FT Vest Nasdaq-100 Conservative Buffer ETF… (QCJA) Performance
QCJA total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +7.8% since Dec 31, 2025
- 1 year
- +10.2% total return
- Since first price
- +19.3% since 2025
QCJA trailing returns vs SPY, QQQ, AGG
| Period | QCJA total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.7% | −0.7% | −1.0% | −5.0% | +0.9% |
| 3 months | +2.6% | +2.6% | +3.2% | +1.9% | −0.4% |
| 6 months | +5.0% | +5.0% | +7.8% | +8.4% | −1.5% |
| YTD | +7.8% | +7.8% | +12.3% | +15.1% | −1.0% |
| 1 year | +10.2% | +10.2% | +14.4% | +15.9% | −1.1% |
| Since inceptionJan 21, 2025 | +19.3% | +19.3% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: QCJA vs SPY
From Jan 21, 2025: QCJA grew to $11,930, SPY to $12,850.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
QCJA returns by calendar year
2026 is year to date.
QCJA annual returns table
| Year | QCJA | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +7.8% | −5.0% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
QCJA largest drawdowns
Now 1.3% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 18, 2025 | −10.7% | Apr 8, 2025 | Jun 3, 2025 | 49 days | 3 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
QCJA risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +11.8% |
| Volatility (annualized) | 6.9% |
| Sharpe ratio | 1.11 |
| Sortino ratio | 2.26 |
| Best month | +5.9% |
| Worst month | −2.8% |
| Best 12 months | +18.4% |
| Worst 12 months | +11.4% |
| Positive months | 75% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
QCJA rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 10 | +9.7% | +12.1% | +18.4% | 100% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
QCJA performance overview
FT Vest Nasdaq-100 Conservative Buffer ETF… (QCJA) returned +10.2% over the past year, with distributions reinvested. Since its first recorded price on Jan 21, 2025 it has returned +19.3%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −10.7%, from Feb 18, 2025 to Apr 8, 2025, and it took 56 days to get back to the old high. Volatility has been 6.9% a year.
Related: QCJA chart. See the QCJA overview for the latest quote and fund facts.
QCJA performance FAQ
What is the QCJA return over the past year?
QCJA returned +10.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 10.2%.
How much would $10,000 invested in QCJA be worth?
$10,000 invested in QCJA at its first recorded close on January 21, 2025 would be worth about $11,930 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of QCJA?
The largest peak-to-trough decline was −10.7% between February 18, 2025 and April 8, 2025. It recovered to the old high on June 3, 2025, 56 days after the bottom.
How volatile is QCJA?
Over the past history QCJA had an annualized volatility of 6.9% and a Sharpe ratio of 1.11 (excess return over 1–3 month T-bills per unit of risk).