FMAR vs. FOCT

In the year-to-date period, FMAR achieves a -0.09% return, which is significantly lower than FOCT's 0.28% return.

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Both FMAR and FOCT have an expense ratio of 0.85%.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - March (FMAR) and FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT). 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 FMAR Sharpe Ratio is 0.65, which is higher than the FOCT Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of FMAR and FOCT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FMAR nor FOCT has paid dividends to shareholders.

The maximum FMAR drawdown since its inception was -14.36%, roughly equal to the maximum FOCT drawdown of -14.07%. Use the drawdown chart below to compare losses from any high point for FMAR and FOCT. For additional features, visit the drawdowns tool.

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - March (FMAR) is 2.92%, while FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) has a volatility of 3.25%. This indicates that FMAR experiences smaller price fluctuations and is considered to be less risky than FOCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.