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MARM vs. GRID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MARM vs. GRID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Max Buffer ETF - March (MARM) and First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MARM achieves a 3.21% return, which is significantly lower than GRID's 29.16% return.


MARM

1D
-0.04%
1M
0.19%
YTD
3.21%
6M
3.36%
1Y
6.99%
3Y*
5Y*
10Y*

GRID

1D
1.46%
1M
2.61%
YTD
29.16%
6M
28.54%
1Y
50.38%
3Y*
26.11%
5Y*
18.03%
10Y*
20.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MARM vs. GRID - Yearly Performance Comparison


Correlation

The correlation between MARM and GRID is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.59

The correlation between MARM and GRID has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.

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Return for Risk

MARM vs. GRID — Risk / Return Rank

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

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

GRID
GRID Risk / Return Rank: 7878
Overall Rank
GRID Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GRID Sortino Ratio Rank: 7373
Sortino Ratio Rank
GRID Omega Ratio Rank: 7474
Omega Ratio Rank
GRID Calmar Ratio Rank: 8484
Calmar Ratio Rank
GRID Martin Ratio Rank: 8181
Martin Ratio Rank
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.

MARM vs. GRID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Max Buffer ETF - March (MARM) and First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MARMGRIDDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+4.31

Omega ratioGain probability vs. loss probability

2.08

1.42

+0.66

Calmar ratioReturn relative to maximum drawdown

11.19

4.32

+6.87

Martin ratioReturn relative to average drawdown

66.30

15.44

+50.86

MARM vs. GRID - Sharpe Ratio Comparison

The current MARM Sharpe Ratio is 4.34, which is higher than the GRID Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of MARM and GRID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MARM vs. GRID - Drawdown Comparison

The maximum MARM drawdown since its inception was -2.74%, smaller than the maximum GRID drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for MARM and GRID.


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Drawdown Indicators


MARMGRIDDifference

Max Drawdown

Largest peak-to-trough decline

-2.74%

-40.56%

+37.82%

Max Drawdown (1Y)

Largest decline over 1 year

-0.63%

-11.73%

+11.10%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

-0.13%

-1.14%

+1.01%

Average Drawdown

Average peak-to-trough decline

-0.20%

-8.42%

+8.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

3.27%

-3.16%

Volatility

MARM vs. GRID - Volatility Comparison

The current volatility for FT Vest U.S. Equity Max Buffer ETF - March (MARM) is 0.52%, while First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID) has a volatility of 9.03%. This indicates that MARM experiences smaller price fluctuations and is considered to be less risky than GRID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MARMGRIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

9.03%

-8.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.34%

17.61%

-16.27%

Volatility (1Y)

Calculated over the trailing 1-year period

1.62%

20.79%

-19.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.36%

21.27%

-17.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.36%

22.87%

-19.51%

MARM vs. GRID - Expense Ratio Comparison

MARM has a 0.85% expense ratio, which is higher than GRID's 0.70% expense ratio.


Dividends

MARM vs. GRID - Dividend Comparison

MARM has not paid dividends to shareholders, while GRID's dividend yield for the trailing twelve months is around 0.76%.


PositionTTM20252024202320222021202020192018201720162015
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
0.76%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%
MARM
FT Vest U.S. Equity Max Buffer ETF - March
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MARM and GRID have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GRID has higher volatility (9.03%) compared to MARM (0.52%). In terms of maximum drawdown, MARM dropped -2.74% vs GRID's -40.56%.

On 1-year performance, GRID leads with 50.38% vs 6.99% for MARM. On fees, GRID is cheaper at 0.70% per year. On volatility, MARM has been the lower-risk option at 0.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GRID has performed better with a 50.38% return vs 6.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GRID is cheaper with a 0.70% expense ratio, compared with 0.85% for MARM.

GRID has the higher dividend yield at 0.76%, compared with 0.00% for MARM.

MARM is categorized as Defined Outcome, while GRID is Alternative Energy Equities. Their fees differ too: 0.85% for MARM and 0.70% for GRID.

MARM currently has the higher Sharpe Ratio (4.34 vs 2.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MARM and GRID

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