FFEB vs. JHQAX

In the year-to-date period, FFEB achieves a -1.17% return, which is significantly higher than JHQAX's -4.25% return.

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FFEB has a 0.85% expense ratio, which is higher than JHQAX's 0.83% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) and JPMorgan Hedged Equity Fund (JHQAX). 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.

The current FFEB Sharpe Ratio is 0.69, which is comparable to the JHQAX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FFEB and JHQAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FFEB has not paid dividends to shareholders, while JHQAX's dividend yield for the trailing twelve months is around 0.54%.

The maximum FFEB drawdown since its inception was -22.81%, which is greater than JHQAX's maximum drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for FFEB and JHQAX. For additional features, visit the drawdowns tool.

FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) has a higher volatility of 5.19% compared to JPMorgan Hedged Equity Fund (JHQAX) at 3.94%. This indicates that FFEB's price experiences larger fluctuations and is considered to be riskier than JHQAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.