DOGG vs. FMAR

Last updated Apr 1, 2026

Compare and contrast key facts about FT Vest DJIA Dogs 10 Target Income ETF (DOGG) and FT Vest U.S. Equity Buffer ETF - March (FMAR).

DOGG and FMAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DOGG is an actively managed fund by FT Vest. It was launched on Apr 26, 2023. FMAR is an actively managed fund by FT Vest. It was launched on Mar 19, 2021.

Performance

DOGG vs. FMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest DJIA Dogs 10 Target Income ETF (DOGG) and FT Vest U.S. Equity Buffer ETF - March (FMAR). The values are adjusted to include any dividend payments, if applicable.

DOGG vs. FMAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DOGG FT Vest DJIA Dogs 10 Target Income ETF	6.85%	19.43%	-2.58%	12.69%
FMAR FT Vest U.S. Equity Buffer ETF - March	2.16%	9.69%	14.61%	11.58%

Returns By Period

In the year-to-date period, DOGG achieves a 6.85% return, which is significantly higher than FMAR's 2.16% return.

DOGG

• 1D: 0.51%
• 1M: -6.08%
• YTD: 6.85%
• 6M: 13.65%
• 1Y: 14.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FMAR

• 1D: 1.89%
• 1M: 0.92%
• YTD: 2.16%
• 6M: 4.53%
• 1Y: 14.91%
• 3Y*: 12.98%
• 5Y*: 9.89%
• 10Y*: —

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

DOGG vs. FMAR - Expense Ratio Comparison

DOGG has a 0.75% expense ratio, which is lower than FMAR's 0.85% expense ratio.

FMAR

FT Vest U.S. Equity Buffer ETF - March

DOGG

FT Vest DJIA Dogs 10 Target Income ETF

Return for Risk

DOGG vs. FMAR — Risk / Return Rank

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

DOGG

DOGG Risk / Return Rank: 60
DOGG Sharpe Ratio Rank: 63
DOGG Sortino Ratio Rank: 61
DOGG Omega Ratio Rank: 57
DOGG Calmar Ratio Rank: 65
DOGG Martin Ratio Rank: 53

FMAR

FMAR Risk / Return Rank: 81
FMAR Sharpe Ratio Rank: 74
FMAR Sortino Ratio Rank: 77
FMAR Omega Ratio Rank: 93
FMAR Calmar Ratio Rank: 71
FMAR Martin Ratio Rank: 90

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.

DOGG vs. FMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest DJIA Dogs 10 Target Income ETF (DOGG) and FT Vest U.S. Equity Buffer ETF - March (FMAR). 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.

	DOGG	FMAR	Difference
Sharpe ratio Return per unit of total volatility	1.11	1.36	-0.25
Sortino ratio Return per unit of downside risk	1.55	1.99	-0.44
Omega ratio Gain probability vs. loss probability	1.21	1.43	-0.21
Calmar ratio Return relative to maximum drawdown	1.62	1.84	-0.21
Martin ratio Return relative to average drawdown	5.13	11.70	-6.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DOGG vs. FMAR - Sharpe Ratio Comparison

The current DOGG Sharpe Ratio is 1.11, which is comparable to the FMAR Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of DOGG and FMAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DOGG	FMAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	1.36	-0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.95	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	0.98	-0.03

Correlation

The correlation between DOGG and FMAR is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DOGG vs. FMAR - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 8.53%, while FMAR has not paid dividends to shareholders.

	TTM	2025	2024	2023
DOGG FT Vest DJIA Dogs 10 Target Income ETF	8.53%	8.75%	9.92%	5.89%
FMAR FT Vest U.S. Equity Buffer ETF - March	0.00%	0.00%	0.00%	0.00%

Drawdowns

DOGG vs. FMAR - Drawdown Comparison

The maximum DOGG drawdown since its inception was -11.19%, smaller than the maximum FMAR drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for DOGG and FMAR.

Drawdown Indicators

	DOGG	FMAR	Difference
Max Drawdown Largest peak-to-trough decline	-11.19%	-14.36%	+3.17%
Max Drawdown (1Y) Largest decline over 1 year	-8.51%	-8.31%	-0.20%
Max Drawdown (5Y) Largest decline over 5 years	—	-14.36%	—
Current Drawdown Current decline from peak	-6.08%	-0.49%	-5.59%
Average Drawdown Average peak-to-trough decline	-2.98%	-2.21%	-0.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	1.30%	+1.71%

Volatility

DOGG vs. FMAR - Volatility Comparison

FT Vest DJIA Dogs 10 Target Income ETF (DOGG) has a higher volatility of 3.19% compared to FT Vest U.S. Equity Buffer ETF - March (FMAR) at 2.90%. This indicates that DOGG's price experiences larger fluctuations and is considered to be riskier than FMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOGG	FMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	2.90%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	7.72%	3.75%	+3.97%
Volatility (1Y) Calculated over the trailing 1-year period	12.83%	11.04%	+1.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.01%	10.49%	+2.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.01%	10.47%	+2.54%