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TMAR vs. NFTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMAR vs. NFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Emerging Markets Buffer ETF - March (TMAR) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMAR achieves a 14.45% return, which is significantly higher than NFTY's -9.70% return.


TMAR

1D
-0.72%
1M
2.73%
YTD
14.45%
6M
15.92%
1Y
28.83%
3Y*
5Y*
10Y*

NFTY

1D
-1.34%
1M
-1.64%
YTD
-9.70%
6M
-7.99%
1Y
-8.48%
3Y*
5.72%
5Y*
4.62%
10Y*
8.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMAR vs. NFTY - Yearly Performance Comparison


Correlation

The correlation between TMAR and NFTY is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2025

0.52

The correlation between TMAR and NFTY has been stable across timeframes, ranging from 0.51 to 0.52 - a consistent structural relationship.

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Return for Risk

TMAR vs. NFTY — Risk / Return Rank

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

TMAR
TMAR Risk / Return Rank: 9494
Overall Rank
TMAR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
TMAR Sortino Ratio Rank: 9393
Sortino Ratio Rank
TMAR Omega Ratio Rank: 9696
Omega Ratio Rank
TMAR Calmar Ratio Rank: 9595
Calmar Ratio Rank
TMAR Martin Ratio Rank: 9696
Martin Ratio Rank

NFTY
NFTY Risk / Return Rank: 33
Overall Rank
NFTY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NFTY Sortino Ratio Rank: 44
Sortino Ratio Rank
NFTY Omega Ratio Rank: 44
Omega Ratio Rank
NFTY Calmar Ratio Rank: 44
Calmar Ratio Rank
NFTY Martin Ratio Rank: 22
Martin Ratio Rank
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.

TMAR vs. NFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Emerging Markets Buffer ETF - March (TMAR) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). 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.


TMARNFTYDifference
Sharpe ratioReturn per unit of total volatility

+3.64

Sortino ratioReturn per unit of downside risk

+5.41

Omega ratioGain probability vs. loss probability

1.77

0.91

+0.85

Calmar ratioReturn relative to maximum drawdown

7.95

-0.53

+8.48

Martin ratioReturn relative to average drawdown

38.42

-1.39

+39.81

TMAR vs. NFTY - Sharpe Ratio Comparison

The current TMAR Sharpe Ratio is 3.06, which is higher than the NFTY Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of TMAR and NFTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TMARNFTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

-0.58

+3.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

2.25

0.28

+1.98

Drawdowns

TMAR vs. NFTY - Drawdown Comparison

The maximum TMAR drawdown since its inception was -9.93%, smaller than the maximum NFTY drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for TMAR and NFTY.


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Drawdown Indicators


TMARNFTYDifference

Max Drawdown

Largest peak-to-trough decline

-9.93%

-47.67%

+37.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-16.14%

+12.50%

Max Drawdown (3Y)

Largest decline over 3 years

-21.55%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

Max Drawdown (10Y)

Largest decline over 10 years

-47.67%

Current Drawdown

Current decline from peak

-0.72%

-17.45%

+16.73%

Average Drawdown

Average peak-to-trough decline

-0.66%

-9.58%

+8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

6.12%

-5.37%

Volatility

TMAR vs. NFTY - Volatility Comparison

FT Vest Emerging Markets Buffer ETF - March (TMAR) and First Trust India NIFTY 50 Equal Weight ETF (NFTY) have volatilities of 4.53% and 4.58%, 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


TMARNFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

4.58%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

12.57%

-4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

9.47%

14.72%

-5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.42%

17.39%

-5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.42%

20.72%

-9.30%

TMAR vs. NFTY - Expense Ratio Comparison

TMAR has a 0.95% expense ratio, which is higher than NFTY's 0.80% expense ratio.


Dividends

TMAR vs. NFTY - Dividend Comparison

TMAR has not paid dividends to shareholders, while NFTY's dividend yield for the trailing twelve months is around 1.96%.


PositionTTM20252024202320222021202020192018201720162015
NFTY
First Trust India NIFTY 50 Equal Weight ETF
1.96%1.24%1.61%0.13%5.89%1.53%0.61%0.97%0.00%4.10%3.28%4.39%
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 NFTY have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NFTY has higher volatility (4.58%) compared to TMAR (4.53%). In terms of maximum drawdown, TMAR dropped -9.93% vs NFTY's -47.67%.

On 1-year performance, TMAR leads with 28.83% vs -8.48% for NFTY. On fees, NFTY is cheaper at 0.80% 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, TMAR has performed better with a 28.83% return vs -8.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NFTY is cheaper with a 0.80% expense ratio, compared with 0.95% for TMAR.

NFTY has the higher dividend yield at 1.96%, compared with 0.00% for TMAR.

TMAR is categorized as Defined Outcome, while NFTY is Asia Pacific Equities. TMAR tracks iShares MSCI Emerging Markets ETF (EEM) Price Return, while NFTY tracks NIFTY 50 Equal Weight Index. Their fees differ too: 0.95% for TMAR and 0.80% for NFTY.

TMAR currently has the higher Sharpe Ratio (3.06 vs -0.58), 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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