YMAR vs. DMAX
Compare and contrast key facts about FT Vest International Equity Moderate Buffer ETF - March (YMAR) and iShares Large Cap Max Buffer December ETF (DMAX).
YMAR and DMAX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YMAR is a passively managed fund by FT Vest that tracks the performance of the iShares MSCI EAFE ETF. It was launched on Mar 19, 2021. DMAX is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Dec 31, 2024. Both YMAR and DMAX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
YMAR vs. DMAX - Performance Comparison
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YMAR vs. DMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YMAR FT Vest International Equity Moderate Buffer ETF - March | 2.02% | 18.66% |
DMAX iShares Large Cap Max Buffer December ETF | -0.26% | 7.81% |
Returns By Period
In the year-to-date period, YMAR achieves a 2.02% return, which is significantly higher than DMAX's -0.26% return.
YMAR
- 1D
- 0.78%
- 1M
- -0.32%
- YTD
- 2.02%
- 6M
- 4.59%
- 1Y
- 14.90%
- 3Y*
- 10.04%
- 5Y*
- 6.38%
- 10Y*
- —
DMAX
- 1D
- 0.11%
- 1M
- -0.73%
- YTD
- -0.26%
- 6M
- 1.70%
- 1Y
- 7.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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YMAR vs. DMAX - Expense Ratio Comparison
YMAR has a 0.90% expense ratio, which is higher than DMAX's 0.50% expense ratio.
Return for Risk
YMAR vs. DMAX — Risk / Return Rank
YMAR
DMAX
YMAR vs. DMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest International Equity Moderate Buffer ETF - March (YMAR) and iShares Large Cap Max Buffer December ETF (DMAX). 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.
| YMAR | DMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 2.25 | -0.64 |
Sortino ratioReturn per unit of downside risk | 2.39 | 3.38 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.51 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 3.94 | -1.69 |
Martin ratioReturn relative to average drawdown | 14.51 | 19.00 | -4.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YMAR | DMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 2.25 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.70 | -1.13 |
Correlation
The correlation between YMAR and DMAX is 0.58, 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
YMAR vs. DMAX - Dividend Comparison
YMAR has not paid dividends to shareholders, while DMAX's dividend yield for the trailing twelve months is around 1.18%.
| TTM | 2025 | |
|---|---|---|
YMAR FT Vest International Equity Moderate Buffer ETF - March | 0.00% | 0.00% |
DMAX iShares Large Cap Max Buffer December ETF | 1.18% | 1.18% |
Drawdowns
YMAR vs. DMAX - Drawdown Comparison
The maximum YMAR drawdown since its inception was -22.60%, which is greater than DMAX's maximum drawdown of -3.37%. Use the drawdown chart below to compare losses from any high point for YMAR and DMAX.
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Drawdown Indicators
| YMAR | DMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.60% | -3.37% | -19.23% |
Max Drawdown (1Y)Largest decline over 1 year | -6.66% | -2.00% | -4.66% |
Max Drawdown (5Y)Largest decline over 5 years | -22.60% | — | — |
Current DrawdownCurrent decline from peak | -0.52% | -0.86% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -0.42% | -3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 0.41% | +0.62% |
Volatility
YMAR vs. DMAX - Volatility Comparison
FT Vest International Equity Moderate Buffer ETF - March (YMAR) has a higher volatility of 3.68% compared to iShares Large Cap Max Buffer December ETF (DMAX) at 0.99%. This indicates that YMAR's price experiences larger fluctuations and is considered to be riskier than DMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YMAR | DMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 0.99% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 4.97% | 1.82% | +3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.27% | 3.45% | +5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.37% | 3.56% | +7.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.36% | 3.56% | +7.80% |