FAUG vs. SAMT

Last updated Jun 23, 2026

FAUG (FT Cboe Vest U.S. Equity Buffer ETF - August) and SAMT (Strategas Macro Thematic Opportunities ETF) are both Large Cap Blend Equities funds. FAUG is passively managed, while SAMT is actively managed. Over the past 3 years, FAUG returned 14.11%/yr vs 27.93%/yr for SAMT. A 0.75 correlation means they provide meaningful diversification when combined. FAUG charges 0.85%/yr vs 0.66%/yr for SAMT.

Performance

FAUG vs. SAMT - 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 Strategas Macro Thematic Opportunities ETF (SAMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FAUG achieves a 6.33% return, which is significantly lower than SAMT's 19.97% return.

FAUG

• 1D: 0.01%
• 1M: 0.63%
• YTD: 6.33%
• 6M: 6.20%
• 1Y: 18.25%
• 3Y*: 14.11%
• 5Y*: 8.87%
• 10Y*: —

SAMT

• 1D: 0.39%
• 1M: 0.96%
• YTD: 19.97%
• 6M: 17.75%
• 1Y: 39.83%
• 3Y*: 27.93%
• 5Y*: —
• 10Y*: —

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

FAUG vs. SAMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FAUG FT Cboe Vest U.S. Equity Buffer ETF - August	6.33%	13.77%	14.55%	17.24%	-6.89%
SAMT Strategas Macro Thematic Opportunities ETF	19.97%	33.10%	28.15%	1.27%	-6.30%

Correlation

The correlation between FAUG and SAMT is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (All Time) Calculated using the full available price history since Jan 25, 2022	0.75

The correlation between FAUG and SAMT has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

FAUG vs. SAMT - Sectors Allocation Comparison

Sectors	FAUG	SAMT
Technology	39.0%	25.0%
Financial Services	11.1%	5.4%
Communication Services	10.6%	5.7%
Consumer Cyclical	9.9%	5.8%
Healthcare	8.3%	7.5%
Industrials	7.8%	23.3%
Consumer Defensive	4.5%	12.1%
Energy	3.1%	2.8%
Utilities	2.1%	6.9%
Real Estate	1.8%	2.8%
Basic Materials	1.7%	2.7%

Return for Risk

FAUG vs. SAMT — Risk / Return Rank

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

FAUG

FAUG Risk / Return Rank: 83
FAUG Sharpe Ratio Rank: 83
FAUG Sortino Ratio Rank: 85
FAUG Omega Ratio Rank: 87
FAUG Calmar Ratio Rank: 71
FAUG Martin Ratio Rank: 86

SAMT

SAMT Risk / Return Rank: 74
SAMT Sharpe Ratio Rank: 74
SAMT Sortino Ratio Rank: 69
SAMT Omega Ratio Rank: 67
SAMT Calmar Ratio Rank: 88
SAMT Martin Ratio Rank: 73

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. SAMT - 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 Strategas Macro Thematic Opportunities ETF (SAMT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FAUG	SAMT	Difference
Sharpe ratio: Return per unit of total volatility	2.56	2.29	+0.27
Sortino ratio: Return per unit of downside risk	3.65	3.01	+0.65
Omega ratio: Gain probability vs. loss probability	1.51	1.39	+0.12
Calmar ratio: Return relative to maximum drawdown	3.49	4.91	-1.42
Martin ratio: Return relative to average drawdown	17.57	13.25	+4.32

FAUG vs. SAMT - Sharpe Ratio Comparison

The current FAUG Sharpe Ratio is 2.56, which is comparable to the SAMT Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of FAUG and SAMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FAUG vs. SAMT - Drawdown Comparison

The maximum FAUG drawdown since its inception was -22.33%, which is greater than SAMT's maximum drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for FAUG and SAMT.

Drawdown Indicators

	FAUG	SAMT	Difference
Max Drawdown Largest peak-to-trough decline	-22.33%	-20.57%	-1.76%
Max Drawdown (1Y) Largest decline over 1 year	-5.26%	-8.15%	+2.89%
Max Drawdown (3Y) Largest decline over 3 years	-12.81%	-18.27%	+5.46%
Max Drawdown (5Y) Largest decline over 5 years	-15.91%	—	—
Current Drawdown Current decline from peak	-0.09%	-0.92%	+0.83%
Average Drawdown Average peak-to-trough decline	-2.82%	-7.66%	+4.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.04%	3.01%	-1.97%

Volatility

FAUG vs. SAMT - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) is 1.70%, while Strategas Macro Thematic Opportunities ETF (SAMT) has a volatility of 6.82%. This indicates that FAUG experiences smaller price fluctuations and is considered to be less risky than SAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FAUG	SAMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.70%	6.82%	-5.12%
Volatility (6M) Calculated over the trailing 6-month period	5.59%	13.57%	-7.98%
Volatility (1Y) Calculated over the trailing 1-year period	7.17%	17.52%	-10.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.79%	17.07%	-6.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.72%	17.07%	-4.35%

FAUG vs. SAMT - Expense Ratio Comparison

FAUG has a 0.85% expense ratio, which is higher than SAMT's 0.66% expense ratio.

Dividends

FAUG vs. SAMT - Dividend Comparison

FAUG has not paid dividends to shareholders, while SAMT's dividend yield for the trailing twelve months is around 0.58%.

Position	TTM	2025	2024	2023	2022
FAUG FT Cboe Vest U.S. Equity Buffer ETF - August	0.00%	0.00%	0.00%	0.00%	0.00%
SAMT Strategas Macro Thematic Opportunities ETF	0.58%	0.70%	1.40%	1.49%	0.73%

Frequently Asked Questions

Can I hold both FAUG and SAMT in my portfolio?

FAUG and SAMT have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FAUG or SAMT?

SAMT has higher volatility (6.82%) compared to FAUG (1.70%). In terms of maximum drawdown, FAUG dropped -22.33% vs SAMT's -20.57%.

Which ETF is better, FAUG or SAMT?

On 3-year performance, SAMT leads with 27.93% vs 14.11% for FAUG. On fees, SAMT is cheaper at 0.66% per year. On volatility, FAUG has been the lower-risk option at 1.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FAUG or SAMT?

Over the 3-year period, SAMT has performed better with a 27.93% return vs 14.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FAUG or SAMT?

SAMT is cheaper with a 0.66% expense ratio, compared with 0.85% for FAUG.

Which ETF pays a higher dividend yield, FAUG or SAMT?

SAMT has the higher dividend yield at 0.58%, compared with 0.00% for FAUG.

What is the main difference between FAUG and SAMT?

They also come from different issuers: First Trust and Strategas. Their fees differ too: 0.85% for FAUG and 0.66% for SAMT.

Which has better risk-adjusted returns?

FAUG currently has the higher Sharpe Ratio (2.56 vs 2.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.