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BUFD vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BUFDAGG
YTD Return12.42%2.65%
1Y Return18.81%9.31%
3Y Return (Ann)6.55%-2.21%
Sharpe Ratio3.331.40
Sortino Ratio4.732.06
Omega Ratio1.711.25
Calmar Ratio5.440.54
Martin Ratio32.345.12
Ulcer Index0.56%1.64%
Daily Std Dev5.45%5.98%
Max Drawdown-10.75%-18.43%
Current Drawdown0.00%-7.73%

Correlation

-0.50.00.51.00.2

The correlation between BUFD and AGG is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BUFD vs. AGG - Performance Comparison

In the year-to-date period, BUFD achieves a 12.42% return, which is significantly higher than AGG's 2.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.13%
4.54%
BUFD
AGG

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BUFD vs. AGG - Expense Ratio Comparison

BUFD has a 1.05% expense ratio, which is higher than AGG's 0.05% expense ratio.


BUFD
FT Cboe Vest Fund of Deep Buffer ETF
Expense ratio chart for BUFD: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

BUFD vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Fund of 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
Sharpe ratio
The chart of Sharpe ratio for BUFD, currently valued at 3.33, compared to the broader market-2.000.002.004.006.003.33
Sortino ratio
The chart of Sortino ratio for BUFD, currently valued at 4.73, compared to the broader market0.005.0010.004.73
Omega ratio
The chart of Omega ratio for BUFD, currently valued at 1.71, compared to the broader market1.001.502.002.503.001.71
Calmar ratio
The chart of Calmar ratio for BUFD, currently valued at 5.44, compared to the broader market0.005.0010.0015.005.44
Martin ratio
The chart of Martin ratio for BUFD, currently valued at 32.34, compared to the broader market0.0020.0040.0060.0080.00100.00120.0032.34
AGG
Sharpe ratio
The chart of Sharpe ratio for AGG, currently valued at 1.40, compared to the broader market-2.000.002.004.006.001.40
Sortino ratio
The chart of Sortino ratio for AGG, currently valued at 2.06, compared to the broader market0.005.0010.002.06
Omega ratio
The chart of Omega ratio for AGG, currently valued at 1.25, compared to the broader market1.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for AGG, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.56
Martin ratio
The chart of Martin ratio for AGG, currently valued at 5.12, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.12

BUFD vs. AGG - Sharpe Ratio Comparison

The current BUFD Sharpe Ratio is 3.33, which is higher than the AGG Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of BUFD and AGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.33
1.40
BUFD
AGG

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 3.93%.


TTM20232022202120202019201820172016201520142013
BUFD
FT Cboe Vest Fund of 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%
AGG
iShares Core U.S. Aggregate Bond ETF
3.93%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%

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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-7.04%
BUFD
AGG

Volatility

BUFD vs. AGG - Volatility Comparison

The current volatility for FT Cboe Vest Fund of Deep Buffer ETF (BUFD) is 1.50%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.68%. 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.


0.50%1.00%1.50%2.00%2.50%3.00%JuneJulyAugustSeptemberOctoberNovember
1.50%
1.68%
BUFD
AGG