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BUFBX vs. PFF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFBX vs. PFF - Performance Comparison

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

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Returns By Period

In the year-to-date period, BUFBX achieves a 8.04% return, which is significantly higher than PFF's 1.64% return. Over the past 10 years, BUFBX has outperformed PFF with an annualized return of 9.49%, while PFF has yielded a comparatively lower 3.23% annualized return.


BUFBX

1D
-0.69%
1M
-4.45%
YTD
8.04%
6M
8.15%
1Y
14.29%
3Y*
11.59%
5Y*
10.73%
10Y*
9.49%

PFF

1D
-1.25%
1M
-0.85%
YTD
1.64%
6M
1.02%
1Y
7.50%
3Y*
6.76%
5Y*
1.08%
10Y*
3.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUFBX vs. PFF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUFBX
Buffalo Flexible Income Fund
8.04%10.37%10.26%7.42%3.97%29.97%-2.27%18.76%-7.01%13.20%
PFF
iShares Preferred and Income Securities ETF
1.64%4.87%7.24%9.22%-18.19%7.15%7.89%15.93%-4.64%8.10%

Correlation

The correlation between BUFBX and PFF is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.42

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

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2007

0.49

The correlation between BUFBX and PFF shifts across timeframes, from 0.33 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BUFBX vs. PFF — Risk / Return Rank

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

BUFBX
BUFBX Risk / Return Rank: 4747
Overall Rank
BUFBX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BUFBX Sortino Ratio Rank: 3232
Sortino Ratio Rank
BUFBX Omega Ratio Rank: 3030
Omega Ratio Rank
BUFBX Calmar Ratio Rank: 7575
Calmar Ratio Rank
BUFBX Martin Ratio Rank: 6363
Martin Ratio Rank

PFF
PFF Risk / Return Rank: 3030
Overall Rank
PFF Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PFF Sortino Ratio Rank: 2929
Sortino Ratio Rank
PFF Omega Ratio Rank: 2727
Omega Ratio Rank
PFF Calmar Ratio Rank: 3030
Calmar Ratio Rank
PFF Martin Ratio Rank: 3131
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. PFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Flexible Income Fund (BUFBX) and iShares Preferred and Income Securities ETF (PFF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BUFBXPFFDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratioReturn relative to maximum drawdown

3.21

1.43

+1.79

Martin ratioReturn relative to average drawdown

11.59

4.32

+7.27

BUFBX vs. PFF - Sharpe Ratio Comparison

The current BUFBX Sharpe Ratio is 1.56, which is higher than the PFF Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of BUFBX and PFF, 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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Drawdowns

BUFBX vs. PFF - Drawdown Comparison

The maximum BUFBX drawdown since its inception was -39.78%, smaller than the maximum PFF drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for BUFBX and PFF.


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Drawdown Indicators


BUFBXPFFDifference

Max Drawdown

Largest peak-to-trough decline

-39.78%

-65.55%

+25.77%

Max Drawdown (1Y)

Largest decline over 1 year

-4.45%

-5.28%

+0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-12.85%

-10.63%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-14.67%

-21.05%

+6.38%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-34.10%

-1.41%

Current Drawdown

Current decline from peak

-4.45%

-2.35%

-2.10%

Average Drawdown

Average peak-to-trough decline

-4.72%

-5.75%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.74%

-0.51%

Volatility

BUFBX vs. PFF - Volatility Comparison

Buffalo Flexible Income Fund (BUFBX) has a higher volatility of 3.42% compared to iShares Preferred and Income Securities ETF (PFF) at 2.42%. This indicates that BUFBX's price experiences larger fluctuations and is considered to be riskier than PFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFBXPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

2.42%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.93%

5.43%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

9.18%

7.04%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

10.35%

+3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.61%

12.68%

+2.93%

BUFBX vs. PFF - Expense Ratio Comparison

BUFBX has a 1.01% expense ratio, which is higher than PFF's 0.46% expense ratio.


Dividends

BUFBX vs. PFF - Dividend Comparison

BUFBX's dividend yield for the trailing twelve months is around 8.43%, more than PFF's 5.54% yield.


PositionTTM20252024202320222021202020192018201720162015
BUFBX
Buffalo Flexible Income Fund
8.43%9.10%3.77%3.48%4.16%5.57%3.33%2.73%6.01%5.49%2.39%3.67%
PFF
iShares Preferred and Income Securities ETF
5.54%6.30%6.32%6.63%6.01%4.45%4.79%5.31%6.32%5.59%5.85%5.76%

Frequently Asked Questions


BUFBX and PFF have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BUFBX has higher volatility (3.42%) compared to PFF (2.42%). In terms of maximum drawdown, BUFBX dropped -39.78% vs PFF's -65.55%.

BUFBX currently has the higher Sharpe Ratio (1.56 vs 1.07), 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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