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

Performance

BUFD vs. BUFZ - 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 FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
6.69%
5.94%
BUFD
BUFZ

Returns By Period

In the year-to-date period, BUFD achieves a 12.33% return, which is significantly higher than BUFZ's 11.44% return.


BUFD

YTD

12.33%

1M

0.99%

6M

6.69%

1Y

15.12%

5Y (annualized)

N/A

10Y (annualized)

N/A

BUFZ

YTD

11.44%

1M

0.84%

6M

5.94%

1Y

14.15%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


BUFDBUFZ
Sharpe Ratio2.943.12
Sortino Ratio4.054.34
Omega Ratio1.601.68
Calmar Ratio4.604.69
Martin Ratio27.1028.22
Ulcer Index0.57%0.51%
Daily Std Dev5.22%4.63%
Max Drawdown-10.75%-3.08%
Current Drawdown-0.08%-0.04%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BUFD vs. BUFZ - Expense Ratio Comparison

Both BUFD and BUFZ have an expense ratio of 1.05%.


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 BUFZ: 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%

Correlation

-0.50.00.51.00.8

The correlation between BUFD and BUFZ is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

BUFD vs. BUFZ - 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 FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ). 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 2.94, compared to the broader market0.002.004.002.943.12
The chart of Sortino ratio for BUFD, currently valued at 4.05, compared to the broader market-2.000.002.004.006.008.0010.0012.004.054.34
The chart of Omega ratio for BUFD, currently valued at 1.60, compared to the broader market0.501.001.502.002.503.001.601.68
The chart of Calmar ratio for BUFD, currently valued at 4.60, compared to the broader market0.005.0010.0015.004.604.69
The chart of Martin ratio for BUFD, currently valued at 27.10, compared to the broader market0.0020.0040.0060.0080.00100.0027.1028.22
BUFD
BUFZ

The current BUFD Sharpe Ratio is 2.94, which is comparable to the BUFZ Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of BUFD and BUFZ, 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 Ratio2.803.003.203.403.603.804.004.20Wed 30NovemberNov 03Tue 05Thu 07Sat 09Mon 11Wed 13Fri 15Nov 17Tue 19Thu 21
2.94
3.12
BUFD
BUFZ

Dividends

BUFD vs. BUFZ - Dividend Comparison

Neither BUFD nor BUFZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BUFD vs. BUFZ - Drawdown Comparison

The maximum BUFD drawdown since its inception was -10.75%, which is greater than BUFZ's maximum drawdown of -3.08%. Use the drawdown chart below to compare losses from any high point for BUFD and BUFZ. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.08%
-0.04%
BUFD
BUFZ

Volatility

BUFD vs. BUFZ - Volatility Comparison

FT Cboe Vest Fund of Deep Buffer ETF (BUFD) has a higher volatility of 1.54% compared to FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ) at 1.44%. This indicates that BUFD's price experiences larger fluctuations and is considered to be riskier than BUFZ 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%
1.44%
BUFD
BUFZ