BUFG vs. APRQ

Last updated Jun 4, 2026

BUFG (FT Cboe Vest Buffered Allocation Growth ETF) and APRQ (Innovator Premium Income 40 Barrier ETF - April) are both Options Trading funds. Both are actively managed. BUFG charges 1.05%/yr vs 0.79%/yr for APRQ.

Performance

BUFG vs. APRQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Buffered Allocation Growth ETF (BUFG) and Innovator Premium Income 40 Barrier ETF - April (APRQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BUFG

• 1D: -0.30%
• 1M: 2.34%
• YTD: 6.40%
• 6M: 6.86%
• 1Y: 17.53%
• 3Y*: 14.30%
• 5Y*: —
• 10Y*: —

APRQ

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BUFG vs. APRQ - Yearly Performance Comparison

	2026 (YTD)
BUFG FT Cboe Vest Buffered Allocation Growth ETF	5.44%
APRQ Innovator Premium Income 40 Barrier ETF - April	0.00%

BUFG vs. APRQ - Sectors Allocation Comparison

Sectors	BUFG	APRQ
Technology	36.2%	32.0%
Financial Services	11.9%	13.7%
Communication Services	10.9%	9.9%
Consumer Cyclical	10.1%	11.6%
Healthcare	8.4%	10.5%
Industrials	8.1%	7.4%
Consumer Defensive	4.9%	5.5%
Energy	3.5%	3.2%
Utilities	2.3%	2.5%
Real Estate	1.9%	2.1%
Basic Materials	1.8%	1.7%

Return for Risk

BUFG vs. APRQ — Risk / Return Rank

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

BUFG

BUFG Risk / Return Rank: 73
BUFG Sharpe Ratio Rank: 71
BUFG Sortino Ratio Rank: 74
BUFG Omega Ratio Rank: 76
BUFG Calmar Ratio Rank: 62
BUFG Martin Ratio Rank: 81

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.

BUFG vs. APRQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Buffered Allocation Growth ETF (BUFG) and Innovator Premium Income 40 Barrier ETF - April (APRQ). 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.

	BUFG	APRQ	Difference
Sharpe ratio: Return per unit of total volatility	2.31	—	—
Sortino ratio: Return per unit of downside risk	3.34	—	—
Omega ratio: Gain probability vs. loss probability	1.45	—	—
Calmar ratio: Return relative to maximum drawdown	3.07	—	—
Martin ratio: Return relative to average drawdown	16.15	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BUFG	APRQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	—	—

Drawdowns

BUFG vs. APRQ - Drawdown Comparison

The maximum BUFG drawdown since its inception was -17.62%, which is greater than APRQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BUFG and APRQ.

Drawdown Indicators

	BUFG	APRQ	Difference
Max Drawdown Largest peak-to-trough decline	-17.62%	0.00%	-17.62%
Max Drawdown (1Y) Largest decline over 1 year	-5.74%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-13.20%	—	—
Current Drawdown Current decline from peak	-0.30%	0.00%	-0.30%
Average Drawdown Average peak-to-trough decline	-3.62%	0.00%	-3.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.09%	—	—

Volatility

Volatility by Period

	BUFG	APRQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.20%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.82%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	7.64%	0.00%	+7.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.84%	0.00%	+11.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.84%	0.00%	+11.84%

BUFG vs. APRQ - Expense Ratio Comparison

BUFG has a 1.05% expense ratio, which is higher than APRQ's 0.79% expense ratio.

Dividends

BUFG vs. APRQ - Dividend Comparison

Neither BUFG nor APRQ has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, BUFG or APRQ?

On fees, APRQ is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BUFG or APRQ?

APRQ is cheaper with a 0.79% expense ratio, compared with 1.05% for BUFG.

Which ETF pays a higher dividend yield, BUFG or APRQ?

BUFG and APRQ have nearly identical dividend yields, around 0.00%.

What is the main difference between BUFG and APRQ?

They also come from different issuers: FT Vest and Innovator. Their fees differ too: 1.05% for BUFG and 0.79% for APRQ.