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SAUG vs. OCTQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAUG vs. OCTQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August (SAUG) and Innovator Premium Income 40 Barrier ETF - October (OCTQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SAUG

1D
-0.19%
1M
1.58%
YTD
7.65%
6M
7.95%
1Y
19.51%
3Y*
5Y*
10Y*

OCTQ

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAUG vs. OCTQ - Yearly Performance Comparison


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Return for Risk

SAUG vs. OCTQ — Risk / Return Rank

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

SAUG
SAUG Risk / Return Rank: 7272
Overall Rank
SAUG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SAUG Sortino Ratio Rank: 6969
Sortino Ratio Rank
SAUG Omega Ratio Rank: 6666
Omega Ratio Rank
SAUG Calmar Ratio Rank: 8686
Calmar Ratio Rank
SAUG Martin Ratio Rank: 8080
Martin Ratio Rank

OCTQ
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.

SAUG vs. OCTQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August (SAUG) and Innovator Premium Income 40 Barrier ETF - October (OCTQ). 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.


SAUGOCTQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

4.78

Martin ratioReturn relative to average drawdown

15.56

SAUG vs. OCTQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SAUGOCTQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

Drawdowns

SAUG vs. OCTQ - Drawdown Comparison

The maximum SAUG drawdown since its inception was -14.62%, which is greater than OCTQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SAUG and OCTQ.


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Drawdown Indicators


SAUGOCTQDifference

Max Drawdown

Largest peak-to-trough decline

-14.62%

0.00%

-14.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.10%

Current Drawdown

Current decline from peak

-0.19%

0.00%

-0.19%

Average Drawdown

Average peak-to-trough decline

-2.24%

0.00%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

Volatility

SAUG vs. OCTQ - Volatility Comparison


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Volatility by Period


SAUGOCTQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

Volatility (6M)

Calculated over the trailing 6-month period

5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

9.59%

0.00%

+9.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.81%

0.00%

+11.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.81%

0.00%

+11.81%

SAUG vs. OCTQ - Expense Ratio Comparison

SAUG has a 0.90% expense ratio, which is higher than OCTQ's 0.79% expense ratio.


Dividends

SAUG vs. OCTQ - Dividend Comparison

Neither SAUG nor OCTQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, OCTQ is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OCTQ is cheaper with a 0.79% expense ratio, compared with 0.90% for SAUG.

SAUG and OCTQ have nearly identical dividend yields, around 0.00%.

They also come from different issuers: FT Vest and Innovator. Their fees differ too: 0.90% for SAUG and 0.79% for OCTQ.

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