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FMAR vs. FOCT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

FMAR vs. FOCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Buffer ETF - March (FMAR) and FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.54%
4.49%
FMAR
FOCT

Key characteristics

Sharpe Ratio

FMAR:

2.26

FOCT:

2.22

Sortino Ratio

FMAR:

3.03

FOCT:

3.01

Omega Ratio

FMAR:

1.51

FOCT:

1.54

Calmar Ratio

FMAR:

2.93

FOCT:

4.61

Martin Ratio

FMAR:

14.91

FOCT:

23.92

Ulcer Index

FMAR:

1.07%

FOCT:

0.49%

Daily Std Dev

FMAR:

7.04%

FOCT:

5.26%

Max Drawdown

FMAR:

-14.36%

FOCT:

-14.07%

Current Drawdown

FMAR:

-0.11%

FOCT:

-0.32%

Returns By Period

In the year-to-date period, FMAR achieves a 15.59% return, which is significantly higher than FOCT's 11.42% return.


FMAR

YTD

15.59%

1M

1.00%

6M

7.54%

1Y

15.94%

5Y*

N/A

10Y*

N/A

FOCT

YTD

11.42%

1M

0.90%

6M

4.49%

1Y

11.65%

5Y*

N/A

10Y*

N/A

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%.


FMAR
FT Cboe Vest U.S. Equity Buffer ETF - March
Expense ratio chart for FMAR: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for FOCT: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

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.


Sharpe ratio
The chart of Sharpe ratio for FMAR, currently valued at 2.26, compared to the broader market0.002.004.002.262.22
The chart of Sortino ratio for FMAR, currently valued at 3.03, compared to the broader market-2.000.002.004.006.008.0010.003.033.01
The chart of Omega ratio for FMAR, currently valued at 1.51, compared to the broader market0.501.001.502.002.503.001.511.54
The chart of Calmar ratio for FMAR, currently valued at 2.93, compared to the broader market0.005.0010.0015.002.934.61
The chart of Martin ratio for FMAR, currently valued at 14.91, compared to the broader market0.0020.0040.0060.0080.00100.0014.9123.92
FMAR
FOCT

The current FMAR Sharpe Ratio is 2.26, which is comparable to the FOCT Sharpe Ratio of 2.22. 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.


Rolling 12-month Sharpe Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.26
2.22
FMAR
FOCT

Dividends

FMAR vs. FOCT - Dividend Comparison

Neither FMAR nor FOCT has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.11%
-0.32%
FMAR
FOCT

Volatility

FMAR vs. FOCT - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - March (FMAR) is 1.95%, while FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) has a volatility of 2.53%. 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.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
1.95%
2.53%
FMAR
FOCT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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