FOCT vs. BUFR
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) and FT Cboe Vest Fund of Buffer ETFs (BUFR).
FOCT and BUFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FOCT is an actively managed fund by First Trust. It was launched on Oct 16, 2020. BUFR is an actively managed fund by First Trust. It was launched on Aug 10, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOCT or BUFR.
Performance
FOCT vs. BUFR - Performance Comparison
Returns By Period
In the year-to-date period, FOCT achieves a 10.16% return, which is significantly lower than BUFR's 14.53% return.
FOCT
10.16%
1.06%
4.41%
13.18%
N/A
N/A
BUFR
14.53%
1.03%
7.26%
18.45%
N/A
N/A
Key characteristics
| FOCT | BUFR | |
|---|---|---|
| Sharpe Ratio | 2.73 | 3.07 |
| Sortino Ratio | 3.90 | 4.29 |
| Omega Ratio | 1.67 | 1.65 |
| Calmar Ratio | 5.26 | 4.57 |
| Martin Ratio | 30.62 | 26.38 |
| Ulcer Index | 0.43% | 0.71% |
| Daily Std Dev | 4.86% | 6.10% |
| Max Drawdown | -14.07% | -13.73% |
| Current Drawdown | -0.49% | -0.20% |
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FOCT vs. BUFR - Expense Ratio Comparison
FOCT has a 0.85% expense ratio, which is lower than BUFR's 1.05% expense ratio.
Correlation
The correlation between FOCT and BUFR is 0.90, 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
FOCT vs. BUFR - 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 FT Cboe Vest Fund of Buffer ETFs (BUFR). 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
FOCT vs. BUFR - Dividend Comparison
Neither FOCT nor BUFR has paid dividends to shareholders.
Drawdowns
FOCT vs. BUFR - Drawdown Comparison
The maximum FOCT drawdown since its inception was -14.07%, roughly equal to the maximum BUFR drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FOCT and BUFR. For additional features, visit the drawdowns tool.
Volatility
FOCT vs. BUFR - Volatility Comparison
FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) has a higher volatility of 2.62% compared to FT Cboe Vest Fund of Buffer ETFs (BUFR) at 1.78%. This indicates that FOCT's price experiences larger fluctuations and is considered to be riskier than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.