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ACVF vs. BUFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACVF vs. BUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Conservative Values ETF (ACVF) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACVF achieves a 11.18% return, which is significantly higher than BUFX's 4.14% return.


ACVF

1D
0.48%
1M
6.31%
YTD
11.18%
6M
12.23%
1Y
21.98%
3Y*
19.83%
5Y*
12.66%
10Y*

BUFX

1D
-0.02%
1M
1.17%
YTD
4.14%
6M
4.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACVF vs. BUFX - Yearly Performance Comparison


Correlation

The correlation between ACVF and BUFX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.85

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Return for Risk

ACVF vs. BUFX — Risk / Return Rank

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

ACVF
ACVF Risk / Return Rank: 5858
Overall Rank
ACVF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ACVF Sortino Ratio Rank: 5757
Sortino Ratio Rank
ACVF Omega Ratio Rank: 5555
Omega Ratio Rank
ACVF Calmar Ratio Rank: 5757
Calmar Ratio Rank
ACVF Martin Ratio Rank: 6363
Martin Ratio Rank

BUFX
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.

ACVF vs. BUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Conservative Values ETF (ACVF) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). 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.


ACVFBUFXDifference

Sharpe ratio

Return per unit of total volatility

1.94

Sortino ratio

Return per unit of downside risk

2.72

Omega ratio

Gain probability vs. loss probability

1.34

Calmar ratio

Return relative to maximum drawdown

2.89

Martin ratio

Return relative to average drawdown

11.75

ACVF vs. BUFX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ACVFBUFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

2.70

-1.67

Drawdowns

ACVF vs. BUFX - Drawdown Comparison

The maximum ACVF drawdown since its inception was -24.39%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for ACVF and BUFX.


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Drawdown Indicators


ACVFBUFXDifference

Max Drawdown

Largest peak-to-trough decline

-24.39%

-2.87%

-21.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.70%

Max Drawdown (3Y)

Largest decline over 3 years

-16.82%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

Current Drawdown

Current decline from peak

0.00%

-0.02%

+0.02%

Average Drawdown

Average peak-to-trough decline

-4.75%

-0.24%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

Volatility

ACVF vs. BUFX - Volatility Comparison


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Volatility by Period


ACVFBUFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.39%

3.99%

+7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

3.99%

+12.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.97%

3.99%

+11.98%

ACVF vs. BUFX - Expense Ratio Comparison

ACVF has a 0.75% expense ratio, which is lower than BUFX's 0.96% expense ratio.


Dividends

ACVF vs. BUFX - Dividend Comparison

ACVF's dividend yield for the trailing twelve months is around 0.53%, while BUFX has not paid dividends to shareholders.


PositionTTM202520242023202220212020
ACVF
American Conservative Values ETF
0.53%0.59%0.59%0.82%0.93%0.61%0.23%
BUFX
FT Vest Laddered Enhance & Moderate Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ACVF and BUFX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ACVF is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACVF is cheaper with a 0.75% expense ratio, compared with 0.96% for BUFX.

ACVF has the higher dividend yield at 0.53%, compared with 0.00% for BUFX.

ACVF is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: Ridgeline Research LLC and First Trust. Their fees differ too: 0.75% for ACVF and 0.96% for BUFX.

Portfolio Optimizer

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