FOCT vs. SPXC

In the year-to-date period, FOCT achieves a 10.16% return, which is significantly lower than SPXC's 70.82% return.

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This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) and SPX Corporation (SPXC). 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 2.73, which is comparable to the SPXC Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of FOCT and SPXC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FOCT nor SPXC has paid dividends to shareholders.

The maximum FOCT drawdown since its inception was -14.07%, smaller than the maximum SPXC drawdown of -81.12%. Use the drawdown chart below to compare losses from any high point for FOCT and SPXC. For additional features, visit the drawdowns tool.

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) is 2.62%, while SPX Corporation (SPXC) has a volatility of 14.59%. This indicates that FOCT experiences smaller price fluctuations and is considered to be less risky than SPXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.