MGLBX vs. DOCT

In the year-to-date period, MGLBX achieves a 6.84% return, which is significantly higher than DOCT's -2.20% return.

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MGLBX has a 1.45% expense ratio, which is higher than DOCT's 0.85% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Marsico Global Fund (MGLBX) and FT Cboe Vest U.S. Equity Deep Buffer ETF - October (DOCT). 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 MGLBX Sharpe Ratio is 1.00, which is higher than the DOCT Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of MGLBX and DOCT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MGLBX's dividend yield for the trailing twelve months is around 1.60%, while DOCT has not paid dividends to shareholders.

The maximum MGLBX drawdown since its inception was -59.43%, which is greater than DOCT's maximum drawdown of -9.92%. Use the drawdown chart below to compare losses from any high point for MGLBX and DOCT. For additional features, visit the drawdowns tool.

Marsico Global Fund (MGLBX) has a higher volatility of 11.48% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - October (DOCT) at 5.26%. This indicates that MGLBX's price experiences larger fluctuations and is considered to be riskier than DOCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.