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BUFEX vs. VTIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFEX and VTIAX is 0.81, 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.


Performance

BUFEX vs. VTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo Large Cap Fund (BUFEX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BUFEX:

0.47

VTIAX:

0.75

Sortino Ratio

BUFEX:

0.80

VTIAX:

1.02

Omega Ratio

BUFEX:

1.11

VTIAX:

1.14

Calmar Ratio

BUFEX:

0.49

VTIAX:

0.79

Martin Ratio

BUFEX:

1.65

VTIAX:

2.46

Ulcer Index

BUFEX:

6.42%

VTIAX:

4.21%

Daily Std Dev

BUFEX:

22.75%

VTIAX:

15.60%

Max Drawdown

BUFEX:

-53.78%

VTIAX:

-35.82%

Current Drawdown

BUFEX:

-5.38%

VTIAX:

-0.45%

Returns By Period

In the year-to-date period, BUFEX achieves a -0.98% return, which is significantly lower than VTIAX's 13.11% return. Over the past 10 years, BUFEX has outperformed VTIAX with an annualized return of 13.44%, while VTIAX has yielded a comparatively lower 5.29% annualized return.


BUFEX

YTD

-0.98%

1M

14.01%

6M

-0.36%

1Y

10.61%

3Y*

19.36%

5Y*

15.65%

10Y*

13.44%

VTIAX

YTD

13.11%

1M

7.13%

6M

11.71%

1Y

11.57%

3Y*

9.67%

5Y*

11.21%

10Y*

5.29%

*Annualized

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BUFEX vs. VTIAX - Expense Ratio Comparison

BUFEX has a 0.93% expense ratio, which is higher than VTIAX's 0.11% expense ratio.


Risk-Adjusted Performance

BUFEX vs. VTIAX — Risk-Adjusted Performance Rank

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

BUFEX
The Risk-Adjusted Performance Rank of BUFEX is 5858
Overall Rank
The Sharpe Ratio Rank of BUFEX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFEX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BUFEX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of BUFEX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BUFEX is 5656
Martin Ratio Rank

VTIAX
The Risk-Adjusted Performance Rank of VTIAX is 7272
Overall Rank
The Sharpe Ratio Rank of VTIAX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIAX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VTIAX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VTIAX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VTIAX is 6969
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.

BUFEX vs. VTIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Large Cap Fund (BUFEX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.


The current BUFEX Sharpe Ratio is 0.47, which is lower than the VTIAX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of BUFEX and VTIAX, 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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Dividends

BUFEX vs. VTIAX - Dividend Comparison

BUFEX has not paid dividends to shareholders, while VTIAX's dividend yield for the trailing twelve months is around 2.90%.


TTM20242023202220212020201920182017201620152014
BUFEX
Buffalo Large Cap Fund
0.00%0.00%0.03%0.00%0.00%0.14%0.19%0.41%0.14%0.53%0.16%0.20%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
2.90%3.33%3.21%3.04%3.05%2.10%3.04%3.16%2.73%2.93%2.84%3.40%

Drawdowns

BUFEX vs. VTIAX - Drawdown Comparison

The maximum BUFEX drawdown since its inception was -53.78%, which is greater than VTIAX's maximum drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for BUFEX and VTIAX. For additional features, visit the drawdowns tool.


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Volatility

BUFEX vs. VTIAX - Volatility Comparison

Buffalo Large Cap Fund (BUFEX) has a higher volatility of 5.16% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 2.64%. This indicates that BUFEX's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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