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BUFBX vs. FGINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUFBX vs. FGINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo Flexible Income Fund (BUFBX) and Delaware Growth and Income Fund (FGINX). The values are adjusted to include any dividend payments, if applicable.

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BUFBX vs. FGINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUFBX
Buffalo Flexible Income Fund
7.60%10.37%10.26%7.42%3.97%29.97%-2.27%18.76%-7.01%13.20%
FGINX
Delaware Growth and Income Fund
4.63%29.78%15.13%11.98%3.03%21.37%-0.08%25.64%-10.27%18.08%

Returns By Period

In the year-to-date period, BUFBX achieves a 7.60% return, which is significantly higher than FGINX's 4.63% return. Over the past 10 years, BUFBX has underperformed FGINX with an annualized return of 9.68%, while FGINX has yielded a comparatively higher 12.18% annualized return.


BUFBX

1D
0.46%
1M
-0.86%
YTD
7.60%
6M
8.52%
1Y
13.19%
3Y*
12.40%
5Y*
11.45%
10Y*
9.68%

FGINX

1D
2.03%
1M
-4.23%
YTD
4.63%
6M
13.55%
1Y
29.67%
3Y*
21.87%
5Y*
14.90%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUFBX vs. FGINX - Expense Ratio Comparison

BUFBX has a 1.01% expense ratio, which is lower than FGINX's 1.02% expense ratio.


Return for Risk

BUFBX vs. FGINX — Risk / Return Rank

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

BUFBX
BUFBX Risk / Return Rank: 4646
Overall Rank
BUFBX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BUFBX Sortino Ratio Rank: 4141
Sortino Ratio Rank
BUFBX Omega Ratio Rank: 4747
Omega Ratio Rank
BUFBX Calmar Ratio Rank: 4343
Calmar Ratio Rank
BUFBX Martin Ratio Rank: 5656
Martin Ratio Rank

FGINX
FGINX Risk / Return Rank: 8989
Overall Rank
FGINX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FGINX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FGINX Omega Ratio Rank: 8787
Omega Ratio Rank
FGINX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FGINX Martin Ratio Rank: 9191
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.

BUFBX vs. FGINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Flexible Income Fund (BUFBX) and Delaware Growth and Income Fund (FGINX). 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.


BUFBXFGINXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.84

-0.89

Sortino ratio

Return per unit of downside risk

1.35

2.47

-1.12

Omega ratio

Gain probability vs. loss probability

1.21

1.38

-0.17

Calmar ratio

Return relative to maximum drawdown

1.21

2.55

-1.34

Martin ratio

Return relative to average drawdown

5.80

10.90

-5.09

BUFBX vs. FGINX - Sharpe Ratio Comparison

The current BUFBX Sharpe Ratio is 0.95, which is lower than the FGINX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of BUFBX and FGINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BUFBXFGINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.84

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

1.01

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.72

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.53

+0.05

Correlation

The correlation between BUFBX and FGINX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BUFBX vs. FGINX - Dividend Comparison

BUFBX's dividend yield for the trailing twelve months is around 8.47%, less than FGINX's 10.86% yield.


TTM20252024202320222021202020192018201720162015
BUFBX
Buffalo Flexible Income Fund
8.47%9.10%3.77%3.48%4.16%5.57%3.33%2.73%6.01%5.49%2.39%3.67%
FGINX
Delaware Growth and Income Fund
10.86%11.28%12.40%7.11%7.04%11.97%6.59%51.75%25.36%5.13%4.12%5.66%

Drawdowns

BUFBX vs. FGINX - Drawdown Comparison

The maximum BUFBX drawdown since its inception was -39.78%, smaller than the maximum FGINX drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for BUFBX and FGINX.


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Drawdown Indicators


BUFBXFGINXDifference

Max Drawdown

Largest peak-to-trough decline

-39.78%

-54.80%

+15.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-11.56%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-14.67%

-16.21%

+1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-37.37%

+1.86%

Current Drawdown

Current decline from peak

-0.86%

-5.46%

+4.60%

Average Drawdown

Average peak-to-trough decline

-4.74%

-9.74%

+5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.70%

-0.29%

Volatility

BUFBX vs. FGINX - Volatility Comparison

The current volatility for Buffalo Flexible Income Fund (BUFBX) is 2.13%, while Delaware Growth and Income Fund (FGINX) has a volatility of 4.24%. This indicates that BUFBX experiences smaller price fluctuations and is considered to be less risky than FGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFBXFGINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

4.24%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

6.66%

9.01%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

16.22%

-2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

14.88%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.58%

17.04%

-1.46%