF - October (DGOC) and Innovator U.S. Small Cap Power Buffer ETF - March (KMAR). 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.

	DGOC	KMAR	Difference
Sharpe ratio: Return per unit of total volatility	—	2.25	—
Sortino ratio: Return per unit of downside risk	—	3.31	—
Omega ratio: Gain probability vs. loss probability	—	1.42	—
Calmar ratio: Return relative to maximum drawdown	—	4.27	—
Martin ratio: Return relative to average drawdown	—	17.54	—

Drawdowns

DGOC vs. KMAR - Drawdown Comparison

The maximum DGOC drawdown since its inception was -2.95%, smaller than the maximum KMAR drawdown of -11.32%. Use the drawdown chart below to compare losses from any high point for DGOC and KMAR.

Drawdown Indicators

	DGOC	KMAR	Difference
Max Drawdown Largest peak-to-trough decline	-2.95%	-11.32%	+8.37%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.89%	—
Current Drawdown Current decline from peak	0.00%	-0.32%	+0.32%
Average Drawdown Average peak-to-trough decline	-0.35%	-1.30%	+0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.19%	—

Volatility

Volatility by Period

	DGOC	KMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.13%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.69%	—
Volatility (1Y) Calculated over the trailing 1-year period	4.42%	9.29%	-4.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.42%	11.98%	-7.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.42%	11.98%	-7.56%

DGOC vs. KMAR - Expense Ratio Comparison

DGOC has a 0.85% expense ratio, which is higher than KMAR's 0.79% expense ratio.

Dividends

DGOC vs. KMAR - Dividend Comparison

Neither DGOC nor KMAR has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DGOC and KMAR in my portfolio?

DGOC and KMAR have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DGOC or KMAR?

On fees, KMAR is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DGOC or KMAR?

KMAR is cheaper with a 0.79% expense ratio, compared with 0.85% for DGOC.

Which ETF pays a higher dividend yield, DGOC or KMAR?

DGOC and KMAR have nearly identical dividend yields, around 0.00%.

What is the main difference between DGOC and KMAR?

They also come from different issuers: First Trust and Innovator. Their fees differ too: 0.85% for DGOC and 0.79% for KMAR.