FT Vest NASDAQ-100 Conservative Buffer ETF… (QCJL) Performance

Cboe BZX: QCJLTotal returns, calendar years, drawdowns and risk since 2024.

QCJL total return

Distributions reinvested · as of Oct 23, 2026
YTD
+8.0%
since Dec 31, 2025
1 year
+9.6%
total return
Since first price
+27.2%
since 2024

QCJL trailing returns vs SPY, QQQ, AGG

QCJL trailing returns
PeriodQCJL total returnPrice onlyS&P 500 (SPY)Nasdaq-100 (QQQ)U.S. bonds (AGG)
1 month−1.5%−1.5%−1.0%−5.0%+0.9%
3 months+2.2%+2.2%+3.2%+1.9%−0.4%
6 months+4.8%+4.8%+7.8%+8.4%−1.5%
YTD+8.0%+8.0%+12.3%+15.1%−1.0%
1 year+9.6%+9.6%+14.4%+15.9%−1.1%
Since inceptionJul 22, 2024+27.2%+27.2%———

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: QCJL vs SPY

QCJLS&P 500 (SPY)

From Jul 22, 2024: QCJL grew to $12,721, SPY to $14,061.

Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.

QCJL returns by calendar year

QCJLSPY

1 of 1 full years positive. Best 2025 (+13.1%), worst 2025 (+13.1%). 2026 is year to date.

QCJL annual returns table

QCJL calendar-year returns
YearQCJLLargest dropSPYQQQAGG
2026YTD+8.0%−4.0%+12.3%+15.1%−1.0%
2025+13.1%−11.2%+17.7%+20.8%+7.2%

Largest drop = deepest fall from a high within that calendar year.

Calendar-year return vs largest drop within the year

Calendar-year returnLargest drop within the year

Most years include a sizable fall at some point even when the year ends higher.

QCJL largest drawdowns

Now 2.8% below the high
QCJL largest drawdowns
PeakDeclineBottomRecoveredFallUnderwater
Feb 19, 2025−11.2%Apr 8, 2025May 27, 202548 days3 months

Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.

QCJL risk statistics

QCJL risk statistics
StatisticSince 2024
Annualized return+13.1%
Volatility (annualized)6.3%
Sharpe ratio1.35
Sortino ratio2.79
Best month+5.2%
Worst month−3.5%
Best 12 months+19.9%
Worst 12 months+10.9%
Positive months81%
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.

QCJL rolling returns

QCJL rolling returns
Holding periodPeriodsWorstMedianBestPositive
1-year16+8.8%+12.9%+19.9%100%

Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.

QCJL performance overview

FT Vest NASDAQ-100 Conservative Buffer ETF… (QCJL) returned +9.6% over the past year, with distributions reinvested. Since its first recorded price on Jul 22, 2024 it has returned +27.2%. Over the same year S&P 500 (SPY) returned +14.4%.

The deepest decline was −11.2%, from Feb 19, 2025 to Apr 8, 2025, and it took 49 days to get back to the old high. Volatility has been 6.3% a year.

Related: QCJL chart. See the QCJL overview for the latest quote and fund facts.

QCJL performance FAQ

What is the QCJL return over the past year?

QCJL returned +9.6% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 9.6%.

How much would $10,000 invested in QCJL be worth?

$10,000 invested in QCJL at its first recorded close on July 22, 2024 would be worth about $12,721 on October 23, 2026 with distributions reinvested.

What is the biggest drawdown of QCJL?

The largest peak-to-trough decline was −11.2% between February 19, 2025 and April 8, 2025. It recovered to the old high on May 27, 2025, 49 days after the bottom.

How volatile is QCJL?

Over the past history QCJL had an annualized volatility of 6.3% and a Sharpe ratio of 1.35 (excess return over 1–3 month T-bills per unit of risk).