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

Correlation

The correlation between FOCT and ACWV is 0.75, 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.


Performance

FOCT vs. ACWV - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FOCT:

0.32

ACWV:

1.29

Sortino Ratio

FOCT:

0.55

ACWV:

1.71

Omega Ratio

FOCT:

1.09

ACWV:

1.25

Calmar Ratio

FOCT:

0.31

ACWV:

1.82

Martin Ratio

FOCT:

1.30

ACWV:

7.62

Ulcer Index

FOCT:

3.11%

ACWV:

1.81%

Daily Std Dev

FOCT:

12.35%

ACWV:

11.16%

Max Drawdown

FOCT:

-14.07%

ACWV:

-28.82%

Current Drawdown

FOCT:

-2.93%

ACWV:

-0.86%

Returns By Period

In the year-to-date period, FOCT achieves a 0.28% return, which is significantly lower than ACWV's 8.11% return.


FOCT

YTD

0.28%

1M

8.75%

6M

0.12%

1Y

3.90%

3Y*

10.17%

5Y*

N/A

10Y*

N/A

ACWV

YTD

8.11%

1M

4.25%

6M

6.29%

1Y

14.32%

3Y*

9.50%

5Y*

8.84%

10Y*

7.25%

*Annualized

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FOCT vs. ACWV - Expense Ratio Comparison

FOCT has a 0.85% expense ratio, which is higher than ACWV's 0.20% expense ratio.


Risk-Adjusted Performance

FOCT vs. ACWV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FOCT
The Risk-Adjusted Performance Rank of FOCT is 3939
Overall Rank
The Sharpe Ratio Rank of FOCT is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FOCT is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FOCT is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FOCT is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FOCT is 4343
Martin Ratio Rank

ACWV
The Risk-Adjusted Performance Rank of ACWV is 8989
Overall Rank
The Sharpe Ratio Rank of ACWV is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWV is 8686
Sortino Ratio Rank
The Omega Ratio Rank of ACWV is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ACWV is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ACWV is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FOCT vs. ACWV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) and iShares MSCI Global Min Vol Factor ETF (ACWV). 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 FOCT Sharpe Ratio is 0.32, which is lower than the ACWV Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of FOCT and ACWV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FOCT vs. ACWV - Dividend Comparison

FOCT has not paid dividends to shareholders, while ACWV's dividend yield for the trailing twelve months is around 2.16%.


TTM20242023202220212020201920182017201620152014
FOCT
FT Cboe Vest U.S. Equity Buffer ETF- October
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACWV
iShares MSCI Global Min Vol Factor ETF
2.16%2.33%2.41%2.18%1.92%1.77%2.54%2.32%2.04%2.56%2.28%2.23%

Drawdowns

FOCT vs. ACWV - Drawdown Comparison

The maximum FOCT drawdown since its inception was -14.07%, smaller than the maximum ACWV drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for FOCT and ACWV. For additional features, visit the drawdowns tool.


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Volatility

FOCT vs. ACWV - Volatility Comparison

FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) and iShares MSCI Global Min Vol Factor ETF (ACWV) have volatilities of 3.25% and 3.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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