BUFC vs. BUFR

Last updated Apr 1, 2026

Compare and contrast key facts about AB Conservative Buffer ETF (BUFC) and FT Vest Laddered Buffer ETF (BUFR).

BUFC and BUFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BUFC is an actively managed fund by AllianceBernstein. It was launched on Dec 12, 2023. BUFR is an actively managed fund by First Trust. It was launched on Aug 10, 2020.

Performance

BUFC vs. BUFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Conservative Buffer ETF (BUFC) and FT Vest Laddered Buffer ETF (BUFR). The values are adjusted to include any dividend payments, if applicable.

BUFC vs. BUFR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BUFC AB Conservative Buffer ETF	-1.68%	5.50%	10.81%	0.47%
BUFR FT Vest Laddered Buffer ETF	-1.43%	12.44%	14.68%	0.91%

Returns By Period

In the year-to-date period, BUFC achieves a -1.68% return, which is significantly lower than BUFR's -1.43% return.

BUFC

• 1D: 1.03%
• 1M: -1.19%
• YTD: -1.68%
• 6M: 0.01%
• 1Y: 5.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFR

• 1D: 1.90%
• 1M: -2.26%
• YTD: -1.43%
• 6M: 1.05%
• 1Y: 13.74%
• 3Y*: 12.89%
• 5Y*: 8.75%
• 10Y*: —

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

BUFC vs. BUFR - Expense Ratio Comparison

BUFC has a 0.69% expense ratio, which is lower than BUFR's 0.95% expense ratio.

BUFR

FT Vest Laddered Buffer ETF

BUFC

AB Conservative Buffer ETF

Return for Risk

BUFC vs. BUFR — Risk / Return Rank

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

BUFC

BUFC Risk / Return Rank: 42
BUFC Sharpe Ratio Rank: 36
BUFC Sortino Ratio Rank: 38
BUFC Omega Ratio Rank: 45
BUFC Calmar Ratio Rank: 38
BUFC Martin Ratio Rank: 53

BUFR

BUFR Risk / Return Rank: 76
BUFR Sharpe Ratio Rank: 73
BUFR Sortino Ratio Rank: 74
BUFR Omega Ratio Rank: 81
BUFR Calmar Ratio Rank: 67
BUFR Martin Ratio Rank: 84

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.

BUFC vs. BUFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Conservative Buffer ETF (BUFC) and FT Vest Laddered Buffer ETF (BUFR). 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.

	BUFC	BUFR	Difference
Sharpe ratio Return per unit of total volatility	0.70	1.24	-0.55
Sortino ratio Return per unit of downside risk	1.11	1.81	-0.70
Omega ratio Gain probability vs. loss probability	1.18	1.30	-0.12
Calmar ratio Return relative to maximum drawdown	0.99	1.63	-0.65
Martin ratio Return relative to average drawdown	5.24	9.18	-3.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BUFC vs. BUFR - Sharpe Ratio Comparison

The current BUFC Sharpe Ratio is 0.70, which is lower than the BUFR Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of BUFC and BUFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BUFC	BUFR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	1.24	-0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.13	0.95	+0.18

Correlation

The correlation between BUFC and BUFR is 0.83, 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

BUFC vs. BUFR - Dividend Comparison

Neither BUFC nor BUFR has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

BUFC vs. BUFR - Drawdown Comparison

The maximum BUFC drawdown since its inception was -8.29%, smaller than the maximum BUFR drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for BUFC and BUFR.

Drawdown Indicators

	BUFC	BUFR	Difference
Max Drawdown Largest peak-to-trough decline	-8.29%	-13.73%	+5.44%
Max Drawdown (1Y) Largest decline over 1 year	-5.29%	-8.76%	+3.47%
Max Drawdown (5Y) Largest decline over 5 years	—	-13.73%	—
Current Drawdown Current decline from peak	-2.63%	-2.79%	+0.16%
Average Drawdown Average peak-to-trough decline	-0.78%	-2.15%	+1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.99%	1.56%	-0.57%

Volatility

BUFC vs. BUFR - Volatility Comparison

The current volatility for AB Conservative Buffer ETF (BUFC) is 1.87%, while FT Vest Laddered Buffer ETF (BUFR) has a volatility of 3.44%. This indicates that BUFC experiences smaller price fluctuations and is considered to be less risky than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUFC	BUFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.87%	3.44%	-1.57%
Volatility (6M) Calculated over the trailing 6-month period	3.56%	5.22%	-1.66%
Volatility (1Y) Calculated over the trailing 1-year period	7.30%	11.11%	-3.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.77%	10.46%	-4.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.77%	10.34%	-4.57%