BUFD vs. AGG
BUFD (FT Vest Laddered Deep Buffer ETF) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - BUFD is a Defined Outcome fund actively managed by FT Vest, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. BUFD is actively managed, while AGG is passively managed. Over the past 5 years, BUFD returned 7.62%/yr vs 0.10%/yr for AGG. At a 0.18 correlation, their price movements are largely independent. BUFD charges 0.95%/yr vs 0.03%/yr for AGG.
Performance
BUFD vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, BUFD achieves a 5.08% return, which is significantly higher than AGG's 0.25% return.
BUFD
- 1D
- -0.08%
- 1M
- 1.70%
- YTD
- 5.08%
- 6M
- 5.68%
- 1Y
- 14.40%
- 3Y*
- 12.09%
- 5Y*
- 7.62%
- 10Y*
- —
AGG
- 1D
- -0.21%
- 1M
- 0.24%
- YTD
- 0.25%
- 6M
- 0.09%
- 1Y
- 5.14%
- 3Y*
- 3.95%
- 5Y*
- 0.10%
- 10Y*
- 1.57%
BUFD vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BUFD FT Vest Laddered Deep Buffer ETF | 5.08% | 10.66% | 12.42% | 15.40% | -7.70% | 5.97% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.25% | 7.19% | 1.31% | 5.65% | -13.02% | -0.98% |
Correlation
The correlation between BUFD and AGG is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2021 | 0.18 |
The correlation between BUFD and AGG shifts across timeframes, from 0.18 (5 years) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BUFD vs. AGG — Risk / Return Rank
BUFD
AGG
BUFD vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Deep Buffer ETF (BUFD) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| BUFD | AGG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.79 | 1.34 | +1.45 |
Sortino ratioReturn per unit of downside risk | 4.32 | 2.00 | +2.32 |
Omega ratioGain probability vs. loss probability | 1.58 | 1.24 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 4.21 | 1.87 | +2.35 |
Martin ratioReturn relative to average drawdown | 22.97 | 5.73 | +17.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BUFD | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 1.34 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 0.02 | +0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 0.59 | +0.41 |
Drawdowns
BUFD vs. AGG - Drawdown Comparison
The maximum BUFD drawdown since its inception was -10.75%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for BUFD and AGG.
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Drawdown Indicators
| BUFD | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.75% | -18.43% | +7.68% |
Max Drawdown (1Y)Largest decline over 1 year | -3.43% | -2.76% | -0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -10.15% | -6.11% | -4.04% |
Max Drawdown (5Y)Largest decline over 5 years | -10.75% | -17.82% | +7.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.43% | — |
Current DrawdownCurrent decline from peak | -0.15% | -2.14% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -1.97% | -2.71% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 0.90% | -0.27% |
Volatility
BUFD vs. AGG - Volatility Comparison
The current volatility for FT Vest Laddered Deep Buffer ETF (BUFD) is 0.79%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.30%. This indicates that BUFD experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BUFD | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | 1.30% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 3.94% | 2.74% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.19% | 3.85% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.73% | 6.09% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.55% | 5.40% | +2.15% |
BUFD vs. AGG - Expense Ratio Comparison
BUFD has a 0.95% expense ratio, which is higher than AGG's 0.03% expense ratio.
Dividends
BUFD vs. AGG - Dividend Comparison
BUFD has not paid dividends to shareholders, while AGG's dividend yield for the trailing twelve months is around 3.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.99% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
BUFD FT Vest Laddered Deep Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BUFD and AGG have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGG has higher volatility (1.30%) compared to BUFD (0.79%). In terms of maximum drawdown, BUFD dropped -10.75% vs AGG's -18.43%.
On 5-year performance, BUFD leads with 7.62% vs 0.10% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, BUFD has been the lower-risk option at 0.79%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BUFD has performed better with a 7.62% return vs 0.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGG is cheaper with a 0.03% expense ratio, compared with 0.95% for BUFD.
AGG has the higher dividend yield at 3.99%, compared with 0.00% for BUFD.
BUFD is categorized as Defined Outcome, while AGG is Total Bond Market. They also come from different issuers: FT Vest and iShares. Their fees differ too: 0.95% for BUFD and 0.03% for AGG.
BUFD currently has the higher Sharpe Ratio (2.79 vs 1.34), 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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