BUFD vs. HELO
Compare and contrast key facts about FT Cboe Vest Fund of Deep Buffer ETF (BUFD) and JPMorgan Hedged Equity Laddered Overlay ETF (HELO).
BUFD and HELO 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. HELO is an actively managed fund by JPMorgan Chase. It was launched on Sep 28, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BUFD or HELO.
Performance
BUFD vs. HELO - Performance Comparison
Returns By Period
In the year-to-date period, BUFD achieves a 12.33% return, which is significantly lower than HELO's 18.73% return.
BUFD
12.33%
0.99%
6.69%
15.12%
N/A
N/A
HELO
18.73%
0.90%
10.16%
20.70%
N/A
N/A
Key characteristics
| BUFD | HELO | |
|---|---|---|
| Sharpe Ratio | 2.94 | 3.03 |
| Sortino Ratio | 4.05 | 4.31 |
| Omega Ratio | 1.60 | 1.64 |
| Calmar Ratio | 4.60 | 5.03 |
| Martin Ratio | 27.10 | 24.23 |
| Ulcer Index | 0.57% | 0.86% |
| Daily Std Dev | 5.22% | 6.91% |
| Max Drawdown | -10.75% | -4.16% |
| Current Drawdown | -0.08% | -0.59% |
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BUFD vs. HELO - Expense Ratio Comparison
BUFD has a 1.05% expense ratio, which is higher than HELO's 0.50% expense ratio.
Correlation
The correlation between BUFD and HELO is 0.80, 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. HELO - 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 JPMorgan Hedged Equity Laddered Overlay ETF (HELO). 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. HELO - Dividend Comparison
BUFD has not paid dividends to shareholders, while HELO's dividend yield for the trailing twelve months is around 0.51%.
| TTM | 2023 | |
|---|---|---|
BUFD FT Cboe Vest Fund of Deep Buffer ETF | 0.00% | 0.00% |
HELO JPMorgan Hedged Equity Laddered Overlay ETF | 0.51% | 0.19% |
Drawdowns
BUFD vs. HELO - Drawdown Comparison
The maximum BUFD drawdown since its inception was -10.75%, which is greater than HELO's maximum drawdown of -4.16%. Use the drawdown chart below to compare losses from any high point for BUFD and HELO. For additional features, visit the drawdowns tool.
Volatility
BUFD vs. HELO - Volatility Comparison
The current volatility for FT Cboe Vest Fund of Deep Buffer ETF (BUFD) is 1.54%, while JPMorgan Hedged Equity Laddered Overlay ETF (HELO) has a volatility of 2.51%. This indicates that BUFD experiences smaller price fluctuations and is considered to be less risky than HELO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.