YMAR vs. EFA

In the year-to-date period, YMAR achieves a 10.36% return, which is significantly lower than EFA's 17.46% return.

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YMAR has a 0.90% expense ratio, which is higher than EFA's 0.32% expense ratio.

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.

The current YMAR Sharpe Ratio is 0.75, which is comparable to the EFA Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of YMAR and EFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

YMAR has not paid dividends to shareholders, while EFA's dividend yield for the trailing twelve months is around 2.76%.

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.

The current volatility for FT Cboe Vest International Equity Buffer ETF - March (YMAR) is 1.81%, while iShares MSCI EAFE ETF (EFA) has a volatility of 3.25%. 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.