FAUG vs. SPY
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) and SPDR S&P 500 ETF (SPY).
FAUG and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FAUG is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 Buffer Protect Index August. It was launched on Nov 6, 2019. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both FAUG and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAUG or SPY.
Performance
FAUG vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, FAUG achieves a 15.01% return, which is significantly lower than SPY's 26.08% return.
FAUG
15.01%
1.78%
7.23%
19.18%
9.03%
N/A
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| FAUG | SPY | |
|---|---|---|
| Sharpe Ratio | 3.17 | 2.70 |
| Sortino Ratio | 4.49 | 3.60 |
| Omega Ratio | 1.70 | 1.50 |
| Calmar Ratio | 7.15 | 3.90 |
| Martin Ratio | 33.96 | 17.52 |
| Ulcer Index | 0.56% | 1.87% |
| Daily Std Dev | 6.04% | 12.14% |
| Max Drawdown | -22.33% | -55.19% |
| Current Drawdown | -0.02% | -0.85% |
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FAUG vs. SPY - Expense Ratio Comparison
FAUG has a 0.85% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between FAUG and SPY is 0.95, 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.
Risk-Adjusted Performance
FAUG vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) and SPDR S&P 500 ETF (SPY). 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.
Dividends
FAUG vs. SPY - Dividend Comparison
FAUG has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
FAUG vs. SPY - Drawdown Comparison
The maximum FAUG drawdown since its inception was -22.33%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FAUG and SPY. For additional features, visit the drawdowns tool.
Volatility
FAUG vs. SPY - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) is 2.12%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.98%. This indicates that FAUG experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.