FOCT vs. SPXC

Last updated Apr 1, 2026

Compare and contrast key facts about FT Vest U.S. Equity Buffer ETF - October (FOCT) and SPX Corporation (SPXC).

FOCT is an actively managed fund by FT Vest. It was launched on Oct 16, 2020.

Performance

FOCT vs. SPXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Buffer ETF - October (FOCT) and SPX Corporation (SPXC). The values are adjusted to include any dividend payments, if applicable.

FOCT vs. SPXC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FOCT FT Vest U.S. Equity Buffer ETF - October	-2.67%	14.92%	9.62%	17.81%	-7.59%	13.13%	6.38%
SPXC SPX Corporation	-0.06%	37.48%	44.06%	53.86%	10.00%	9.42%	10.43%

Returns By Period

In the year-to-date period, FOCT achieves a -2.67% return, which is significantly lower than SPXC's -0.06% return.

FOCT

• 1D: 1.94%
• 1M: -3.34%
• YTD: -2.67%
• 6M: 0.36%
• 1Y: 14.89%
• 3Y*: 10.80%
• 5Y*: 7.67%
• 10Y*: —

SPXC

• 1D: 4.84%
• 1M: -11.90%
• YTD: -0.06%
• 6M: 7.05%
• 1Y: 55.26%
• 3Y*: 41.49%
• 5Y*: 27.41%
• 10Y*: 29.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FOCT vs. SPXC — Risk / Return Rank

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

FOCT

FOCT Risk / Return Rank: 73
FOCT Sharpe Ratio Rank: 67
FOCT Sortino Ratio Rank: 70
FOCT Omega Ratio Rank: 73
FOCT Calmar Ratio Rank: 70
FOCT Martin Ratio Rank: 82

SPXC

SPXC Risk / Return Rank: 83
SPXC Sharpe Ratio Rank: 85
SPXC Sortino Ratio Rank: 83
SPXC Omega Ratio Rank: 80
SPXC Calmar Ratio Rank: 81
SPXC Martin Ratio Rank: 85

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FOCT vs. SPXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT 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.

	FOCT	SPXC	Difference
Sharpe ratio Return per unit of total volatility	1.19	1.51	-0.32
Sortino ratio Return per unit of downside risk	1.77	2.22	-0.45
Omega ratio Gain probability vs. loss probability	1.28	1.28	-0.01
Calmar ratio Return relative to maximum drawdown	1.80	2.35	-0.56
Martin ratio Return relative to average drawdown	9.23	7.50	+1.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FOCT vs. SPXC - Sharpe Ratio Comparison

The current FOCT Sharpe Ratio is 1.19, which is comparable to the SPXC Sharpe Ratio of 1.51. 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.

Sharpe Ratios by Period

	FOCT	SPXC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	1.51	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.80	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.23	+0.60

Correlation

The correlation between FOCT and SPXC is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FOCT vs. SPXC - Dividend Comparison

Neither FOCT nor SPXC has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FOCT FT 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%
SPXC SPX Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	8.04%

Drawdowns

FOCT vs. SPXC - Drawdown Comparison

The maximum FOCT drawdown since its inception was -14.07%, smaller than the maximum SPXC drawdown of -93.77%. Use the drawdown chart below to compare losses from any high point for FOCT and SPXC.

Drawdown Indicators

	FOCT	SPXC	Difference
Max Drawdown Largest peak-to-trough decline	-14.07%	-93.77%	+79.70%
Max Drawdown (1Y) Largest decline over 1 year	-8.51%	-23.15%	+14.64%
Max Drawdown (5Y) Largest decline over 5 years	-14.07%	-38.32%	+24.25%
Max Drawdown (10Y) Largest decline over 10 years	—	-50.26%	—
Current Drawdown Current decline from peak	-3.91%	-17.73%	+13.82%
Average Drawdown Average peak-to-trough decline	-2.31%	-38.39%	+36.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.66%	7.26%	-5.60%

Volatility

FOCT vs. SPXC - Volatility Comparison

The current volatility for FT Vest U.S. Equity Buffer ETF - October (FOCT) is 3.87%, while SPX Corporation (SPXC) has a volatility of 14.43%. 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.

Volatility by Period

	FOCT	SPXC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.87%	14.43%	-10.56%
Volatility (6M) Calculated over the trailing 6-month period	6.44%	27.27%	-20.83%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	36.80%	-24.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.05%	34.53%	-23.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.00%	37.33%	-26.33%