FT Vest NASDAQ-100 Moderate Buffer ETF - May (QMMY) Performance

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

QMMY total return

Distributions reinvested · as of Oct 23, 2026
YTD
+5.3%
since Dec 31, 2025
1 year
+7.1%
total return
Since first price
+32.0%
since 2024

QMMY trailing returns vs SPY, QQQ, AGG

QMMY trailing returns
PeriodQMMY total returnPrice onlyS&P 500 (SPY)Nasdaq-100 (QQQ)U.S. bonds (AGG)
1 month−2.4%−2.4%−1.0%−5.0%+0.9%
3 months+2.0%+2.0%+3.2%+1.9%−0.4%
6 months+1.9%+1.9%+7.8%+8.4%−1.5%
YTD+5.3%+5.3%+12.3%+15.1%−1.0%
1 year+7.1%+7.1%+14.4%+15.9%−1.1%
Since inceptionMay 20, 2024+32.0%+32.0%———

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: QMMY vs SPY

QMMYS&P 500 (SPY)

From May 20, 2024: QMMY grew to $13,205, SPY to $14,761.

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

QMMY returns by calendar year

QMMYSPY

1 of 1 full years positive. Best 2025 (+15.8%), worst 2025 (+15.8%). 2026 is year to date.

QMMY annual returns table

QMMY calendar-year returns
YearQMMYLargest dropSPYQQQAGG
2026YTD+5.3%−4.9%+12.3%+15.1%−1.0%
2025+15.8%−12.8%+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.

QMMY largest drawdowns

Now 3.8% below the high
QMMY largest drawdowns
PeakDeclineBottomRecoveredFallUnderwater
Feb 19, 2025−12.8%Apr 8, 2025May 13, 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.

QMMY risk statistics

QMMY risk statistics
StatisticSince 2024
Annualized return+13.9%
Volatility (annualized)8.1%
Sharpe ratio1.14
Sortino ratio2.38
Best month+8.9%
Worst month−4.5%
Best 12 months+24.0%
Worst 12 months+8.7%
Positive months75%
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.

QMMY rolling returns

QMMY rolling returns
Holding periodPeriodsWorstMedianBestPositive
1-year18+6.5%+15.4%+24.0%100%

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

QMMY performance overview

FT Vest NASDAQ-100 Moderate Buffer ETF - May (QMMY) returned +7.1% over the past year, with distributions reinvested. Since its first recorded price on May 20, 2024 it has returned +32.0%. Over the same year S&P 500 (SPY) returned +14.4%.

The deepest decline was −12.8%, from Feb 19, 2025 to Apr 8, 2025, and it took 35 days to get back to the old high. Volatility has been 8.1% a year.

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

QMMY performance FAQ

What is the QMMY return over the past year?

QMMY returned +7.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 7.1%.

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

$10,000 invested in QMMY at its first recorded close on May 20, 2024 would be worth about $13,205 on October 23, 2026 with distributions reinvested.

What is the biggest drawdown of QMMY?

The largest peak-to-trough decline was −12.8% between February 19, 2025 and April 8, 2025. It recovered to the old high on May 13, 2025, 35 days after the bottom.

How volatile is QMMY?

Over the past history QMMY had an annualized volatility of 8.1% and a Sharpe ratio of 1.14 (excess return over 1–3 month T-bills per unit of risk).