FOCT vs. FMAR
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) and FT Cboe Vest U.S. Equity Buffer ETF - March (FMAR).
FOCT and FMAR 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. FMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOCT or FMAR.
Performance
FOCT vs. FMAR - Performance Comparison
Returns By Period
In the year-to-date period, FOCT achieves a 10.16% return, which is significantly lower than FMAR's 14.38% return.
FOCT
10.16%
1.06%
4.41%
13.18%
N/A
N/A
FMAR
14.38%
1.24%
9.10%
17.15%
N/A
N/A
Key characteristics
| FOCT | FMAR | |
|---|---|---|
| Sharpe Ratio | 2.73 | 2.52 |
| Sortino Ratio | 3.90 | 3.41 |
| Omega Ratio | 1.67 | 1.57 |
| Calmar Ratio | 5.26 | 3.18 |
| Martin Ratio | 30.62 | 16.39 |
| Ulcer Index | 0.43% | 1.06% |
| Daily Std Dev | 4.86% | 6.86% |
| Max Drawdown | -14.07% | -14.36% |
| Current Drawdown | -0.49% | -0.14% |
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FOCT vs. FMAR - Expense Ratio Comparison
Both FOCT and FMAR have an expense ratio of 0.85%.
Correlation
The correlation between FOCT and FMAR 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
FOCT vs. FMAR - 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 U.S. Equity Buffer ETF - March (FMAR). 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. FMAR - Dividend Comparison
Neither FOCT nor FMAR has paid dividends to shareholders.
Drawdowns
FOCT vs. FMAR - Drawdown Comparison
The maximum FOCT drawdown since its inception was -14.07%, roughly equal to the maximum FMAR drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for FOCT and FMAR. For additional features, visit the drawdowns tool.
Volatility
FOCT vs. FMAR - Volatility Comparison
FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) has a higher volatility of 2.62% compared to FT Cboe Vest U.S. Equity Buffer ETF - March (FMAR) at 1.94%. This indicates that FOCT's price experiences larger fluctuations and is considered to be riskier than FMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.