BAPR vs. BUFR

In the year-to-date period, BAPR achieves a -0.74% return, which is significantly lower than BUFR's 0.95% return.

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BAPR has a 0.79% expense ratio, which is lower than BUFR's 1.05% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - April (BAPR) and FT Cboe Vest Fund of Buffer ETFs (BUFR). 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.

The current BAPR Sharpe Ratio is 0.65, which is comparable to the BUFR Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of BAPR and BUFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither BAPR nor BUFR has paid dividends to shareholders.

The maximum BAPR drawdown since its inception was -23.91%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for BAPR and BUFR.

The current volatility for Innovator U.S. Equity Buffer ETF - April (BAPR) is 3.09%, while FT Cboe Vest Fund of Buffer ETFs (BUFR) has a volatility of 3.33%. This indicates that BAPR experiences smaller price fluctuations and is considered to be less risky than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.