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BUFG vs. BUFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFG and BUFR is 0.96, 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.

BUFG vs. BUFR

Last updated Jun 1, 2025

Compare and contrast key facts about FT Cboe Vest Buffered Allocation Growth ETF (BUFG) and FT Cboe Vest Fund of Buffer ETFs (BUFR).

BUFG and BUFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BUFG is an actively managed fund by FT Vest. It was launched on Oct 26, 2021. BUFR is an actively managed fund by First Trust. It was launched on Aug 10, 2020.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BUFG or BUFR.

Performance

BUFG vs. BUFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Buffered Allocation Growth ETF (BUFG) and FT Cboe Vest Fund of Buffer ETFs (BUFR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BUFG:

0.69

BUFR:

0.74

Sortino Ratio

BUFG:

0.97

BUFR:

1.02

Omega Ratio

BUFG:

1.14

BUFR:

1.16

Calmar Ratio

BUFG:

0.62

BUFR:

0.62

Martin Ratio

BUFG:

2.53

BUFR:

2.64

Ulcer Index

BUFG:

3.23%

BUFR:

3.02%

Daily Std Dev

BUFG:

13.38%

BUFR:

11.70%

Max Drawdown

BUFG:

-17.62%

BUFR:

-13.73%

Current Drawdown

BUFG:

-1.94%

BUFR:

-1.76%

Returns By Period

The year-to-date returns for both stocks are quite close, with BUFG having a 0.98% return and BUFR slightly lower at 0.95%.

BUFG

YTD

0.98%

1M

4.34%

6M

-0.15%

1Y

8.41%

3Y*

9.76%

5Y*

N/A

10Y*

N/A

BUFR

YTD

0.95%

1M

3.88%

6M

0.26%

1Y

8.12%

3Y*

11.07%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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FT Cboe Vest Buffered Allocation Growth ETF

FT Cboe Vest Fund of Buffer ETFs

BUFG vs. BUFR - Expense Ratio Comparison

Both BUFG and BUFR have an expense ratio of 1.05%.

BUFG
FT Cboe Vest Buffered Allocation Growth ETF
BUFR
FT Cboe Vest Fund of Buffer ETFs
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BUFG vs. BUFR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BUFG
The Risk-Adjusted Performance Rank of BUFG is 6060
Overall Rank
The Sharpe Ratio Rank of BUFG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFG is 5656
Sortino Ratio Rank
The Omega Ratio Rank of BUFG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of BUFG is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BUFG is 6363
Martin Ratio Rank
BUFR
The Risk-Adjusted Performance Rank of BUFR is 6363
Overall Rank
The Sharpe Ratio Rank of BUFR is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFR is 5959
Sortino Ratio Rank
The Omega Ratio Rank of BUFR is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BUFR is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BUFR is 6464
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.

BUFG vs. BUFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Buffered Allocation Growth ETF (BUFG) and FT Cboe Vest Fund of Buffer ETFs (BUFR). 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 BUFG Sharpe Ratio is 0.69, which is comparable to the BUFR Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of BUFG and BUFR, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BUFG vs. BUFR - Dividend Comparison

Neither BUFG nor BUFR has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

BUFG vs. BUFR - Drawdown Comparison

The maximum BUFG drawdown since its inception was -17.62%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for BUFG and BUFR.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BUFG vs. BUFR - Volatility Comparison

FT Cboe Vest Buffered Allocation Growth ETF (BUFG) has a higher volatility of 3.59% compared to FT Cboe Vest Fund of Buffer ETFs (BUFR) at 3.33%. This indicates that BUFG's price experiences larger fluctuations and is considered to be riskier than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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