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BFEB vs. VIXM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BFEB vs. VIXM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator S&P 500 Buffer ETF - February (BFEB) and ProShares VIX Mid-Term Futures ETF (VIXM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BFEB achieves a 8.25% return, which is significantly higher than VIXM's 1.31% return.


BFEB

1D
-0.29%
1M
2.99%
YTD
8.25%
6M
9.24%
1Y
21.21%
3Y*
16.68%
5Y*
11.70%
10Y*

VIXM

1D
0.39%
1M
-2.34%
YTD
1.31%
6M
-2.83%
1Y
-8.35%
3Y*
-13.22%
5Y*
-13.49%
10Y*
-11.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BFEB vs. VIXM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BFEB
Innovator S&P 500 Buffer ETF - February
8.25%12.99%17.58%22.35%-6.76%18.05%10.17%
VIXM
ProShares VIX Mid-Term Futures ETF
1.31%5.60%-13.67%-44.83%-0.69%-16.70%75.77%

Correlation

The correlation between BFEB and VIXM is -0.72, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.72

Correlation (3Y)
Calculated over the trailing 3-year period

-0.67

Correlation (5Y)
Calculated over the trailing 5-year period

-0.71

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2020

-0.71

The correlation between BFEB and VIXM has been stable across timeframes, ranging from -0.72 to -0.67 - a consistent structural relationship.

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Return for Risk

BFEB vs. VIXM — Risk / Return Rank

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

BFEB
BFEB Risk / Return Rank: 8080
Overall Rank
BFEB Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BFEB Sortino Ratio Rank: 8383
Sortino Ratio Rank
BFEB Omega Ratio Rank: 8484
Omega Ratio Rank
BFEB Calmar Ratio Rank: 6767
Calmar Ratio Rank
BFEB Martin Ratio Rank: 8383
Martin Ratio Rank

VIXM
VIXM Risk / Return Rank: 44
Overall Rank
VIXM Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VIXM Sortino Ratio Rank: 55
Sortino Ratio Rank
VIXM Omega Ratio Rank: 44
Omega Ratio Rank
VIXM Calmar Ratio Rank: 44
Calmar Ratio Rank
VIXM Martin Ratio Rank: 44
Martin Ratio Rank
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.

BFEB vs. VIXM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator S&P 500 Buffer ETF - February (BFEB) and ProShares VIX Mid-Term Futures ETF (VIXM). 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.


BFEBVIXMDifference
Sharpe ratioReturn per unit of total volatility

+3.08

Sortino ratioReturn per unit of downside risk

+4.25

Omega ratioGain probability vs. loss probability

1.51

0.94

+0.57

Calmar ratioReturn relative to maximum drawdown

3.32

-0.55

+3.87

Martin ratioReturn relative to average drawdown

16.95

-0.96

+17.91

BFEB vs. VIXM - Sharpe Ratio Comparison

The current BFEB Sharpe Ratio is 2.63, which is higher than the VIXM Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of BFEB and VIXM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BFEBVIXMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

-0.44

+3.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

-0.44

+1.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

-0.55

+1.45

Drawdowns

BFEB vs. VIXM - Drawdown Comparison

The maximum BFEB drawdown since its inception was -26.37%, smaller than the maximum VIXM drawdown of -96.23%. Use the drawdown chart below to compare losses from any high point for BFEB and VIXM.


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Drawdown Indicators


BFEBVIXMDifference

Max Drawdown

Largest peak-to-trough decline

-26.37%

-96.23%

+69.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.41%

-15.22%

+8.81%

Max Drawdown (3Y)

Largest decline over 3 years

-13.82%

-41.41%

+27.59%

Max Drawdown (5Y)

Largest decline over 5 years

-14.84%

-63.40%

+48.56%

Max Drawdown (10Y)

Largest decline over 10 years

-75.72%

Current Drawdown

Current decline from peak

-0.29%

-95.75%

+95.46%

Average Drawdown

Average peak-to-trough decline

-2.69%

-81.52%

+78.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

8.74%

-7.49%

Volatility

BFEB vs. VIXM - Volatility Comparison

The current volatility for Innovator S&P 500 Buffer ETF - February (BFEB) is 1.51%, while ProShares VIX Mid-Term Futures ETF (VIXM) has a volatility of 3.19%. This indicates that BFEB experiences smaller price fluctuations and is considered to be less risky than VIXM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFEBVIXMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

3.19%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

6.31%

13.91%

-7.60%

Volatility (1Y)

Calculated over the trailing 1-year period

8.10%

18.98%

-10.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.39%

30.68%

-19.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.19%

32.90%

-18.71%

BFEB vs. VIXM - Expense Ratio Comparison

BFEB has a 0.79% expense ratio, which is lower than VIXM's 0.85% expense ratio.


Dividends

BFEB vs. VIXM - Dividend Comparison

Neither BFEB nor VIXM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BFEB and VIXM have a correlation of -0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIXM has higher volatility (3.19%) compared to BFEB (1.51%). In terms of maximum drawdown, BFEB dropped -26.37% vs VIXM's -96.23%.

On 5-year performance, BFEB leads with 11.70% vs -13.49% for VIXM. On fees, BFEB is cheaper at 0.79% per year. On volatility, BFEB has been the lower-risk option at 1.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BFEB has performed better with a 11.70% return vs -13.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BFEB is cheaper with a 0.79% expense ratio, compared with 0.85% for VIXM.

BFEB and VIXM have nearly identical dividend yields, around 0.00%.

BFEB is categorized as Options Trading, while VIXM is Volatility. BFEB tracks Cboe S&P 500 Buffer Protect Index February Series, while VIXM tracks S&P 500 VIX Mid-Term Futures Index. They also come from different issuers: Innovator and ProShares. Their fees differ too: 0.79% for BFEB and 0.85% for VIXM.

BFEB currently has the higher Sharpe Ratio (2.63 vs -0.44), 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.

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