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BUFD vs. BTAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFD vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Deep Buffer ETF (BUFD) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUFD achieves a 4.64% return, which is significantly higher than BTAL's -21.82% return.


BUFD

1D
0.08%
1M
0.00%
YTD
4.64%
6M
4.12%
1Y
12.44%
3Y*
11.62%
5Y*
7.32%
10Y*

BTAL

1D
-0.09%
1M
-7.79%
YTD
-21.82%
6M
-20.63%
1Y
-35.93%
3Y*
-13.04%
5Y*
-5.19%
10Y*
-5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUFD vs. BTAL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BUFD
FT Vest Laddered Deep Buffer ETF
4.64%10.66%12.42%15.40%-7.70%5.86%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-21.82%-20.17%12.83%-15.11%20.48%-4.20%

Correlation

The correlation between BUFD and BTAL is -0.68, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.68

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

-0.57

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

-0.60

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2021

-0.58

The correlation between BUFD and BTAL shifts across timeframes, from -0.68 (1 year) to -0.57 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BUFD vs. BTAL — Risk / Return Rank

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

BUFD
BUFD Risk / Return Rank: 8686
Overall Rank
BUFD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BUFD Sortino Ratio Rank: 8989
Sortino Ratio Rank
BUFD Omega Ratio Rank: 8888
Omega Ratio Rank
BUFD Calmar Ratio Rank: 7878
Calmar Ratio Rank
BUFD Martin Ratio Rank: 9191
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 00
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 00
Sortino Ratio Rank
BTAL Omega Ratio Rank: 00
Omega Ratio Rank
BTAL Calmar Ratio Rank: 11
Calmar Ratio Rank
BTAL Martin Ratio Rank: 00
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.

BUFD vs. BTAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Deep Buffer ETF (BUFD) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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.


BUFDBTALDifference
Sharpe ratioReturn per unit of total volatility

+3.98

Sortino ratioReturn per unit of downside risk

+6.09

Omega ratioGain probability vs. loss probability

1.49

0.74

+0.75

Calmar ratioReturn relative to maximum drawdown

3.64

-0.96

+4.60

Martin ratioReturn relative to average drawdown

19.50

-1.81

+21.31

BUFD vs. BTAL - Sharpe Ratio Comparison

The current BUFD Sharpe Ratio is 2.40, which is higher than the BTAL Sharpe Ratio of -1.58. The chart below compares the historical Sharpe Ratios of BUFD and BTAL, 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

BUFD vs. BTAL - Drawdown Comparison

The maximum BUFD drawdown since its inception was -10.75%, smaller than the maximum BTAL drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for BUFD and BTAL.


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Drawdown Indicators


BUFDBTALDifference

Max Drawdown

Largest peak-to-trough decline

-10.75%

-52.70%

+41.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-37.60%

+34.17%

Max Drawdown (3Y)

Largest decline over 3 years

-10.15%

-47.83%

+37.68%

Max Drawdown (5Y)

Largest decline over 5 years

-10.75%

-47.83%

+37.08%

Max Drawdown (10Y)

Largest decline over 10 years

-52.70%

Current Drawdown

Current decline from peak

-0.64%

-51.27%

+50.63%

Average Drawdown

Average peak-to-trough decline

-1.95%

-22.06%

+20.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

20.14%

-19.50%

Volatility

BUFD vs. BTAL - Volatility Comparison

The current volatility for FT Vest Laddered Deep Buffer ETF (BUFD) is 1.67%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 9.29%. This indicates that BUFD experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFDBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

9.29%

-7.62%

Volatility (6M)

Calculated over the trailing 6-month period

4.17%

16.70%

-12.53%

Volatility (1Y)

Calculated over the trailing 1-year period

5.26%

22.83%

-17.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.75%

19.10%

-11.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

17.35%

-9.81%

BUFD vs. BTAL - Expense Ratio Comparison

BUFD has a 0.95% expense ratio, which is lower than BTAL's 1.40% expense ratio.


Dividends

BUFD vs. BTAL - Dividend Comparison

BUFD has not paid dividends to shareholders, while BTAL's dividend yield for the trailing twelve months is around 3.18%.


PositionTTM20252024202320222021202020192018
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
3.18%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%
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%

Frequently Asked Questions


BUFD and BTAL have a correlation of -0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (9.29%) compared to BUFD (1.67%). In terms of maximum drawdown, BUFD dropped -10.75% vs BTAL's -52.70%.

On 5-year performance, BUFD leads with 7.32% vs -5.19% for BTAL. On fees, BUFD is cheaper at 0.95% per year. On volatility, BUFD has been the lower-risk option at 1.67%. 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 7.32% return vs -5.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BUFD is cheaper with a 0.95% expense ratio, compared with 1.40% for BTAL.

BTAL has the higher dividend yield at 3.18%, compared with 0.00% for BUFD.

BUFD is categorized as Defined Outcome, while BTAL is Equity Market Neutral. They also come from different issuers: FT Vest and AGF. Their fees differ too: 0.95% for BUFD and 1.40% for BTAL.

BUFD currently has the higher Sharpe Ratio (2.40 vs -1.58), 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.

Portfolio Optimizer

Find the right allocation for BUFD and BTAL

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