BFLB vs. TMAR

Last updated Jun 4, 2026

BFLB (BufferLABS US Equity Dynamic Buffer ETF) and TMAR (FT Vest Emerging Markets Buffer ETF - March) are both Defined Outcome funds. BFLB is actively managed, while TMAR is passively managed. A 0.74 correlation means they provide meaningful diversification when combined. BFLB charges 0.79%/yr vs 0.95%/yr for TMAR.

Performance

BFLB vs. TMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BufferLABS US Equity Dynamic Buffer ETF (BFLB) and FT Vest Emerging Markets Buffer ETF - March (TMAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BFLB achieves a 6.52% return, which is significantly lower than TMAR's 14.45% return.

BFLB

• 1D: -0.08%
• 1M: 2.53%
• YTD: 6.52%
• 6M: 7.05%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TMAR

• 1D: -0.72%
• 1M: 2.73%
• YTD: 14.45%
• 6M: 15.92%
• 1Y: 28.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BFLB vs. TMAR - Yearly Performance Comparison

	2026 (YTD)	2025
BFLB BufferLABS US Equity Dynamic Buffer ETF	6.52%	1.73%
TMAR FT Vest Emerging Markets Buffer ETF - March	14.45%	2.19%

Correlation

The correlation between BFLB and TMAR is 0.74, 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 Oct 9, 2025	0.74

Return for Risk

BFLB vs. TMAR — Risk / Return Rank

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

TMAR

TMAR Risk / Return Rank: 94
TMAR Sharpe Ratio Rank: 90
TMAR Sortino Ratio Rank: 93
TMAR Omega Ratio Rank: 96
TMAR Calmar Ratio Rank: 95
TMAR Martin Ratio Rank: 96

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.

BFLB vs. TMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BufferLABS US Equity Dynamic Buffer ETF (BFLB) and FT Vest Emerging Markets Buffer ETF - March (TMAR). 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.

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

Sharpe Ratios by Period

	BFLB	TMAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.06	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.71	2.25	-0.54

Drawdowns

BFLB vs. TMAR - Drawdown Comparison

The maximum BFLB drawdown since its inception was -5.14%, smaller than the maximum TMAR drawdown of -9.93%. Use the drawdown chart below to compare losses from any high point for BFLB and TMAR.

Drawdown Indicators

	BFLB	TMAR	Difference
Max Drawdown Largest peak-to-trough decline	-5.14%	-9.93%	+4.79%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.64%	—
Current Drawdown Current decline from peak	-0.08%	-0.72%	+0.64%
Average Drawdown Average peak-to-trough decline	-0.77%	-0.66%	-0.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.75%	—

Volatility

Volatility by Period

	BFLB	TMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.53%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.17%	—
Volatility (1Y) Calculated over the trailing 1-year period	7.76%	9.47%	-1.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.76%	11.42%	-3.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.76%	11.42%	-3.66%

BFLB vs. TMAR - Expense Ratio Comparison

BFLB has a 0.79% expense ratio, which is lower than TMAR's 0.95% expense ratio.

Dividends

BFLB vs. TMAR - Dividend Comparison

Neither BFLB nor TMAR has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BFLB and TMAR in my portfolio?

BFLB and TMAR have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BFLB or TMAR?

On fees, BFLB is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BFLB or TMAR?

BFLB is cheaper with a 0.79% expense ratio, compared with 0.95% for TMAR.

Which ETF pays a higher dividend yield, BFLB or TMAR?

BFLB and TMAR have nearly identical dividend yields, around 0.00%.

What is the main difference between BFLB and TMAR?

They also come from different issuers: BufferLABS and First Trust. Their fees differ too: 0.79% for BFLB and 0.95% for TMAR.