HDMV vs. FOCT

In the year-to-date period, HDMV achieves a 23.17% return, which is significantly higher than FOCT's 1.43% return.

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HDMV has a 0.80% expense ratio, which is lower than FOCT's 0.85% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for First Trust Horizon Managed Volatility Developed Intl ETF (HDMV) and FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT). 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.

The current HDMV Sharpe Ratio is 1.78, which is higher than the FOCT Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of HDMV and FOCT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HDMV's dividend yield for the trailing twelve months is around 2.57%, while FOCT has not paid dividends to shareholders.

The maximum HDMV drawdown since its inception was -32.01%, which is greater than FOCT's maximum drawdown of -14.07%. Use the drawdown chart below to compare losses from any high point for HDMV and FOCT. For additional features, visit the drawdowns tool.

First Trust Horizon Managed Volatility Developed Intl ETF (HDMV) has a higher volatility of 4.01% compared to FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) at 3.13%. This indicates that HDMV's price experiences larger fluctuations and is considered to be riskier than FOCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.