DMAR vs. CGGR

In the year-to-date period, DMAR achieves a 1.47% return, which is significantly lower than CGGR's 2.66% return.

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DMAR has a 0.85% expense ratio, which is higher than CGGR's 0.39% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) and Capital Group Growth ETF (CGGR). 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.

The current DMAR Sharpe Ratio is 1.06, which is comparable to the CGGR Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of DMAR and CGGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DMAR has not paid dividends to shareholders, while CGGR's dividend yield for the trailing twelve months is around 0.32%.

The maximum DMAR drawdown since its inception was -9.84%, smaller than the maximum CGGR drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for DMAR and CGGR.

The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) is 2.14%, while Capital Group Growth ETF (CGGR) has a volatility of 5.54%. This indicates that DMAR experiences smaller price fluctuations and is considered to be less risky than CGGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.