TMAR vs. EINC
TMAR (FT Vest Emerging Markets Buffer ETF - March) and EINC (VanEck Energy Income ETF) are both exchange-traded funds - TMAR is a Defined Outcome fund tracking the iShares MSCI Emerging Markets ETF (EEM) Price Return, while EINC is a Energy Equities fund tracking the MVIS North America Energy Infrastructure Index. Both are passively managed. Over the past year, TMAR returned 22.71% vs 27.43% for EINC. At a correlation of -0.00, they often move in opposite directions. TMAR charges 0.95%/yr vs 0.45%/yr for EINC.
Performance
TMAR vs. EINC - Performance Comparison
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Returns By Period
In the year-to-date period, TMAR achieves a 12.21% return, which is significantly lower than EINC's 24.85% return.
TMAR
- 1D
- -0.23%
- 1M
- -0.17%
- YTD
- 12.21%
- 6M
- 12.43%
- 1Y
- 22.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EINC
- 1D
- -0.89%
- 1M
- -5.35%
- YTD
- 24.85%
- 6M
- 24.98%
- 1Y
- 27.43%
- 3Y*
- 29.97%
- 5Y*
- 20.83%
- 10Y*
- 11.93%
TMAR vs. EINC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TMAR FT Vest Emerging Markets Buffer ETF - March | 12.21% | 15.97% |
EINC VanEck Energy Income ETF | 24.85% | 0.39% |
Correlation
The correlation between TMAR and EINC is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2025 | -0.00 |
The correlation between TMAR and EINC shifts across timeframes, from -0.12 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TMAR vs. EINC — Risk / Return Rank
TMAR
EINC
TMAR vs. EINC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Emerging Markets Buffer ETF - March (TMAR) and VanEck Energy Income ETF (EINC). 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.
| TMAR | EINC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.32 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.86 | 3.49 | +1.37 |
| Martin ratioReturn relative to average drawdown | 23.50 | 8.81 | +14.69 |
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Drawdowns
TMAR vs. EINC - Drawdown Comparison
The maximum TMAR drawdown since its inception was -9.93%, smaller than the maximum EINC drawdown of -87.55%. Use the drawdown chart below to compare losses from any high point for TMAR and EINC.
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Drawdown Indicators
| TMAR | EINC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.93% | -87.55% | +77.62% |
Max Drawdown (1Y)Largest decline over 1 year | -4.69% | -7.89% | +3.20% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.01% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.87% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -68.85% | — |
Current DrawdownCurrent decline from peak | -2.96% | -5.35% | +2.39% |
Average DrawdownAverage peak-to-trough decline | -0.73% | -44.14% | +43.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 3.12% | -2.15% |
Volatility
TMAR vs. EINC - Volatility Comparison
FT Vest Emerging Markets Buffer ETF - March (TMAR) and VanEck Energy Income ETF (EINC) have volatilities of 6.23% and 6.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMAR | EINC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 6.28% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 11.93% | -1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.88% | 15.11% | -4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.31% | 19.55% | -7.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.31% | 25.43% | -13.12% |
TMAR vs. EINC - Expense Ratio Comparison
TMAR has a 0.95% expense ratio, which is higher than EINC's 0.45% expense ratio.
Dividends
TMAR vs. EINC - Dividend Comparison
TMAR has not paid dividends to shareholders, while EINC's dividend yield for the trailing twelve months is around 3.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EINC VanEck Energy Income ETF | 3.55% | 4.51% | 3.33% | 3.77% | 2.89% | 6.03% | 6.69% | 9.66% | 11.31% | 8.53% | 9.71% | 28.53% |
TMAR FT Vest Emerging Markets 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
TMAR and EINC have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EINC has higher volatility (6.28%) compared to TMAR (6.23%). In terms of maximum drawdown, TMAR dropped -9.93% vs EINC's -87.55%.
On 1-year performance, EINC leads with 27.43% vs 22.71% for TMAR. On fees, EINC is cheaper at 0.45% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EINC has performed better with a 27.43% return vs 22.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EINC is cheaper with a 0.45% expense ratio, compared with 0.95% for TMAR.
EINC has the higher dividend yield at 3.55%, compared with 0.00% for TMAR.
TMAR is categorized as Defined Outcome, while EINC is Energy Equities. TMAR tracks iShares MSCI Emerging Markets ETF (EEM) Price Return, while EINC tracks MVIS North America Energy Infrastructure Index. They also come from different issuers: First Trust and VanEck. Their fees differ too: 0.95% for TMAR and 0.45% for EINC.
TMAR currently has the higher Sharpe Ratio (2.11 vs 1.83), 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.
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