FT Vest Nasdaq-100 Moderate Buffer ETF… (QMFE) Performance

Cboe BZX: QMFETotal returns, calendar years, drawdowns and risk since 2025.

QMFE total return

Distributions reinvested · as of Oct 23, 2026
YTD
+11.1%
since Dec 31, 2025
1 year
+13.4%
total return
Since first price
+24.0%
since 2025

QMFE trailing returns vs SPY, QQQ, AGG

QMFE trailing returns
PeriodQMFE total returnPrice onlyS&P 500 (SPY)Nasdaq-100 (QQQ)U.S. bonds (AGG)
1 month−0.8%−0.8%−1.0%−5.0%+0.9%
3 months+3.0%+3.0%+3.2%+1.9%−0.4%
6 months+5.5%+5.5%+7.8%+8.4%−1.5%
YTD+11.1%+11.1%+12.3%+15.1%−1.0%
1 year+13.4%+13.4%+14.4%+15.9%−1.1%
Since inceptionFeb 24, 2025+24.0%+24.0%———

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: QMFE vs SPY

QMFES&P 500 (SPY)

From Feb 24, 2025: QMFE grew to $12,402, SPY to $12,975.

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

QMFE returns by calendar year

QMFESPY

2026 is year to date.

QMFE annual returns table

QMFE calendar-year returns
YearQMFELargest dropSPYQQQAGG
2026YTD+11.1%−4.8%+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

Calendar-year returnLargest drop within the year

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

QMFE largest drawdowns

Now 1.6% below the high
QMFE largest drawdowns
PeakDeclineBottomRecoveredFallUnderwater
Feb 24, 2025−11.8%Apr 8, 2025May 13, 202543 days3 months

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

QMFE risk statistics

QMFE risk statistics
StatisticSince 2025
Annualized return+16.1%
Volatility (annualized)8.0%
Sharpe ratio1.44
Sortino ratio2.93
Best month+6.8%
Worst month−3.7%
Best 12 months+23.8%
Worst 12 months+14.9%
Positive months79%
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.

QMFE rolling returns

QMFE rolling returns
Holding periodPeriodsWorstMedianBestPositive
1-year9+12.7%+16.4%+23.8%100%

Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.

QMFE performance overview

FT Vest Nasdaq-100 Moderate Buffer ETF… (QMFE) returned +13.4% over the past year, with distributions reinvested. Since its first recorded price on Feb 24, 2025 it has returned +24.0%. Over the same year S&P 500 (SPY) returned +14.4%.

The deepest decline was −11.8%, from Feb 24, 2025 to Apr 8, 2025, and it took 35 days to get back to the old high. Volatility has been 8.0% a year.

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

QMFE performance FAQ

What is the QMFE return over the past year?

QMFE returned +13.4% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 13.4%.

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

$10,000 invested in QMFE at its first recorded close on February 24, 2025 would be worth about $12,402 on October 23, 2026 with distributions reinvested.

What is the biggest drawdown of QMFE?

The largest peak-to-trough decline was −11.8% between February 24, 2025 and April 8, 2025. It recovered to the old high on May 13, 2025, 35 days after the bottom.

How volatile is QMFE?

Over the past history QMFE had an annualized volatility of 8.0% and a Sharpe ratio of 1.44 (excess return over 1–3 month T-bills per unit of risk).