FOCT vs. VOOG
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) and Vanguard S&P 500 Growth ETF (VOOG).
FOCT and VOOG 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. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOCT or VOOG.
Performance
FOCT vs. VOOG - Performance Comparison
Returns By Period
In the year-to-date period, FOCT achieves a 10.16% return, which is significantly lower than VOOG's 33.18% return.
FOCT
10.16%
1.06%
4.41%
13.18%
N/A
N/A
VOOG
33.18%
1.66%
14.97%
37.87%
17.54%
14.88%
Key characteristics
| FOCT | VOOG | |
|---|---|---|
| Sharpe Ratio | 2.73 | 2.24 |
| Sortino Ratio | 3.90 | 2.91 |
| Omega Ratio | 1.67 | 1.41 |
| Calmar Ratio | 5.26 | 2.86 |
| Martin Ratio | 30.62 | 11.87 |
| Ulcer Index | 0.43% | 3.22% |
| Daily Std Dev | 4.86% | 17.05% |
| Max Drawdown | -14.07% | -32.73% |
| Current Drawdown | -0.49% | -1.55% |
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FOCT vs. VOOG - Expense Ratio Comparison
FOCT has a 0.85% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Correlation
The correlation between FOCT and VOOG is 0.88, 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. VOOG - 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 Vanguard S&P 500 Growth ETF (VOOG). 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. VOOG - Dividend Comparison
FOCT has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOCT FT Cboe 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% |
VOOG Vanguard S&P 500 Growth ETF | 0.60% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
FOCT vs. VOOG - Drawdown Comparison
The maximum FOCT drawdown since its inception was -14.07%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FOCT and VOOG. For additional features, visit the drawdowns tool.
Volatility
FOCT vs. VOOG - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) is 2.62%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.41%. This indicates that FOCT experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.