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FDEC vs. DOGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDEC vs. DOGG - Performance Comparison

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

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FDEC vs. DOGG - Yearly Performance Comparison


2026 (YTD)202520242023
FDEC
FT Vest U.S. Equity Buffer ETF - December
-2.86%14.82%14.32%14.93%
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
6.85%19.43%-2.58%12.69%

Returns By Period

In the year-to-date period, FDEC achieves a -2.86% return, which is significantly lower than DOGG's 6.85% return.


FDEC

1D
2.01%
1M
-3.38%
YTD
-2.86%
6M
0.97%
1Y
14.55%
3Y*
13.88%
5Y*
9.19%
10Y*

DOGG

1D
0.51%
1M
-6.08%
YTD
6.85%
6M
13.65%
1Y
14.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDEC vs. DOGG - Expense Ratio Comparison

FDEC has a 0.85% expense ratio, which is higher than DOGG's 0.75% expense ratio.


Return for Risk

FDEC vs. DOGG — Risk / Return Rank

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

FDEC
FDEC Risk / Return Rank: 7272
Overall Rank
FDEC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FDEC Sortino Ratio Rank: 6868
Sortino Ratio Rank
FDEC Omega Ratio Rank: 7474
Omega Ratio Rank
FDEC Calmar Ratio Rank: 6868
Calmar Ratio Rank
FDEC Martin Ratio Rank: 8181
Martin Ratio Rank

DOGG
DOGG Risk / Return Rank: 6060
Overall Rank
DOGG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DOGG Sortino Ratio Rank: 6161
Sortino Ratio Rank
DOGG Omega Ratio Rank: 5757
Omega Ratio Rank
DOGG Calmar Ratio Rank: 6565
Calmar Ratio Rank
DOGG Martin Ratio Rank: 5353
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.

FDEC vs. DOGG - Risk-Adjusted Trends Comparison

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


FDECDOGGDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.11

+0.07

Sortino ratio

Return per unit of downside risk

1.74

1.55

+0.19

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.07

Calmar ratio

Return relative to maximum drawdown

1.74

1.62

+0.11

Martin ratio

Return relative to average drawdown

9.02

5.13

+3.88

FDEC vs. DOGG - Sharpe Ratio Comparison

The current FDEC Sharpe Ratio is 1.17, which is comparable to the DOGG Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FDEC and DOGG, 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


FDECDOGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.11

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.95

-0.05

Correlation

The correlation between FDEC and DOGG is 0.43, 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

FDEC vs. DOGG - Dividend Comparison

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


TTM202520242023
FDEC
FT Vest U.S. Equity Buffer ETF - December
0.00%0.00%0.00%0.00%
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
8.53%8.75%9.92%5.89%

Drawdowns

FDEC vs. DOGG - Drawdown Comparison

The maximum FDEC drawdown since its inception was -15.67%, which is greater than DOGG's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for FDEC and DOGG.


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Drawdown Indicators


FDECDOGGDifference

Max Drawdown

Largest peak-to-trough decline

-15.67%

-11.19%

-4.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-8.51%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-15.67%

Current Drawdown

Current decline from peak

-3.94%

-6.08%

+2.14%

Average Drawdown

Average peak-to-trough decline

-2.64%

-2.98%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

3.01%

-1.32%

Volatility

FDEC vs. DOGG - Volatility Comparison

FT Vest U.S. Equity Buffer ETF - December (FDEC) has a higher volatility of 3.74% compared to FT Vest DJIA Dogs 10 Target Income ETF (DOGG) at 3.19%. This indicates that FDEC's price experiences larger fluctuations and is considered to be riskier than DOGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDECDOGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

3.19%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

7.72%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

12.46%

12.83%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.20%

13.01%

-1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.12%

13.01%

-1.89%