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BUFD vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUFD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Deep Buffer ETF (BUFD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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BUFD vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BUFD
FT Vest Laddered Deep Buffer ETF
-0.85%10.66%12.42%15.40%-7.70%5.97%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%25.34%

Returns By Period

In the year-to-date period, BUFD achieves a -0.85% return, which is significantly higher than VOO's -4.42% return.


BUFD

1D
1.52%
1M
-1.65%
YTD
-0.85%
6M
1.30%
1Y
12.22%
3Y*
11.08%
5Y*
6.54%
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUFD vs. VOO - Expense Ratio Comparison

BUFD has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

BUFD vs. VOO — Risk / Return Rank

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

BUFD
BUFD Risk / Return Rank: 8181
Overall Rank
BUFD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BUFD Sortino Ratio Rank: 8080
Sortino Ratio Rank
BUFD Omega Ratio Rank: 8585
Omega Ratio Rank
BUFD Calmar Ratio Rank: 7575
Calmar Ratio Rank
BUFD Martin Ratio Rank: 8888
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Deep Buffer ETF (BUFD) and Vanguard S&P 500 ETF (VOO). 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.


BUFDVOODifference

Sharpe ratio

Return per unit of total volatility

1.36

0.98

+0.38

Sortino ratio

Return per unit of downside risk

2.01

1.50

+0.52

Omega ratio

Gain probability vs. loss probability

1.33

1.23

+0.11

Calmar ratio

Return relative to maximum drawdown

1.93

1.53

+0.39

Martin ratio

Return relative to average drawdown

10.57

7.29

+3.27

BUFD vs. VOO - Sharpe Ratio Comparison

The current BUFD Sharpe Ratio is 1.36, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BUFD and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BUFDVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.98

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.70

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.83

+0.04

Correlation

The correlation between BUFD and VOO is 0.89, 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.


Dividends

BUFD vs. VOO - Dividend Comparison

BUFD has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

BUFD vs. VOO - Drawdown Comparison

The maximum BUFD drawdown since its inception was -10.75%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BUFD and VOO.


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Drawdown Indicators


BUFDVOODifference

Max Drawdown

Largest peak-to-trough decline

-10.75%

-33.99%

+23.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-11.98%

+5.41%

Max Drawdown (5Y)

Largest decline over 5 years

-10.75%

-24.52%

+13.77%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-1.96%

-6.29%

+4.33%

Average Drawdown

Average peak-to-trough decline

-2.03%

-3.72%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

2.52%

-1.32%

Volatility

BUFD vs. VOO - Volatility Comparison

The current volatility for FT Vest Laddered Deep Buffer ETF (BUFD) is 2.69%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that BUFD experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFDVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

5.29%

-2.60%

Volatility (6M)

Calculated over the trailing 6-month period

4.10%

9.44%

-5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

9.04%

18.10%

-9.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

16.82%

-9.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.63%

17.99%

-10.36%