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

Performance

BUFD vs. BSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Fund of Deep Buffer ETF (BUFD) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
6.29%
3.72%
BUFD
BSCR

Returns By Period

In the year-to-date period, BUFD achieves a 12.42% return, which is significantly higher than BSCR's 3.88% return.


BUFD

YTD

12.42%

1M

1.31%

6M

6.29%

1Y

15.16%

5Y (annualized)

N/A

10Y (annualized)

N/A

BSCR

YTD

3.88%

1M

-0.15%

6M

3.71%

1Y

7.04%

5Y (annualized)

1.60%

10Y (annualized)

N/A

Key characteristics


BUFDBSCR
Sharpe Ratio2.912.32
Sortino Ratio4.023.60
Omega Ratio1.591.47
Calmar Ratio4.560.83
Martin Ratio26.8912.48
Ulcer Index0.57%0.55%
Daily Std Dev5.22%2.97%
Max Drawdown-10.75%-17.26%
Current Drawdown0.00%-1.79%

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BUFD vs. BSCR - Expense Ratio Comparison

BUFD has a 1.05% expense ratio, which is higher than BSCR's 0.10% 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 BSCR: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.2

The correlation between BUFD and BSCR is 0.25, 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.

Risk-Adjusted Performance

BUFD vs. BSCR - 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 Invesco BulletShares 2027 Corporate Bond ETF (BSCR). 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.


Sharpe ratio
The chart of Sharpe ratio for BUFD, currently valued at 2.91, compared to the broader market0.002.004.002.912.32
The chart of Sortino ratio for BUFD, currently valued at 4.02, compared to the broader market-2.000.002.004.006.008.0010.0012.004.023.60
The chart of Omega ratio for BUFD, currently valued at 1.59, compared to the broader market0.501.001.502.002.503.001.591.47
The chart of Calmar ratio for BUFD, currently valued at 4.56, compared to the broader market0.005.0010.0015.0020.004.560.84
The chart of Martin ratio for BUFD, currently valued at 26.89, compared to the broader market0.0020.0040.0060.0080.00100.0026.8912.48
BUFD
BSCR

The current BUFD Sharpe Ratio is 2.91, which is comparable to the BSCR Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of BUFD and BSCR, 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 Ratio1.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.91
2.32
BUFD
BSCR

Dividends

BUFD vs. BSCR - Dividend Comparison

BUFD has not paid dividends to shareholders, while BSCR's dividend yield for the trailing twelve months is around 4.28%.


TTM2023202220212020201920182017
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%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.28%3.74%2.65%2.12%2.46%3.38%3.33%0.78%

Drawdowns

BUFD vs. BSCR - Drawdown Comparison

The maximum BUFD drawdown since its inception was -10.75%, smaller than the maximum BSCR drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for BUFD and BSCR. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-1.78%
BUFD
BSCR

Volatility

BUFD vs. BSCR - Volatility Comparison

FT Cboe Vest Fund of Deep Buffer ETF (BUFD) has a higher volatility of 1.54% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.63%. This indicates that BUFD's price experiences larger fluctuations and is considered to be riskier than BSCR 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
1.54%
0.63%
BUFD
BSCR