YMAR vs. EFA
Compare and contrast key facts about FT Cboe Vest International Equity Buffer ETF - March (YMAR) and iShares MSCI EAFE ETF (EFA).
YMAR and EFA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YMAR or EFA.
Key characteristics
| YMAR | EFA | |
|---|---|---|
| YTD Return | 10.27% | 14.01% |
| 1Y Return | 20.46% | 26.87% |
| 3Y Return (Ann) | 5.16% | 4.93% |
| Sharpe Ratio | 2.04 | 2.04 |
| Daily Std Dev | 9.85% | 13.08% |
| Max Drawdown | -22.60% | -61.04% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between YMAR and EFA is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
YMAR vs. EFA - Performance Comparison
In the year-to-date period, YMAR achieves a 10.27% return, which is significantly lower than EFA's 14.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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YMAR vs. EFA - Expense Ratio Comparison
YMAR has a 0.90% expense ratio, which is higher than EFA's 0.32% expense ratio.
Risk-Adjusted Performance
YMAR vs. EFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest International Equity Buffer ETF - March (YMAR) and iShares MSCI EAFE ETF (EFA). 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.
Dividends
YMAR vs. EFA - Dividend Comparison
YMAR has not paid dividends to shareholders, while EFA's dividend yield for the trailing twelve months is around 2.75%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YMAR FT Cboe Vest International Equity 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% |
EFA iShares MSCI EAFE ETF | 2.75% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
Drawdowns
YMAR vs. EFA - Drawdown Comparison
The maximum YMAR drawdown since its inception was -22.60%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for YMAR and EFA. For additional features, visit the drawdowns tool.
Volatility
YMAR vs. EFA - Volatility Comparison
The current volatility for FT Cboe Vest International Equity Buffer ETF - March (YMAR) is 2.89%, while iShares MSCI EAFE ETF (EFA) has a volatility of 4.60%. This indicates that YMAR experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.