BOBP vs. BUFX

Last updated Jun 4, 2026

BOBP (CORE16 Best of Breed Premier Index ETF) and BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) are both exchange-traded funds - BOBP is a Large Cap Blend Equities fund tracking the CORE16 Best of Breed Premier Index, while BUFX is a Defined Outcome fund managed by First Trust. A 0.74 correlation means they provide meaningful diversification when combined. BOBP charges 0.70%/yr vs 0.96%/yr for BUFX.

Performance

BOBP vs. BUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CORE16 Best of Breed Premier Index ETF (BOBP) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BOBP achieves a 24.96% return, which is significantly higher than BUFX's 4.10% return.

BOBP

• 1D: 0.43%
• 1M: 9.07%
• YTD: 24.96%
• 6M: 24.49%
• 1Y: 34.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFX

• 1D: -0.05%
• 1M: 1.35%
• YTD: 4.10%
• 6M: 4.88%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BOBP vs. BUFX - Yearly Performance Comparison

	2026 (YTD)	2025
BOBP CORE16 Best of Breed Premier Index ETF	24.96%	7.51%
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF	4.10%	5.62%

Correlation

The correlation between BOBP and BUFX 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 Jun 26, 2025	0.74

Return for Risk

BOBP vs. BUFX — Risk / Return Rank

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

BOBP

BOBP Risk / Return Rank: 57
BOBP Sharpe Ratio Rank: 56
BOBP Sortino Ratio Rank: 54
BOBP Omega Ratio Rank: 57
BOBP Calmar Ratio Rank: 54
BOBP Martin Ratio Rank: 65

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.

BOBP vs. BUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CORE16 Best of Breed Premier Index ETF (BOBP) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). 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.

	BOBP	BUFX	Difference
Sharpe ratio: Return per unit of total volatility	1.88	—	—
Sortino ratio: Return per unit of downside risk	2.58	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	2.65	—	—
Martin ratio: Return relative to average drawdown	11.75	—	—
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

	BOBP	BUFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.89	2.68	-0.79

Drawdowns

BOBP vs. BUFX - Drawdown Comparison

The maximum BOBP drawdown since its inception was -13.06%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for BOBP and BUFX.

Drawdown Indicators

	BOBP	BUFX	Difference
Max Drawdown Largest peak-to-trough decline	-13.06%	-2.87%	-10.19%
Max Drawdown (1Y) Largest decline over 1 year	-13.06%	—	—
Current Drawdown Current decline from peak	0.00%	-0.07%	+0.07%
Average Drawdown Average peak-to-trough decline	-1.63%	-0.24%	-1.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.95%	—	—

Volatility

Volatility by Period

	BOBP	BUFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.11%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.31%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.46%	3.98%	+14.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.27%	3.98%	+14.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.27%	3.98%	+14.29%

BOBP vs. BUFX - Expense Ratio Comparison

BOBP has a 0.70% expense ratio, which is lower than BUFX's 0.96% expense ratio.

Dividends

BOBP vs. BUFX - Dividend Comparison

BOBP's dividend yield for the trailing twelve months is around 2.65%, while BUFX has not paid dividends to shareholders.

Position	TTM	2025
BOBP CORE16 Best of Breed Premier Index ETF	2.65%	3.31%
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both BOBP and BUFX in my portfolio?

BOBP and BUFX 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, BOBP or BUFX?

On fees, BOBP is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BOBP or BUFX?

BOBP is cheaper with a 0.70% expense ratio, compared with 0.96% for BUFX.

Which ETF pays a higher dividend yield, BOBP or BUFX?

BOBP has the higher dividend yield at 2.65%, compared with 0.00% for BUFX.

What is the main difference between BOBP and BUFX?

BOBP is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: Exchange Traded Concepts and First Trust. Their fees differ too: 0.70% for BOBP and 0.96% for BUFX.