UXJA vs. PMOC

Last updated Jun 4, 2026

UXJA (FT Vest U.S. Equity Uncapped Accelerator ETF - January) and PMOC (PGIM S&P 500 Max Buffer ETF - October) are both Defined Outcome funds. Both are actively managed. Their correlation of 0.91 suggests significant overlap in exposure. UXJA charges 0.85%/yr vs 0.50%/yr for PMOC.

Performance

UXJA vs. PMOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA) and PGIM S&P 500 Max Buffer ETF - October (PMOC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UXJA achieves a 11.66% return, which is significantly higher than PMOC's 2.83% return.

UXJA

• 1D: -0.67%
• 1M: 5.79%
• YTD: 11.66%
• 6M: 11.51%
• 1Y: 29.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PMOC

• 1D: 0.06%
• 1M: 0.91%
• YTD: 2.83%
• 6M: 3.26%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UXJA vs. PMOC - Yearly Performance Comparison

	2026 (YTD)	2025
UXJA FT Vest U.S. Equity Uncapped Accelerator ETF - January	11.66%	1.88%
PMOC PGIM S&P 500 Max Buffer ETF - October	2.83%	0.93%

Correlation

The correlation between UXJA and PMOC is 0.91, 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 2, 2025	0.91

Return for Risk

UXJA vs. PMOC — Risk / Return Rank

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

UXJA

UXJA Risk / Return Rank: 66
UXJA Sharpe Ratio Rank: 68
UXJA Sortino Ratio Rank: 65
UXJA Omega Ratio Rank: 65
UXJA Calmar Ratio Rank: 62
UXJA Martin Ratio Rank: 71

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.

UXJA vs. PMOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA) and PGIM S&P 500 Max Buffer ETF - October (PMOC). 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.

	UXJA	PMOC	Difference
Sharpe ratio: Return per unit of total volatility	2.20	—	—
Sortino ratio: Return per unit of downside risk	2.98	—	—
Omega ratio: Gain probability vs. loss probability	1.38	—	—
Calmar ratio: Return relative to maximum drawdown	3.03	—	—
Martin ratio: Return relative to average drawdown	13.05	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	UXJA	PMOC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.20	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.04	2.38	-1.34

Drawdowns

UXJA vs. PMOC - Drawdown Comparison

The maximum UXJA drawdown since its inception was -20.01%, which is greater than PMOC's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for UXJA and PMOC.

Drawdown Indicators

	UXJA	PMOC	Difference
Max Drawdown Largest peak-to-trough decline	-20.01%	-1.50%	-18.51%
Max Drawdown (1Y) Largest decline over 1 year	-9.83%	—	—
Current Drawdown Current decline from peak	-0.67%	0.00%	-0.67%
Average Drawdown Average peak-to-trough decline	-2.97%	-0.21%	-2.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.27%	—	—

Volatility

Volatility by Period

	UXJA	PMOC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.40%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.05%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.54%	2.42%	+11.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.59%	2.42%	+16.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.59%	2.42%	+16.17%

UXJA vs. PMOC - Expense Ratio Comparison

UXJA has a 0.85% expense ratio, which is higher than PMOC's 0.50% expense ratio.

Dividends

UXJA vs. PMOC - Dividend Comparison

Neither UXJA nor PMOC has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both UXJA and PMOC in my portfolio?

With a correlation of 0.91, UXJA and PMOC 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.

Which ETF is better, UXJA or PMOC?

On fees, PMOC is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UXJA or PMOC?

PMOC is cheaper with a 0.50% expense ratio, compared with 0.85% for UXJA.

Which ETF pays a higher dividend yield, UXJA or PMOC?

UXJA and PMOC have nearly identical dividend yields, around 0.00%.

What is the main difference between UXJA and PMOC?

They also come from different issuers: First Trust and PGIM. Their fees differ too: 0.85% for UXJA and 0.50% for PMOC.