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FAUG vs. ROBT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAUG vs. ROBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). The values are adjusted to include any dividend payments, if applicable.

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FAUG vs. ROBT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FAUG
FT Cboe Vest U.S. Equity Buffer ETF - August
-2.20%13.77%14.55%17.24%-10.52%11.54%12.43%2.37%
ROBT
First Trust Nasdaq Artificial Intelligence & Robotics ETF
-11.00%15.16%-0.41%27.77%-34.94%9.91%46.18%4.99%

Returns By Period

In the year-to-date period, FAUG achieves a -2.20% return, which is significantly higher than ROBT's -11.00% return.


FAUG

1D
1.87%
1M
-2.96%
YTD
-2.20%
6M
-0.24%
1Y
13.84%
3Y*
12.39%
5Y*
7.51%
10Y*

ROBT

1D
4.15%
1M
-9.19%
YTD
-11.00%
6M
-12.72%
1Y
13.50%
3Y*
2.99%
5Y*
-2.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAUG vs. ROBT - Expense Ratio Comparison

FAUG has a 0.85% expense ratio, which is higher than ROBT's 0.65% expense ratio.


Return for Risk

FAUG vs. ROBT — Risk / Return Rank

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

FAUG
FAUG Risk / Return Rank: 6969
Overall Rank
FAUG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FAUG Sortino Ratio Rank: 6666
Sortino Ratio Rank
FAUG Omega Ratio Rank: 7373
Omega Ratio Rank
FAUG Calmar Ratio Rank: 6262
Calmar Ratio Rank
FAUG Martin Ratio Rank: 7979
Martin Ratio Rank

ROBT
ROBT Risk / Return Rank: 2828
Overall Rank
ROBT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ROBT Sortino Ratio Rank: 3232
Sortino Ratio Rank
ROBT Omega Ratio Rank: 2929
Omega Ratio Rank
ROBT Calmar Ratio Rank: 2626
Calmar Ratio Rank
ROBT Martin Ratio Rank: 2626
Martin Ratio Rank
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.

FAUG vs. ROBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) and First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT). 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.


FAUGROBTDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.49

+0.65

Sortino ratio

Return per unit of downside risk

1.69

0.89

+0.80

Omega ratio

Gain probability vs. loss probability

1.28

1.11

+0.17

Calmar ratio

Return relative to maximum drawdown

1.61

0.55

+1.05

Martin ratio

Return relative to average drawdown

8.80

1.78

+7.02

FAUG vs. ROBT - Sharpe Ratio Comparison

The current FAUG Sharpe Ratio is 1.14, which is higher than the ROBT Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of FAUG and ROBT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FAUGROBTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.49

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

-0.10

+0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.23

+0.46

Correlation

The correlation between FAUG and ROBT is 0.81, 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

FAUG vs. ROBT - Dividend Comparison

Neither FAUG nor ROBT has paid dividends to shareholders.


TTM20252024202320222021202020192018
FAUG
FT Cboe Vest U.S. Equity Buffer ETF - August
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROBT
First Trust Nasdaq Artificial Intelligence & Robotics ETF
0.00%0.00%0.68%0.23%0.35%0.06%0.17%0.42%0.44%

Drawdowns

FAUG vs. ROBT - Drawdown Comparison

The maximum FAUG drawdown since its inception was -22.33%, smaller than the maximum ROBT drawdown of -44.47%. Use the drawdown chart below to compare losses from any high point for FAUG and ROBT.


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Drawdown Indicators


FAUGROBTDifference

Max Drawdown

Largest peak-to-trough decline

-22.33%

-44.47%

+22.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-21.66%

+12.78%

Max Drawdown (5Y)

Largest decline over 5 years

-15.91%

-43.26%

+27.35%

Current Drawdown

Current decline from peak

-3.48%

-21.09%

+17.61%

Average Drawdown

Average peak-to-trough decline

-2.90%

-16.09%

+13.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

6.73%

-5.11%

Volatility

FAUG vs. ROBT - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) is 3.66%, while First Trust Nasdaq Artificial Intelligence & Robotics ETF (ROBT) has a volatility of 8.78%. This indicates that FAUG experiences smaller price fluctuations and is considered to be less risky than ROBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAUGROBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

8.78%

-5.12%

Volatility (6M)

Calculated over the trailing 6-month period

5.82%

18.22%

-12.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.24%

27.73%

-15.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.74%

25.00%

-14.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.88%

25.50%

-12.62%