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GJUL vs. BFEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GJUL and BFEB is 0.92, 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.


-0.50.00.51.00.9

Performance

GJUL vs. BFEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Moderate Buffer ETF - July (GJUL) and Innovator S&P 500 Buffer ETF - February (BFEB). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
18.80%
23.65%
GJUL
BFEB

Key characteristics

Sharpe Ratio

GJUL:

2.60

BFEB:

2.83

Sortino Ratio

GJUL:

3.62

BFEB:

3.96

Omega Ratio

GJUL:

1.56

BFEB:

1.60

Calmar Ratio

GJUL:

4.55

BFEB:

3.95

Martin Ratio

GJUL:

22.65

BFEB:

21.51

Ulcer Index

GJUL:

0.69%

BFEB:

0.86%

Daily Std Dev

GJUL:

6.02%

BFEB:

6.54%

Max Drawdown

GJUL:

-5.52%

BFEB:

-26.37%

Current Drawdown

GJUL:

-1.04%

BFEB:

-0.36%

Returns By Period

In the year-to-date period, GJUL achieves a 14.37% return, which is significantly lower than BFEB's 17.21% return.


GJUL

YTD

14.37%

1M

0.38%

6M

5.72%

1Y

14.71%

5Y*

N/A

10Y*

N/A

BFEB

YTD

17.21%

1M

0.64%

6M

5.82%

1Y

17.79%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GJUL vs. BFEB - Expense Ratio Comparison

GJUL has a 0.85% expense ratio, which is higher than BFEB's 0.79% expense ratio.


GJUL
FT Cboe Vest U.S. Equity Moderate Buffer ETF - July
Expense ratio chart for GJUL: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for BFEB: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

GJUL vs. BFEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - July (GJUL) and Innovator S&P 500 Buffer ETF - February (BFEB). 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.


Sharpe ratio
The chart of Sharpe ratio for GJUL, currently valued at 2.60, compared to the broader market0.002.004.002.602.83
The chart of Sortino ratio for GJUL, currently valued at 3.62, compared to the broader market-2.000.002.004.006.008.0010.003.623.96
The chart of Omega ratio for GJUL, currently valued at 1.56, compared to the broader market0.501.001.502.002.503.001.561.60
The chart of Calmar ratio for GJUL, currently valued at 4.55, compared to the broader market0.005.0010.0015.004.553.95
The chart of Martin ratio for GJUL, currently valued at 22.65, compared to the broader market0.0020.0040.0060.0080.00100.0022.6521.51
GJUL
BFEB

The current GJUL Sharpe Ratio is 2.60, which is comparable to the BFEB Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of GJUL and BFEB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00AugustSeptemberOctoberNovemberDecember
2.60
2.83
GJUL
BFEB

Dividends

GJUL vs. BFEB - Dividend Comparison

Neither GJUL nor BFEB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GJUL vs. BFEB - Drawdown Comparison

The maximum GJUL drawdown since its inception was -5.52%, smaller than the maximum BFEB drawdown of -26.37%. Use the drawdown chart below to compare losses from any high point for GJUL and BFEB. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.04%
-0.36%
GJUL
BFEB

Volatility

GJUL vs. BFEB - Volatility Comparison

FT Cboe Vest U.S. Equity Moderate Buffer ETF - July (GJUL) has a higher volatility of 1.64% compared to Innovator S&P 500 Buffer ETF - February (BFEB) at 0.86%. This indicates that GJUL's price experiences larger fluctuations and is considered to be riskier than BFEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
1.64%
0.86%
GJUL
BFEB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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