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

Correlation

The correlation between BUFD and PHEQ is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

BUFD vs. PHEQ - 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 Parametric Hedged Equity ETF (PHEQ). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
11.15%
12.50%
BUFD
PHEQ

Key characteristics

Sharpe Ratio

BUFD:

0.02

PHEQ:

0.15

Sortino Ratio

BUFD:

0.07

PHEQ:

0.23

Omega Ratio

BUFD:

1.01

PHEQ:

1.04

Calmar Ratio

BUFD:

0.01

PHEQ:

0.12

Martin Ratio

BUFD:

0.08

PHEQ:

0.69

Ulcer Index

BUFD:

1.52%

PHEQ:

1.95%

Daily Std Dev

BUFD:

7.87%

PHEQ:

9.21%

Max Drawdown

BUFD:

-10.75%

PHEQ:

-11.69%

Current Drawdown

BUFD:

-9.50%

PHEQ:

-11.69%

Returns By Period

In the year-to-date period, BUFD achieves a -7.45% return, which is significantly higher than PHEQ's -8.70% return.


BUFD

YTD

-7.45%

1M

-7.55%

6M

-5.78%

1Y

0.53%

5Y*

N/A

10Y*

N/A

PHEQ

YTD

-8.70%

1M

-9.10%

6M

-5.34%

1Y

1.00%

5Y*

N/A

10Y*

N/A

*Annualized

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. PHEQ - Expense Ratio Comparison

BUFD has a 1.05% expense ratio, which is higher than PHEQ's 0.29% expense ratio.


BUFD
FT Cboe Vest Fund of Deep Buffer ETF
Expense ratio chart for BUFD: current value is 1.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BUFD: 1.05%
Expense ratio chart for PHEQ: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PHEQ: 0.29%

Risk-Adjusted Performance

BUFD vs. PHEQ — Risk-Adjusted Performance Rank

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

BUFD
The Risk-Adjusted Performance Rank of BUFD is 3434
Overall Rank
The Sharpe Ratio Rank of BUFD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFD is 3232
Sortino Ratio Rank
The Omega Ratio Rank of BUFD is 3232
Omega Ratio Rank
The Calmar Ratio Rank of BUFD is 3636
Calmar Ratio Rank
The Martin Ratio Rank of BUFD is 3636
Martin Ratio Rank

PHEQ
The Risk-Adjusted Performance Rank of PHEQ is 5757
Overall Rank
The Sharpe Ratio Rank of PHEQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of PHEQ is 5454
Sortino Ratio Rank
The Omega Ratio Rank of PHEQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of PHEQ is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PHEQ is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BUFD vs. PHEQ - 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 Parametric Hedged Equity ETF (PHEQ). 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 0.02, compared to the broader market-1.000.001.002.003.004.00
BUFD: 0.02
PHEQ: 0.15
The chart of Sortino ratio for BUFD, currently valued at 0.07, compared to the broader market-2.000.002.004.006.008.0010.00
BUFD: 0.07
PHEQ: 0.23
The chart of Omega ratio for BUFD, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
BUFD: 1.01
PHEQ: 1.04
The chart of Calmar ratio for BUFD, currently valued at 0.01, compared to the broader market0.005.0010.0015.00
BUFD: 0.01
PHEQ: 0.12
The chart of Martin ratio for BUFD, currently valued at 0.08, compared to the broader market0.0020.0040.0060.0080.00
BUFD: 0.08
PHEQ: 0.69

The current BUFD Sharpe Ratio is 0.02, which is lower than the PHEQ Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of BUFD and PHEQ, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.02
0.15
BUFD
PHEQ

Dividends

BUFD vs. PHEQ - Dividend Comparison

BUFD has not paid dividends to shareholders, while PHEQ's dividend yield for the trailing twelve months is around 1.59%.


TTM20242023
BUFD
FT Cboe Vest Fund of Deep Buffer ETF
0.00%0.00%0.00%
PHEQ
Parametric Hedged Equity ETF
1.59%1.40%1.72%

Drawdowns

BUFD vs. PHEQ - Drawdown Comparison

The maximum BUFD drawdown since its inception was -10.75%, smaller than the maximum PHEQ drawdown of -11.69%. Use the drawdown chart below to compare losses from any high point for BUFD and PHEQ. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.50%
-11.69%
BUFD
PHEQ

Volatility

BUFD vs. PHEQ - Volatility Comparison

The current volatility for FT Cboe Vest Fund of Deep Buffer ETF (BUFD) is 5.24%, while Parametric Hedged Equity ETF (PHEQ) has a volatility of 6.63%. This indicates that BUFD experiences smaller price fluctuations and is considered to be less risky than PHEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
5.24%
6.63%
BUFD
PHEQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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