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QCAP vs. BALQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QCAP vs. BALQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest NASDAQ-100 Conservative Buffer ETF - April (QCAP) and iShares Nasdaq Premium Income Active ETF (BALQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QCAP achieves a 3.99% return, which is significantly lower than BALQ's 18.59% return.


QCAP

1D
-0.96%
1M
-0.56%
YTD
3.99%
6M
4.11%
1Y
9.34%
3Y*
5Y*
10Y*

BALQ

1D
-3.11%
1M
-0.12%
YTD
18.59%
6M
17.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCAP vs. BALQ - Yearly Performance Comparison


Correlation

The correlation between QCAP and BALQ is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 3, 2025

0.84

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Return for Risk

QCAP vs. BALQ — Risk / Return Rank

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

QCAP
QCAP Risk / Return Rank: 9191
Overall Rank
QCAP Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QCAP Sortino Ratio Rank: 8989
Sortino Ratio Rank
QCAP Omega Ratio Rank: 9494
Omega Ratio Rank
QCAP Calmar Ratio Rank: 8686
Calmar Ratio Rank
QCAP Martin Ratio Rank: 9696
Martin Ratio Rank

BALQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

QCAP vs. BALQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest NASDAQ-100 Conservative Buffer ETF - April (QCAP) and iShares Nasdaq Premium Income Active ETF (BALQ). 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.


QCAPBALQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.64

Calmar ratioReturn relative to maximum drawdown

4.46

Martin ratioReturn relative to average drawdown

32.54

QCAP vs. BALQ - Sharpe Ratio Comparison


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Drawdowns

QCAP vs. BALQ - Drawdown Comparison

The maximum QCAP drawdown since its inception was -9.17%, smaller than the maximum BALQ drawdown of -11.79%. Use the drawdown chart below to compare losses from any high point for QCAP and BALQ.


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Drawdown Indicators


QCAPBALQDifference

Max Drawdown

Largest peak-to-trough decline

-9.17%

-11.79%

+2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.10%

Current Drawdown

Current decline from peak

-1.26%

-3.71%

+2.45%

Average Drawdown

Average peak-to-trough decline

-0.53%

-2.40%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

Volatility

QCAP vs. BALQ - Volatility Comparison


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Volatility by Period


QCAPBALQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

3.63%

20.62%

-16.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.79%

20.62%

-11.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.79%

20.62%

-11.83%

QCAP vs. BALQ - Expense Ratio Comparison

QCAP has a 0.90% expense ratio, which is higher than BALQ's 0.35% expense ratio.


Dividends

QCAP vs. BALQ - Dividend Comparison

QCAP has not paid dividends to shareholders, while BALQ's dividend yield for the trailing twelve months is around 4.76%.


Frequently Asked Questions


QCAP and BALQ have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BALQ is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BALQ is cheaper with a 0.35% expense ratio, compared with 0.90% for QCAP.

BALQ has the higher dividend yield at 4.76%, compared with 0.00% for QCAP.

They also come from different issuers: FT Vest and iShares. Their fees differ too: 0.90% for QCAP and 0.35% for BALQ.

Portfolio Optimizer

Find the right allocation for QCAP and BALQ

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