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AQEC vs. BUFH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AQEC vs. BUFH - Performance Comparison

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

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Returns By Period

In the year-to-date period, AQEC achieves a -9.41% return, which is significantly lower than BUFH's 2.49% return.


AQEC

1D
-1.39%
1M
-4.85%
YTD
-9.41%
6M
-9.50%
1Y
3Y*
5Y*
10Y*

BUFH

1D
-0.05%
1M
0.21%
YTD
2.49%
6M
2.59%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AQEC vs. BUFH - Yearly Performance Comparison


2026 (YTD)2025
AQEC
AQE Core ETF
-9.41%3.90%
BUFH
FT Vest Laddered Max Buffer ETF
2.49%1.12%

Correlation

The correlation between AQEC and BUFH is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.43

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Return for Risk

AQEC vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQE Core ETF (AQEC) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AQEC vs. BUFH - Sharpe Ratio Comparison


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Drawdowns

AQEC vs. BUFH - Drawdown Comparison

The maximum AQEC drawdown since its inception was -12.81%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for AQEC and BUFH.


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Drawdown Indicators


AQECBUFHDifference

Max Drawdown

Largest peak-to-trough decline

-12.81%

-1.53%

-11.28%

Current Drawdown

Current decline from peak

-11.67%

-0.07%

-11.60%

Average Drawdown

Average peak-to-trough decline

-5.10%

-0.18%

-4.92%

Volatility

AQEC vs. BUFH - Volatility Comparison


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Volatility by Period


AQECBUFHDifference

Volatility (1Y)

Calculated over the trailing 1-year period

12.30%

2.38%

+9.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.30%

2.38%

+9.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.30%

2.38%

+9.92%

AQEC vs. BUFH - Expense Ratio Comparison

AQEC has a 0.49% expense ratio, which is lower than BUFH's 0.95% expense ratio.


Dividends

AQEC vs. BUFH - Dividend Comparison

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


PositionTTM2025
AQEC
AQE Core ETF
0.55%0.13%
BUFH
FT Vest Laddered Max Buffer ETF
0.00%0.00%

Frequently Asked Questions


AQEC and BUFH have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AQEC is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AQEC is cheaper with a 0.49% expense ratio, compared with 0.95% for BUFH.

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

AQEC is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Arlington Asset Management and First Trust. Their fees differ too: 0.49% for AQEC and 0.95% for BUFH.

Portfolio Optimizer

Find the right allocation for AQEC and BUFH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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