BUFD vs. BTAL
Compare and contrast key facts about FT Cboe Vest Fund of Deep Buffer ETF (BUFD) and AGFiQ US Market Neutral Anti-Beta Fund (BTAL).
BUFD and BTAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BUFD is an actively managed fund by First Trust. It was launched on Jan 20, 2021. BTAL is a passively managed fund by AGF that tracks the performance of the Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index. It was launched on Sep 13, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BUFD or BTAL.
Performance
BUFD vs. BTAL - Performance Comparison
Returns By Period
In the year-to-date period, BUFD achieves a 12.33% return, which is significantly lower than BTAL's 13.27% return.
BUFD
12.33%
0.99%
6.69%
15.12%
N/A
N/A
BTAL
13.27%
-2.59%
0.42%
-0.02%
-2.19%
0.59%
Key characteristics
| BUFD | BTAL | |
|---|---|---|
| Sharpe Ratio | 2.94 | -0.01 |
| Sortino Ratio | 4.05 | 0.10 |
| Omega Ratio | 1.60 | 1.01 |
| Calmar Ratio | 4.60 | -0.01 |
| Martin Ratio | 27.10 | -0.04 |
| Ulcer Index | 0.57% | 5.13% |
| Daily Std Dev | 5.22% | 16.60% |
| Max Drawdown | -10.75% | -38.36% |
| Current Drawdown | -0.08% | -21.62% |
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BUFD vs. BTAL - Expense Ratio Comparison
BUFD has a 1.05% expense ratio, which is lower than BTAL's 2.11% expense ratio.
Correlation
The correlation between BUFD and BTAL is -0.57. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
BUFD vs. BTAL - 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 AGFiQ US 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.
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 5.42%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
BUFD FT Cboe Vest Fund of Deep Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 5.42% | 6.14% | 1.00% | 0.00% | 0.00% | 0.88% | 0.39% |
Drawdowns
BUFD vs. BTAL - Drawdown Comparison
The maximum BUFD drawdown since its inception was -10.75%, smaller than the maximum BTAL drawdown of -38.36%. Use the drawdown chart below to compare losses from any high point for BUFD and BTAL. For additional features, visit the drawdowns tool.
Volatility
BUFD vs. BTAL - Volatility Comparison
The current volatility for FT Cboe Vest Fund of Deep Buffer ETF (BUFD) is 1.54%, while AGFiQ US Market Neutral Anti-Beta Fund (BTAL) has a volatility of 3.77%. 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.