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XAPR vs. FDND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XAPR vs. FDND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - April (XAPR) and FT Vest Dow Jones Internet & Target Income ETF (FDND). The values are adjusted to include any dividend payments, if applicable.

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XAPR vs. FDND - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XAPR achieves a 1.10% return, which is significantly higher than FDND's -12.29% return.


XAPR

1D
0.22%
1M
0.35%
YTD
1.10%
6M
2.86%
1Y
12.23%
3Y*
5Y*
10Y*

FDND

1D
3.15%
1M
-3.59%
YTD
-12.29%
6M
-15.83%
1Y
4.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XAPR vs. FDND - Expense Ratio Comparison

XAPR has a 0.85% expense ratio, which is higher than FDND's 0.75% expense ratio.


Return for Risk

XAPR vs. FDND — Risk / Return Rank

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

XAPR
XAPR Risk / Return Rank: 8888
Overall Rank
XAPR Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XAPR Sortino Ratio Rank: 8888
Sortino Ratio Rank
XAPR Omega Ratio Rank: 9898
Omega Ratio Rank
XAPR Calmar Ratio Rank: 7676
Calmar Ratio Rank
XAPR Martin Ratio Rank: 9797
Martin Ratio Rank

FDND
FDND Risk / Return Rank: 1717
Overall Rank
FDND Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FDND Sortino Ratio Rank: 1818
Sortino Ratio Rank
FDND Omega Ratio Rank: 1818
Omega Ratio Rank
FDND Calmar Ratio Rank: 1616
Calmar Ratio Rank
FDND Martin Ratio Rank: 1515
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.

XAPR vs. FDND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - April (XAPR) and FT Vest Dow Jones Internet & Target Income ETF (FDND). 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.


XAPRFDNDDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.18

+1.32

Sortino ratio

Return per unit of downside risk

2.48

0.43

+2.05

Omega ratio

Gain probability vs. loss probability

1.66

1.06

+0.60

Calmar ratio

Return relative to maximum drawdown

2.01

0.18

+1.82

Martin ratio

Return relative to average drawdown

18.98

0.49

+18.49

XAPR vs. FDND - Sharpe Ratio Comparison

The current XAPR Sharpe Ratio is 1.51, which is higher than the FDND Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of XAPR and FDND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XAPRFDNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.18

+1.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.78

0.26

+1.53

Correlation

The correlation between XAPR and FDND is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XAPR vs. FDND - Dividend Comparison

XAPR has not paid dividends to shareholders, while FDND's dividend yield for the trailing twelve months is around 9.19%.


Drawdowns

XAPR vs. FDND - Drawdown Comparison

The maximum XAPR drawdown since its inception was -6.18%, smaller than the maximum FDND drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for XAPR and FDND.


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Drawdown Indicators


XAPRFDNDDifference

Max Drawdown

Largest peak-to-trough decline

-6.18%

-24.12%

+17.94%

Max Drawdown (1Y)

Largest decline over 1 year

-6.18%

-20.49%

+14.31%

Current Drawdown

Current decline from peak

0.00%

-17.99%

+17.99%

Average Drawdown

Average peak-to-trough decline

-0.18%

-5.37%

+5.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

7.51%

-6.86%

Volatility

XAPR vs. FDND - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - April (XAPR) is 0.45%, while FT Vest Dow Jones Internet & Target Income ETF (FDND) has a volatility of 6.98%. This indicates that XAPR experiences smaller price fluctuations and is considered to be less risky than FDND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAPRFDNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

6.98%

-6.53%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

14.36%

-13.17%

Volatility (1Y)

Calculated over the trailing 1-year period

8.15%

23.45%

-15.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.41%

21.67%

-15.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.41%

21.67%

-15.26%