FJAN vs. SCHX

In the year-to-date period, FJAN achieves a 0.89% return, which is significantly lower than SCHX's 1.94% return.

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FJAN has a 0.85% expense ratio, which is higher than SCHX's 0.03% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - January (FJAN) and Schwab U.S. Large-Cap ETF (SCHX). 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 FJAN Sharpe Ratio is 0.72, which is comparable to the SCHX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FJAN and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FJAN has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.20%.

The maximum FJAN drawdown since its inception was -13.58%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for FJAN and SCHX. For additional features, visit the drawdowns tool.

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - January (FJAN) is 3.77%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 5.47%. This indicates that FJAN experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.