DOCT vs. FFRHX

In the year-to-date period, DOCT achieves a -1.82% return, which is significantly lower than FFRHX's -0.39% return.

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DOCT has a 0.85% expense ratio, which is higher than FFRHX's 0.67% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - October (DOCT) and Fidelity Floating Rate High Income Fund (FFRHX). 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 DOCT Sharpe Ratio is 0.23, which is lower than the FFRHX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of DOCT and FFRHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DOCT has not paid dividends to shareholders, while FFRHX's dividend yield for the trailing twelve months is around 7.47%.

The maximum DOCT drawdown since its inception was -9.92%, smaller than the maximum FFRHX drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for DOCT and FFRHX. For additional features, visit the drawdowns tool.

FT Cboe Vest U.S. Equity Deep Buffer ETF - October (DOCT) has a higher volatility of 3.19% compared to Fidelity Floating Rate High Income Fund (FFRHX) at 1.03%. This indicates that DOCT's price experiences larger fluctuations and is considered to be riskier than FFRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.