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FTQI vs. AGEPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTQI vs. AGEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq BuyWrite Income ETF (FTQI) and American Beacon Frontier Markets Income Fund (AGEPX). The values are adjusted to include any dividend payments, if applicable.

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FTQI vs. AGEPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTQI
First Trust Nasdaq BuyWrite Income ETF
-0.38%12.68%18.30%23.63%-8.77%10.46%-6.54%13.98%-9.78%12.47%
AGEPX
American Beacon Frontier Markets Income Fund
1.69%18.76%15.58%12.83%-12.84%6.64%2.25%13.10%-3.51%14.90%

Returns By Period

In the year-to-date period, FTQI achieves a -0.38% return, which is significantly lower than AGEPX's 1.69% return. Over the past 10 years, FTQI has underperformed AGEPX with an annualized return of 6.96%, while AGEPX has yielded a comparatively higher 7.51% annualized return.


FTQI

1D
1.00%
1M
-0.70%
YTD
-0.38%
6M
3.73%
1Y
19.71%
3Y*
14.13%
5Y*
9.58%
10Y*
6.96%

AGEPX

1D
0.13%
1M
-2.45%
YTD
1.69%
6M
7.57%
1Y
18.56%
3Y*
16.05%
5Y*
7.82%
10Y*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTQI vs. AGEPX - Expense Ratio Comparison

FTQI has a 0.75% expense ratio, which is lower than AGEPX's 1.38% expense ratio.


Return for Risk

FTQI vs. AGEPX — Risk / Return Rank

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

FTQI
FTQI Risk / Return Rank: 7070
Overall Rank
FTQI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FTQI Sortino Ratio Rank: 6767
Sortino Ratio Rank
FTQI Omega Ratio Rank: 7575
Omega Ratio Rank
FTQI Calmar Ratio Rank: 6464
Calmar Ratio Rank
FTQI Martin Ratio Rank: 8383
Martin Ratio Rank

AGEPX
AGEPX Risk / Return Rank: 9898
Overall Rank
AGEPX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AGEPX Sortino Ratio Rank: 9898
Sortino Ratio Rank
AGEPX Omega Ratio Rank: 9898
Omega Ratio Rank
AGEPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
AGEPX Martin Ratio Rank: 9898
Martin Ratio Rank
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.

FTQI vs. AGEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq BuyWrite Income ETF (FTQI) and American Beacon Frontier Markets Income Fund (AGEPX). 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.


FTQIAGEPXDifference

Sharpe ratio

Return per unit of total volatility

1.15

4.01

-2.86

Sortino ratio

Return per unit of downside risk

1.75

5.61

-3.87

Omega ratio

Gain probability vs. loss probability

1.29

2.06

-0.77

Calmar ratio

Return relative to maximum drawdown

1.73

4.36

-2.64

Martin ratio

Return relative to average drawdown

10.01

21.44

-11.42

FTQI vs. AGEPX - Sharpe Ratio Comparison

The current FTQI Sharpe Ratio is 1.15, which is lower than the AGEPX Sharpe Ratio of 4.01. The chart below compares the historical Sharpe Ratios of FTQI and AGEPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTQIAGEPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

4.01

-2.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

1.53

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

1.51

-0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

1.26

-0.80

Correlation

The correlation between FTQI and AGEPX is 0.21, 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.


Dividends

FTQI vs. AGEPX - Dividend Comparison

FTQI's dividend yield for the trailing twelve months is around 11.85%, more than AGEPX's 8.96% yield.


TTM20252024202320222021202020192018201720162015
FTQI
First Trust Nasdaq BuyWrite Income ETF
11.85%11.46%11.66%11.49%9.85%3.05%3.27%2.95%3.27%2.74%3.02%3.54%
AGEPX
American Beacon Frontier Markets Income Fund
8.96%9.79%11.92%9.40%7.26%7.65%7.07%8.38%9.55%7.09%8.28%6.80%

Drawdowns

FTQI vs. AGEPX - Drawdown Comparison

The maximum FTQI drawdown since its inception was -19.42%, smaller than the maximum AGEPX drawdown of -22.47%. Use the drawdown chart below to compare losses from any high point for FTQI and AGEPX.


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Drawdown Indicators


FTQIAGEPXDifference

Max Drawdown

Largest peak-to-trough decline

-19.42%

-22.47%

+3.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-4.14%

-7.61%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-22.47%

+3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-19.42%

-22.47%

+3.05%

Current Drawdown

Current decline from peak

-2.41%

-3.04%

+0.63%

Average Drawdown

Average peak-to-trough decline

-3.80%

-3.69%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

0.84%

+1.19%

Volatility

FTQI vs. AGEPX - Volatility Comparison

First Trust Nasdaq BuyWrite Income ETF (FTQI) has a higher volatility of 5.36% compared to American Beacon Frontier Markets Income Fund (AGEPX) at 1.69%. This indicates that FTQI's price experiences larger fluctuations and is considered to be riskier than AGEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTQIAGEPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

1.69%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

8.93%

2.77%

+6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.15%

4.62%

+12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

5.12%

+9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.41%

4.98%

+8.43%