GOCT vs. HOCT

Last updated Apr 1, 2026

Compare and contrast key facts about FT Cboe Vest U.S. Equity Moderate Buffer ETF - October (GOCT) and Innovator Premium Income 9 Buffer ETF - October (HOCT).

GOCT and HOCT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GOCT is an actively managed fund by FT Vest. It was launched on Oct 19, 2023. HOCT is an actively managed fund by Innovator. It was launched on Sep 29, 2023.

Performance

GOCT vs. HOCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Moderate Buffer ETF - October (GOCT) and Innovator Premium Income 9 Buffer ETF - October (HOCT). The values are adjusted to include any dividend payments, if applicable.

GOCT vs. HOCT - Yearly Performance Comparison

	2026 (YTD)
GOCT FT Cboe Vest U.S. Equity Moderate Buffer ETF - October	-2.65%
HOCT Innovator Premium Income 9 Buffer ETF - October	0.00%

Returns By Period

GOCT

• 1D: 1.60%
• 1M: -2.36%
• YTD: -1.69%
• 6M: 0.81%
• 1Y: 12.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

HOCT

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

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

GOCT vs. HOCT - Expense Ratio Comparison

GOCT has a 0.85% expense ratio, which is higher than HOCT's 0.79% expense ratio.

GOCT

FT Cboe Vest U.S. Equity Moderate Buffer ETF - October

HOCT

Innovator Premium Income 9 Buffer ETF - October

Return for Risk

GOCT vs. HOCT — Risk / Return Rank

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

GOCT

GOCT Risk / Return Rank: 74
GOCT Sharpe Ratio Rank: 70
GOCT Sortino Ratio Rank: 73
GOCT Omega Ratio Rank: 78
GOCT Calmar Ratio Rank: 68
GOCT Martin Ratio Rank: 82

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.

GOCT vs. HOCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - October (GOCT) and Innovator Premium Income 9 Buffer ETF - October (HOCT). 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.

	GOCT	HOCT	Difference
Sharpe ratio Return per unit of total volatility	1.26	—	—
Sortino ratio Return per unit of downside risk	1.88	—	—
Omega ratio Gain probability vs. loss probability	1.30	—	—
Calmar ratio Return relative to maximum drawdown	1.79	—	—
Martin ratio Return relative to average drawdown	9.53	—	—
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

	GOCT	HOCT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.26	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.38	—	—

Dividends

GOCT vs. HOCT - Dividend Comparison

Neither GOCT nor HOCT has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

GOCT vs. HOCT - Drawdown Comparison

The maximum GOCT drawdown since its inception was -10.47%, which is greater than HOCT's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GOCT and HOCT.

Drawdown Indicators

	GOCT	HOCT	Difference
Max Drawdown Largest peak-to-trough decline	-10.47%	0.00%	-10.47%
Max Drawdown (1Y) Largest decline over 1 year	-7.05%	—	—
Current Drawdown Current decline from peak	-2.87%	0.00%	-2.87%
Average Drawdown Average peak-to-trough decline	-0.73%	0.00%	-0.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.32%	—	—

Volatility

Volatility by Period

	GOCT	HOCT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.87%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.98%	0.00%	+9.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.58%	0.00%	+7.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.58%	0.00%	+7.58%