BDGS vs. BUFH

Last updated Jun 4, 2026

BDGS (Bridges Capital Tactical ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - BDGS is a Large Cap Blend Equities fund actively managed by Bridges, while BUFH is a Defined Outcome fund managed by First Trust. A 0.66 correlation means they provide meaningful diversification when combined. BDGS charges 0.85%/yr vs 0.95%/yr for BUFH.

Performance

BDGS vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridges Capital Tactical ETF (BDGS) 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, BDGS achieves a 5.64% return, which is significantly higher than BUFH's 2.45% return.

BDGS

• 1D: -0.29%
• 1M: 1.26%
• YTD: 5.64%
• 6M: 5.65%
• 1Y: 13.85%
• 3Y*: 14.06%
• 5Y*: —
• 10Y*: —

BUFH

• 1D: -0.05%
• 1M: 0.75%
• YTD: 2.45%
• 6M: 2.82%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BDGS vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
BDGS Bridges Capital Tactical ETF	5.64%	6.66%
BUFH FT Vest Laddered Max Buffer ETF	2.45%	3.89%

Correlation

The correlation between BDGS and BUFH is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.66

Return for Risk

BDGS vs. BUFH — Risk / Return Rank

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

BDGS

BDGS Risk / Return Rank: 74
BDGS Sharpe Ratio Rank: 68
BDGS Sortino Ratio Rank: 74
BDGS Omega Ratio Rank: 78
BDGS Calmar Ratio Rank: 68
BDGS Martin Ratio Rank: 81

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.

BDGS vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridges Capital Tactical ETF (BDGS) 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.

	BDGS	BUFH	Difference
Sharpe ratio Return per unit of total volatility	2.29	—	—
Sortino ratio Return per unit of downside risk	3.40	—	—
Omega ratio Gain probability vs. loss probability	1.47	—	—
Calmar ratio Return relative to maximum drawdown	3.45	—	—
Martin ratio Return relative to average drawdown	16.47	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BDGS	BUFH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.76	2.91	-1.15

Drawdowns

BDGS vs. BUFH - Drawdown Comparison

The maximum BDGS drawdown since its inception was -9.12%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for BDGS and BUFH.

Drawdown Indicators

	BDGS	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-9.12%	-1.53%	-7.59%
Max Drawdown (1Y) Largest decline over 1 year	-4.03%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-9.12%	—	—
Current Drawdown Current decline from peak	-0.83%	-0.05%	-0.78%
Average Drawdown Average peak-to-trough decline	-0.64%	-0.18%	-0.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.84%	—	—

Volatility

Volatility by Period

	BDGS	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.14%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.74%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.08%	2.37%	+3.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.21%	2.37%	+5.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.21%	2.37%	+5.84%

BDGS vs. BUFH - Expense Ratio Comparison

BDGS has a 0.85% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

BDGS vs. BUFH - Dividend Comparison

BDGS's dividend yield for the trailing twelve months is around 0.52%, while BUFH has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
BDGS Bridges Capital Tactical ETF	0.52%	0.55%	1.81%	0.84%
BUFH FT Vest Laddered Max Buffer ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BDGS and BUFH in my portfolio?

BDGS and BUFH have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BDGS or BUFH?

On fees, BDGS is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BDGS or BUFH?

BDGS is cheaper with a 0.85% expense ratio, compared with 0.95% for BUFH.

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

BDGS has the higher dividend yield at 0.52%, compared with 0.00% for BUFH.

What is the main difference between BDGS and BUFH?

BDGS is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Bridges and First Trust. Their fees differ too: 0.85% for BDGS and 0.95% for BUFH.