GDEC vs. OCTQ

Last updated Jun 4, 2026

GDEC (FT Cboe Vest U.S. Equity Moderate Buffer ETF - December) and OCTQ (Innovator Premium Income 40 Barrier ETF - October) are both Options Trading funds. Both are actively managed. GDEC charges 0.85%/yr vs 0.79%/yr for OCTQ.

Performance

GDEC vs. OCTQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Moderate Buffer ETF - December (GDEC) and Innovator Premium Income 40 Barrier ETF - October (OCTQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GDEC

• 1D: -0.16%
• 1M: 1.94%
• YTD: 5.14%
• 6M: 6.04%
• 1Y: 15.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

OCTQ

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GDEC vs. OCTQ - Yearly Performance Comparison

	2026 (YTD)
GDEC FT Cboe Vest U.S. Equity Moderate Buffer ETF - December	4.40%
OCTQ Innovator Premium Income 40 Barrier ETF - October	0.00%

GDEC vs. OCTQ - Sectors Allocation Comparison

Sectors	GDEC	OCTQ
Technology	36.2%	35.3%
Financial Services	11.9%	13.4%
Communication Services	10.9%	9.9%
Consumer Cyclical	10.1%	10.6%
Healthcare	8.4%	8.8%
Industrials	8.1%	7.8%
Consumer Defensive	4.9%	5.2%
Energy	3.5%	3.0%
Utilities	2.3%	2.5%
Real Estate	1.9%	2.0%
Basic Materials	1.8%	1.6%

Return for Risk

GDEC vs. OCTQ — Risk / Return Rank

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

GDEC

GDEC Risk / Return Rank: 82
GDEC Sharpe Ratio Rank: 83
GDEC Sortino Ratio Rank: 88
GDEC Omega Ratio Rank: 88
GDEC Calmar Ratio Rank: 67
GDEC Martin Ratio Rank: 84

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.

GDEC vs. OCTQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - December (GDEC) and Innovator Premium Income 40 Barrier ETF - October (OCTQ). 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.

	GDEC	OCTQ	Difference
Sharpe ratio: Return per unit of total volatility	2.67	—	—
Sortino ratio: Return per unit of downside risk	3.98	—	—
Omega ratio: Gain probability vs. loss probability	1.55	—	—
Calmar ratio: Return relative to maximum drawdown	3.28	—	—
Martin ratio: Return relative to average drawdown	17.29	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GDEC	OCTQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.52	—	—

Drawdowns

GDEC vs. OCTQ - Drawdown Comparison

The maximum GDEC drawdown since its inception was -10.61%, which is greater than OCTQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GDEC and OCTQ.

Drawdown Indicators

	GDEC	OCTQ	Difference
Max Drawdown Largest peak-to-trough decline	-10.61%	0.00%	-10.61%
Max Drawdown (1Y) Largest decline over 1 year	-4.79%	—	—
Current Drawdown Current decline from peak	-0.16%	0.00%	-0.16%
Average Drawdown Average peak-to-trough decline	-0.76%	0.00%	-0.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.91%	—	—

Volatility

Volatility by Period

	GDEC	OCTQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.87%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.63%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.88%	0.00%	+5.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.96%	0.00%	+7.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.96%	0.00%	+7.96%

GDEC vs. OCTQ - Expense Ratio Comparison

GDEC has a 0.85% expense ratio, which is higher than OCTQ's 0.79% expense ratio.

Dividends

GDEC vs. OCTQ - Dividend Comparison

Neither GDEC nor OCTQ has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, GDEC or OCTQ?

On fees, OCTQ is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GDEC or OCTQ?

OCTQ is cheaper with a 0.79% expense ratio, compared with 0.85% for GDEC.

Which ETF pays a higher dividend yield, GDEC or OCTQ?

GDEC and OCTQ have nearly identical dividend yields, around 0.00%.

What is the main difference between GDEC and OCTQ?

They also come from different issuers: FT Vest and Innovator. Their fees differ too: 0.85% for GDEC and 0.79% for OCTQ.