ACLC vs. BUFH

Last updated Jun 27, 2026

ACLC (American Century Large Cap Equity ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - ACLC is a Large Cap Blend Equities fund actively managed by American Century, while BUFH is a Defined Outcome fund managed by First Trust. Over the past year, ACLC returned 15.94% vs 6.14% for BUFH. A 0.72 correlation means they provide meaningful diversification when combined. ACLC charges 0.39%/yr vs 0.95%/yr for BUFH.

Performance

ACLC vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Large Cap Equity ETF (ACLC) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACLC achieves a 5.55% return, which is significantly higher than BUFH's 2.35% return.

ACLC

• 1D: 0.07%
• 1M: -1.67%
• YTD: 5.55%
• 6M: 4.11%
• 1Y: 15.94%
• 3Y*: 15.91%
• 5Y*: 9.98%
• 10Y*: —

BUFH

• 1D: 0.04%
• 1M: -0.00%
• YTD: 2.35%
• 6M: 2.27%
• 1Y: 6.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACLC vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
ACLC American Century Large Cap Equity ETF	5.55%	10.71%
BUFH FT Vest Laddered Max Buffer ETF	2.35%	3.81%

Correlation

The correlation between ACLC and BUFH is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025	0.72

The correlation between ACLC and BUFH has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.

Return for Risk

ACLC vs. BUFH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACLC

ACLC Risk / Return Rank: 38
ACLC Sharpe Ratio Rank: 39
ACLC Sortino Ratio Rank: 37
ACLC Omega Ratio Rank: 36
ACLC Calmar Ratio Rank: 34
ACLC Martin Ratio Rank: 46

BUFH

BUFH Risk / Return Rank: 91
BUFH Sharpe Ratio Rank: 90
BUFH Sortino Ratio Rank: 94
BUFH Omega Ratio Rank: 94
BUFH Calmar Ratio Rank: 85
BUFH Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACLC vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Large Cap Equity ETF (ACLC) and FT Vest Laddered Max Buffer ETF (BUFH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ACLC	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	1.25	2.60	-1.35
Sortino ratio: Return per unit of downside risk	1.78	4.07	-2.30
Omega ratio: Gain probability vs. loss probability	1.22	1.58	-0.36
Calmar ratio: Return relative to maximum drawdown	1.56	4.02	-2.47
Martin ratio: Return relative to average drawdown	6.66	18.90	-12.25

ACLC vs. BUFH - Sharpe Ratio Comparison

The current ACLC Sharpe Ratio is 1.25, which is lower than the BUFH Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of ACLC and BUFH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ACLC vs. BUFH - Drawdown Comparison

The maximum ACLC drawdown since its inception was -26.44%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for ACLC and BUFH.

Drawdown Indicators

	ACLC	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-26.44%	-1.53%	-24.91%
Max Drawdown (1Y) Largest decline over 1 year	-10.28%	-1.53%	-8.75%
Max Drawdown (3Y) Largest decline over 3 years	-20.49%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.44%	—	—
Current Drawdown Current decline from peak	-3.55%	-0.21%	-3.34%
Average Drawdown Average peak-to-trough decline	-5.84%	-0.18%	-5.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	0.33%	+2.07%

Volatility

ACLC vs. BUFH - Volatility Comparison

American Century Large Cap Equity ETF (ACLC) has a higher volatility of 4.74% compared to FT Vest Laddered Max Buffer ETF (BUFH) at 0.62%. This indicates that ACLC's price experiences larger fluctuations and is considered to be riskier than BUFH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACLC	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.74%	0.62%	+4.12%
Volatility (6M) Calculated over the trailing 6-month period	10.19%	1.96%	+8.23%
Volatility (1Y) Calculated over the trailing 1-year period	12.81%	2.37%	+10.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.27%	2.37%	+14.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.12%	2.37%	+14.75%

ACLC vs. BUFH - Expense Ratio Comparison

ACLC has a 0.39% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

ACLC vs. BUFH - Dividend Comparison

ACLC's dividend yield for the trailing twelve months is around 0.55%, while BUFH has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
ACLC American Century Large Cap Equity ETF	0.55%	0.64%	0.89%	1.09%	1.10%	0.72%	0.43%
BUFH FT Vest Laddered Max Buffer ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ACLC and BUFH in my portfolio?

ACLC and BUFH have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACLC or BUFH?

ACLC has higher volatility (4.74%) compared to BUFH (0.62%). In terms of maximum drawdown, ACLC dropped -26.44% vs BUFH's -1.53%.

Which ETF is better, ACLC or BUFH?

On 1-year performance, ACLC leads with 15.94% vs 6.14% for BUFH. On fees, ACLC is cheaper at 0.39% per year. On volatility, BUFH has been the lower-risk option at 0.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ACLC or BUFH?

Over the 1-year period, ACLC has performed better with a 15.94% return vs 6.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ACLC or BUFH?

ACLC is cheaper with a 0.39% expense ratio, compared with 0.95% for BUFH.

Which ETF pays a higher dividend yield, ACLC or BUFH?

ACLC has the higher dividend yield at 0.55%, compared with 0.00% for BUFH.

What is the main difference between ACLC and BUFH?

ACLC is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: American Century and First Trust. Their fees differ too: 0.39% for ACLC and 0.95% for BUFH.

Which has better risk-adjusted returns?

BUFH currently has the higher Sharpe Ratio (2.60 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.