FOCT vs. VTAPX
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) and Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX).
FOCT is an actively managed fund by First Trust. It was launched on Oct 16, 2020. VTAPX is managed by Vanguard. It was launched on Oct 16, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOCT or VTAPX.
Performance
FOCT vs. VTAPX - Performance Comparison
Returns By Period
In the year-to-date period, FOCT achieves a 10.16% return, which is significantly higher than VTAPX's 4.59% return.
FOCT
10.16%
1.06%
4.41%
13.18%
N/A
N/A
VTAPX
4.59%
0.00%
3.19%
6.07%
3.41%
2.35%
Key characteristics
| FOCT | VTAPX | |
|---|---|---|
| Sharpe Ratio | 2.73 | 3.03 |
| Sortino Ratio | 3.90 | 5.02 |
| Omega Ratio | 1.67 | 1.68 |
| Calmar Ratio | 5.26 | 4.74 |
| Martin Ratio | 30.62 | 21.75 |
| Ulcer Index | 0.43% | 0.28% |
| Daily Std Dev | 4.86% | 1.99% |
| Max Drawdown | -14.07% | -5.33% |
| Current Drawdown | -0.49% | -0.47% |
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FOCT vs. VTAPX - Expense Ratio Comparison
FOCT has a 0.85% expense ratio, which is higher than VTAPX's 0.06% expense ratio.
Correlation
The correlation between FOCT and VTAPX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
FOCT vs. VTAPX - 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 Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). 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. VTAPX - Dividend Comparison
FOCT has not paid dividends to shareholders, while VTAPX's dividend yield for the trailing twelve months is around 2.88%.
| 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% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 2.88% | 2.84% | 6.82% | 4.68% | 1.19% | 1.94% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.06% |
Drawdowns
FOCT vs. VTAPX - Drawdown Comparison
The maximum FOCT drawdown since its inception was -14.07%, which is greater than VTAPX's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for FOCT and VTAPX. For additional features, visit the drawdowns tool.
Volatility
FOCT vs. VTAPX - Volatility Comparison
FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) has a higher volatility of 2.62% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) at 0.46%. This indicates that FOCT's price experiences larger fluctuations and is considered to be riskier than VTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.