STEN vs. AUGM
STEN (iShares Large Cap 10% Target Buffer Sep ETF) and AUGM (FT Vest U.S. Equity Max Buffer ETF - August) are both Defined Outcome funds. Both are actively managed. Their correlation of 0.93 suggests significant overlap in exposure. STEN charges 0.50%/yr vs 0.85%/yr for AUGM.
Performance
STEN vs. AUGM - Performance Comparison
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Returns By Period
In the year-to-date period, STEN achieves a 6.53% return, which is significantly higher than AUGM's 2.65% return.
STEN
- 1D
- -0.86%
- 1M
- -0.34%
- YTD
- 6.53%
- 6M
- 6.05%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AUGM
- 1D
- -0.26%
- 1M
- 0.13%
- YTD
- 2.65%
- 6M
- 2.67%
- 1Y
- 6.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STEN vs. AUGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STEN iShares Large Cap 10% Target Buffer Sep ETF | 6.53% | 2.36% |
AUGM FT Vest U.S. Equity Max Buffer ETF - August | 2.65% | 1.15% |
Correlation
The correlation between STEN and AUGM is 0.93, 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 Oct 1, 2025 | 0.93 |
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Return for Risk
STEN vs. AUGM — Risk / Return Rank
STEN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
AUGM
STEN vs. AUGM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap 10% Target Buffer Sep ETF (STEN) and FT Vest U.S. Equity Max Buffer ETF - August (AUGM). 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.
| STEN | AUGM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.67 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.34 | — |
| Martin ratioReturn relative to average drawdown | — | 23.86 | — |
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Drawdowns
STEN vs. AUGM - Drawdown Comparison
The maximum STEN drawdown since its inception was -6.21%, which is greater than AUGM's maximum drawdown of -4.27%. Use the drawdown chart below to compare losses from any high point for STEN and AUGM.
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Drawdown Indicators
| STEN | AUGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.21% | -4.27% | -1.94% |
Max Drawdown (1Y)Largest decline over 1 year | — | -1.62% | — |
Current DrawdownCurrent decline from peak | -1.47% | -0.26% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -0.93% | -0.34% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.29% | — |
Volatility
STEN vs. AUGM - Volatility Comparison
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Volatility by Period
| STEN | AUGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.56% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 1.78% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.46% | 2.26% | +7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.46% | 3.52% | +5.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.46% | 3.52% | +5.94% |
STEN vs. AUGM - Expense Ratio Comparison
STEN has a 0.50% expense ratio, which is lower than AUGM's 0.85% expense ratio.
Dividends
STEN vs. AUGM - Dividend Comparison
STEN's dividend yield for the trailing twelve months is around 0.29%, while AUGM has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
AUGM FT Vest U.S. Equity Max Buffer ETF - August | 0.00% | 0.00% |
STEN iShares Large Cap 10% Target Buffer Sep ETF | 0.29% | 0.31% |
Frequently Asked Questions
With a correlation of 0.93, STEN and AUGM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, STEN is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
STEN is cheaper with a 0.50% expense ratio, compared with 0.85% for AUGM.
STEN has the higher dividend yield at 0.29%, compared with 0.00% for AUGM.
They also come from different issuers: BlackRock and First Trust. Their fees differ too: 0.50% for STEN and 0.85% for AUGM.
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