FT Vest Emerging Markets Buffer ETF - March (TMAR) Performance

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

TMAR total return

Distributions reinvested · as of Oct 23, 2026
YTD
+12.1%
since Dec 31, 2025
1 year
+14.3%
total return
Since first price
+28.6%
since 2025

TMAR trailing returns vs SPY, QQQ, AGG

TMAR trailing returns
PeriodTMAR total returnPrice onlyS&P 500 (SPY)Nasdaq-100 (QQQ)U.S. bonds (AGG)
1 month−5.0%−5.0%−1.0%−5.0%+0.9%
3 months+1.0%+1.0%+3.2%+1.9%−0.4%
6 months+2.1%+2.1%+7.8%+8.4%−1.5%
YTD+12.1%+12.1%+12.3%+15.1%−1.0%
1 year+14.3%+14.3%+14.4%+15.9%−1.1%
Since inceptionMar 24, 2025+28.6%+28.6%———

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: TMAR vs SPY

TMARS&P 500 (SPY)

From Mar 24, 2025: TMAR grew to $12,856, SPY to $13,458.

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

TMAR returns by calendar year

TMARSPY

2026 is year to date.

TMAR annual returns table

TMAR calendar-year returns
YearTMARLargest dropSPYQQQAGG
2026YTD+12.1%−6.4%+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.

TMAR risk statistics

TMAR risk statistics
StatisticSince 2025
Annualized return+22.9%
Volatility (annualized)7.7%
Sharpe ratio2.24
Sortino ratio9.63
Best month+7.9%
Worst month−1.8%
Best 12 months+29.7%
Worst 12 months+20.0%
Positive months89%
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.

TMAR rolling returns

TMAR rolling returns
Holding periodPeriodsWorstMedianBestPositive
1-year8+14.0%+22.3%+29.7%100%

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

TMAR performance overview

FT Vest Emerging Markets Buffer ETF - March (TMAR) returned +14.3% over the past year, with distributions reinvested. Since its first recorded price on Mar 24, 2025 it has returned +28.6%. Over the same year S&P 500 (SPY) returned +14.4%.

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

TMAR performance FAQ

What is the TMAR return over the past year?

TMAR returned +14.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 14.3%.

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

$10,000 invested in TMAR at its first recorded close on March 24, 2025 would be worth about $12,856 on October 23, 2026 with distributions reinvested.

How volatile is TMAR?

Over the past history TMAR had an annualized volatility of 7.7% and a Sharpe ratio of 2.24 (excess return over 1–3 month T-bills per unit of risk).