DOCT vs. MGLBX
Compare and contrast key facts about FT Vest U.S. Equity Deep Buffer ETF - October (DOCT) and Marsico Global Fund (MGLBX).
DOCT is a passively managed fund by FT Vest that tracks the performance of the S&P 500. It was launched on Oct 16, 2020. MGLBX is managed by Marsico Investment Fund. It was launched on Jun 28, 2007.
Performance
DOCT vs. MGLBX - Performance Comparison
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DOCT vs. MGLBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DOCT FT Vest U.S. Equity Deep Buffer ETF - October | -1.95% | 12.50% | 8.28% | 16.13% | -5.27% | 6.89% | 145.69% |
MGLBX Marsico Global Fund | -8.05% | 27.15% | 40.57% | 35.38% | -34.54% | 10.96% | 40.11% |
Returns By Period
In the year-to-date period, DOCT achieves a -1.95% return, which is significantly higher than MGLBX's -8.05% return.
DOCT
- 1D
- 1.47%
- 1M
- -2.34%
- YTD
- -1.95%
- 6M
- 0.52%
- 1Y
- 13.24%
- 3Y*
- 9.78%
- 5Y*
- 6.53%
- 10Y*
- —
MGLBX
- 1D
- -1.37%
- 1M
- -14.07%
- YTD
- -8.05%
- 6M
- -9.54%
- 1Y
- 19.58%
- 3Y*
- 25.35%
- 5Y*
- 9.92%
- 10Y*
- 17.17%
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DOCT vs. MGLBX - Expense Ratio Comparison
DOCT has a 0.85% expense ratio, which is lower than MGLBX's 1.45% expense ratio.
Return for Risk
DOCT vs. MGLBX — Risk / Return Rank
DOCT
MGLBX
DOCT vs. MGLBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT 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.
| DOCT | MGLBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 0.86 | +0.62 |
Sortino ratioReturn per unit of downside risk | 2.20 | 1.33 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.18 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 1.09 | +1.20 |
Martin ratioReturn relative to average drawdown | 11.15 | 4.57 | +6.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DOCT | MGLBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.86 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.46 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.52 | -0.01 |
Correlation
The correlation between DOCT and MGLBX is 0.75, 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.
Dividends
DOCT vs. MGLBX - Dividend Comparison
DOCT has not paid dividends to shareholders, while MGLBX's dividend yield for the trailing twelve months is around 13.19%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOCT FT Vest U.S. Equity Deep Buffer ETF - October | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MGLBX Marsico Global Fund | 13.19% | 12.13% | 3.42% | 1.98% | 4.37% | 17.97% | 24.53% | 0.00% | 1.16% | 9.25% | 0.00% | 11.04% |
Drawdowns
DOCT vs. MGLBX - Drawdown Comparison
The maximum DOCT drawdown since its inception was -9.92%, smaller than the maximum MGLBX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for DOCT and MGLBX.
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Drawdown Indicators
| DOCT | MGLBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.92% | -59.60% | +49.68% |
Max Drawdown (1Y)Largest decline over 1 year | -5.90% | -14.92% | +9.02% |
Max Drawdown (5Y)Largest decline over 5 years | -9.92% | -43.08% | +33.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.08% | — |
Current DrawdownCurrent decline from peak | -2.93% | -14.92% | +11.99% |
Average DrawdownAverage peak-to-trough decline | -1.58% | -11.65% | +10.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 3.56% | -2.35% |
Volatility
DOCT vs. MGLBX - Volatility Comparison
The current volatility for FT Vest U.S. Equity Deep Buffer ETF - October (DOCT) is 2.75%, while Marsico Global Fund (MGLBX) has a volatility of 7.80%. 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.
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Volatility by Period
| DOCT | MGLBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 7.80% | -5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 4.49% | 13.89% | -9.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.96% | 22.06% | -13.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.29% | 21.62% | -14.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.33% | 22.82% | +26.51% |