PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FOCT vs. BUFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

FOCT vs. BUFR - 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 FT Cboe Vest Fund of Buffer ETFs (BUFR). The values are adjusted to include any dividend payments, if applicable.

40.00%45.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
44.31%
50.08%
FOCT
BUFR

Key characteristics

Sharpe Ratio

FOCT:

2.11

BUFR:

2.67

Sortino Ratio

FOCT:

2.87

BUFR:

3.69

Omega Ratio

FOCT:

1.52

BUFR:

1.57

Calmar Ratio

FOCT:

4.37

BUFR:

3.94

Martin Ratio

FOCT:

22.85

BUFR:

22.42

Ulcer Index

FOCT:

0.48%

BUFR:

0.72%

Daily Std Dev

FOCT:

5.22%

BUFR:

6.05%

Max Drawdown

FOCT:

-14.07%

BUFR:

-13.73%

Current Drawdown

FOCT:

-1.47%

BUFR:

-0.88%

Returns By Period

In the year-to-date period, FOCT achieves a 10.13% return, which is significantly lower than BUFR's 14.87% return.


FOCT

YTD

10.13%

1M

0.30%

6M

3.37%

1Y

10.47%

5Y*

N/A

10Y*

N/A

BUFR

YTD

14.87%

1M

0.49%

6M

5.73%

1Y

15.43%

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.


FOCT vs. BUFR - Expense Ratio Comparison

FOCT has a 0.85% expense ratio, which is lower than BUFR's 1.05% expense ratio.


BUFR
FT Cboe Vest Fund of Buffer ETFs
Expense ratio chart for BUFR: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
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

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.


Sharpe ratio
The chart of Sharpe ratio for FOCT, currently valued at 2.11, compared to the broader market0.002.004.002.112.67
The chart of Sortino ratio for FOCT, currently valued at 2.87, compared to the broader market-2.000.002.004.006.008.0010.002.873.69
The chart of Omega ratio for FOCT, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.001.521.57
The chart of Calmar ratio for FOCT, currently valued at 4.37, compared to the broader market0.005.0010.0015.004.373.94
The chart of Martin ratio for FOCT, currently valued at 22.85, compared to the broader market0.0020.0040.0060.0080.00100.0022.8522.42
FOCT
BUFR

The current FOCT Sharpe Ratio is 2.11, which is comparable to the BUFR Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of FOCT and BUFR, 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
2.11
2.67
FOCT
BUFR

Dividends

FOCT vs. BUFR - Dividend Comparison

Neither FOCT nor BUFR has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.47%
-0.88%
FOCT
BUFR

Volatility

FOCT vs. BUFR - Volatility Comparison

FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) has a higher volatility of 2.43% compared to FT Cboe Vest Fund of Buffer ETFs (BUFR) at 1.64%. 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.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.43%
1.64%
FOCT
BUFR
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab