FMAR vs. FOCT
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF - March (FMAR) and FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT).
FMAR and FOCT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021. FOCT is an actively managed fund by First Trust. It was launched on Oct 16, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMAR or FOCT.
Performance
FMAR vs. FOCT - Performance Comparison
Returns By Period
In the year-to-date period, FMAR achieves a 14.38% return, which is significantly higher than FOCT's 10.16% return.
FMAR
14.38%
1.24%
9.10%
17.15%
N/A
N/A
FOCT
10.16%
1.06%
4.41%
13.18%
N/A
N/A
Key characteristics
| FMAR | FOCT | |
|---|---|---|
| Sharpe Ratio | 2.52 | 2.73 |
| Sortino Ratio | 3.41 | 3.90 |
| Omega Ratio | 1.57 | 1.67 |
| Calmar Ratio | 3.18 | 5.26 |
| Martin Ratio | 16.39 | 30.62 |
| Ulcer Index | 1.06% | 0.43% |
| Daily Std Dev | 6.86% | 4.86% |
| Max Drawdown | -14.36% | -14.07% |
| Current Drawdown | -0.14% | -0.49% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FMAR vs. FOCT - Expense Ratio Comparison
Both FMAR and FOCT have an expense ratio of 0.85%.
Correlation
The correlation between FMAR and FOCT is 0.91, 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
FMAR vs. FOCT - Risk-Adjusted Performance Comparison
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.
Dividends
FMAR vs. FOCT - Dividend Comparison
Neither FMAR nor FOCT has paid dividends to shareholders.
Drawdowns
FMAR vs. FOCT - Drawdown Comparison
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.
Volatility
FMAR vs. FOCT - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - March (FMAR) is 1.94%, while FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) has a volatility of 2.62%. 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.