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GMAR vs. APRD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMAR vs. APRD - Performance Comparison

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

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Returns By Period


GMAR

1D
-0.09%
1M
1.52%
YTD
7.89%
6M
8.66%
1Y
15.30%
3Y*
12.24%
5Y*
10Y*

APRD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMAR vs. APRD - Yearly Performance Comparison


GMAR vs. APRD - Sectors Allocation Comparison


Sectors
GMAR
APRD

Technology

36.2%
32.0%

Financial Services

11.9%
13.7%

Communication Services

10.9%
9.9%

Consumer Cyclical

10.1%
11.6%

Healthcare

8.4%
10.5%

Industrials

8.1%
7.4%

Consumer Defensive

4.9%
5.5%

Energy

3.5%
3.2%

Utilities

2.3%
2.5%

Real Estate

1.9%
2.1%

Basic Materials

1.8%
1.7%

Technology

GMAR
36.2%
APRD
32.0%

Financial Services

GMAR
11.9%
APRD
13.7%

Communication Services

GMAR
10.9%
APRD
9.9%

Consumer Cyclical

GMAR
10.1%
APRD
11.6%

Healthcare

GMAR
8.4%
APRD
10.5%

Industrials

GMAR
8.1%
APRD
7.4%

Consumer Defensive

GMAR
4.9%
APRD
5.5%

Energy

GMAR
3.5%
APRD
3.2%

Utilities

GMAR
2.3%
APRD
2.5%

Real Estate

GMAR
1.9%
APRD
2.1%

Basic Materials

GMAR
1.8%
APRD
1.7%

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Return for Risk

GMAR vs. APRD — Risk / Return Rank

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

GMAR
GMAR Risk / Return Rank: 9797
Overall Rank
GMAR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GMAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
GMAR Omega Ratio Rank: 9898
Omega Ratio Rank
GMAR Calmar Ratio Rank: 9595
Calmar Ratio Rank
GMAR Martin Ratio Rank: 9898
Martin Ratio Rank

APRD
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.

GMAR vs. APRD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - March (GMAR) and Innovator Premium Income 10 Barrier ETF - April (APRD). 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.


GMARAPRDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.02

Calmar ratioReturn relative to maximum drawdown

8.56

Martin ratioReturn relative to average drawdown

59.52

GMAR vs. APRD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GMARAPRDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.94

Sharpe Ratio (All Time)

Calculated using the full available price history

1.91

Drawdowns

GMAR vs. APRD - Drawdown Comparison

The maximum GMAR drawdown since its inception was -9.11%, which is greater than APRD's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GMAR and APRD.


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Drawdown Indicators


GMARAPRDDifference

Max Drawdown

Largest peak-to-trough decline

-9.11%

0.00%

-9.11%

Max Drawdown (1Y)

Largest decline over 1 year

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-9.11%

Current Drawdown

Current decline from peak

-0.10%

0.00%

-0.10%

Average Drawdown

Average peak-to-trough decline

-0.54%

0.00%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.26%

Volatility

GMAR vs. APRD - Volatility Comparison


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Volatility by Period


GMARAPRDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

3.90%

0.00%

+3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.84%

0.00%

+6.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.84%

0.00%

+6.84%

GMAR vs. APRD - Expense Ratio Comparison

GMAR has a 0.85% expense ratio, which is higher than APRD's 0.79% expense ratio.


Dividends

GMAR vs. APRD - Dividend Comparison

Neither GMAR nor APRD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


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

APRD is cheaper with a 0.79% expense ratio, compared with 0.85% for GMAR.

GMAR and APRD have nearly identical dividend yields, around 0.00%.

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

Portfolio Optimizer

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