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DOCT vs. MGLBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DOCT and MGLBX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

DOCT vs. MGLBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Deep Buffer ETF - October (DOCT) and Marsico Global Fund (MGLBX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
3.96%
15.67%
DOCT
MGLBX

Key characteristics

Sharpe Ratio

DOCT:

2.04

MGLBX:

1.81

Sortino Ratio

DOCT:

2.87

MGLBX:

2.46

Omega Ratio

DOCT:

1.48

MGLBX:

1.31

Calmar Ratio

DOCT:

4.40

MGLBX:

1.35

Martin Ratio

DOCT:

18.98

MGLBX:

10.39

Ulcer Index

DOCT:

0.47%

MGLBX:

3.35%

Daily Std Dev

DOCT:

4.39%

MGLBX:

19.17%

Max Drawdown

DOCT:

-9.35%

MGLBX:

-59.43%

Current Drawdown

DOCT:

0.00%

MGLBX:

-0.21%

Returns By Period

In the year-to-date period, DOCT achieves a 2.22% return, which is significantly lower than MGLBX's 10.83% return.


DOCT

YTD

2.22%

1M

1.16%

6M

3.96%

1Y

8.65%

5Y*

N/A

10Y*

N/A

MGLBX

YTD

10.83%

1M

6.14%

6M

15.67%

1Y

32.79%

5Y*

8.20%

10Y*

7.60%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DOCT vs. MGLBX - Expense Ratio Comparison

DOCT has a 0.85% expense ratio, which is lower than MGLBX's 1.45% expense ratio.


MGLBX
Marsico Global Fund
Expense ratio chart for MGLBX: current value at 1.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.45%
Expense ratio chart for DOCT: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

DOCT vs. MGLBX — Risk-Adjusted Performance Rank

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

DOCT
The Risk-Adjusted Performance Rank of DOCT is 8888
Overall Rank
The Sharpe Ratio Rank of DOCT is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of DOCT is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DOCT is 9191
Omega Ratio Rank
The Calmar Ratio Rank of DOCT is 9393
Calmar Ratio Rank
The Martin Ratio Rank of DOCT is 9393
Martin Ratio Rank

MGLBX
The Risk-Adjusted Performance Rank of MGLBX is 7979
Overall Rank
The Sharpe Ratio Rank of MGLBX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of MGLBX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of MGLBX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MGLBX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of MGLBX is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DOCT vs. MGLBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - October (DOCT) and Marsico Global Fund (MGLBX). 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.


Sharpe ratio
The chart of Sharpe ratio for DOCT, currently valued at 2.04, compared to the broader market0.002.004.002.041.81
The chart of Sortino ratio for DOCT, currently valued at 2.87, compared to the broader market0.005.0010.002.872.46
The chart of Omega ratio for DOCT, currently valued at 1.48, compared to the broader market0.501.001.502.002.503.001.481.31
The chart of Calmar ratio for DOCT, currently valued at 4.40, compared to the broader market0.005.0010.0015.0020.004.401.35
The chart of Martin ratio for DOCT, currently valued at 18.98, compared to the broader market0.0020.0040.0060.0080.00100.0018.9810.39
DOCT
MGLBX

The current DOCT Sharpe Ratio is 2.04, which is comparable to the MGLBX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of DOCT and MGLBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
2.04
1.81
DOCT
MGLBX

Dividends

DOCT vs. MGLBX - Dividend Comparison

Neither DOCT nor MGLBX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DOCT vs. MGLBX - Drawdown Comparison

The maximum DOCT drawdown since its inception was -9.35%, smaller than the maximum MGLBX drawdown of -59.43%. Use the drawdown chart below to compare losses from any high point for DOCT and MGLBX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.21%
DOCT
MGLBX

Volatility

DOCT vs. MGLBX - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - October (DOCT) is 1.56%, while Marsico Global Fund (MGLBX) has a volatility of 5.98%. This indicates that DOCT experiences smaller price fluctuations and is considered to be less risky than MGLBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
1.56%
5.98%
DOCT
MGLBX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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