BUFG vs. DMAR

Last updated Apr 1, 2026

Compare and contrast key facts about FT Cboe Vest Buffered Allocation Growth ETF (BUFG) and FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR).

BUFG and DMAR 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. DMAR is an actively managed fund by FT Vest. It was launched on Mar 18, 2021.

Performance

BUFG vs. DMAR - 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 U.S. Equity Deep Buffer ETF - March (DMAR). The values are adjusted to include any dividend payments, if applicable.

BUFG vs. DMAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BUFG FT Cboe Vest Buffered Allocation Growth ETF	-2.40%	12.33%	15.13%	18.49%	-11.61%	1.80%
DMAR FT Cboe Vest U.S. Equity Deep Buffer ETF - March	1.79%	9.13%	12.74%	12.25%	-5.48%	1.05%

Returns By Period

In the year-to-date period, BUFG achieves a -2.40% return, which is significantly lower than DMAR's 1.79% return.

BUFG

• 1D: 2.17%
• 1M: -3.00%
• YTD: -2.40%
• 6M: -0.30%
• 1Y: 12.91%
• 3Y*: 12.33%
• 5Y*: —
• 10Y*: —

DMAR

• 1D: 1.41%
• 1M: 0.84%
• YTD: 1.79%
• 6M: 4.00%
• 1Y: 12.53%
• 3Y*: 11.15%
• 5Y*: 7.05%
• 10Y*: —

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

BUFG vs. DMAR - Expense Ratio Comparison

BUFG has a 1.05% expense ratio, which is higher than DMAR's 0.85% expense ratio.

BUFG

FT Cboe Vest Buffered Allocation Growth ETF

DMAR

FT Cboe Vest U.S. Equity Deep Buffer ETF - March

Return for Risk

BUFG vs. DMAR — Risk / Return Rank

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

BUFG

BUFG Risk / Return Rank: 64
BUFG Sharpe Ratio Rank: 56
BUFG Sortino Ratio Rank: 61
BUFG Omega Ratio Rank: 66
BUFG Calmar Ratio Rank: 62
BUFG Martin Ratio Rank: 77

DMAR

DMAR Risk / Return Rank: 87
DMAR Sharpe Ratio Rank: 83
DMAR Sortino Ratio Rank: 88
DMAR Omega Ratio Rank: 96
DMAR Calmar Ratio Rank: 76
DMAR Martin Ratio Rank: 93

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. DMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Buffered Allocation Growth ETF (BUFG) and FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR). 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	DMAR	Difference
Sharpe ratio Return per unit of total volatility	1.04	1.66	-0.62
Sortino ratio Return per unit of downside risk	1.60	2.45	-0.85
Omega ratio Gain probability vs. loss probability	1.25	1.51	-0.27
Calmar ratio Return relative to maximum drawdown	1.60	2.08	-0.48
Martin ratio Return relative to average drawdown	8.47	13.69	-5.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BUFG vs. DMAR - Sharpe Ratio Comparison

The current BUFG Sharpe Ratio is 1.04, which is lower than the DMAR Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of BUFG and DMAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BUFG	DMAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.04	1.66	-0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	1.03	-0.45

Correlation

The correlation between BUFG and DMAR is 0.87, 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

BUFG vs. DMAR - Dividend Comparison

Neither BUFG nor DMAR has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

BUFG vs. DMAR - Drawdown Comparison

The maximum BUFG drawdown since its inception was -17.62%, which is greater than DMAR's maximum drawdown of -9.84%. Use the drawdown chart below to compare losses from any high point for BUFG and DMAR.

Drawdown Indicators

	BUFG	DMAR	Difference
Max Drawdown Largest peak-to-trough decline	-17.62%	-9.84%	-7.78%
Max Drawdown (1Y) Largest decline over 1 year	-8.49%	-6.15%	-2.34%
Max Drawdown (5Y) Largest decline over 5 years	—	-9.84%	—
Current Drawdown Current decline from peak	-3.69%	-0.14%	-3.55%
Average Drawdown Average peak-to-trough decline	-3.74%	-1.91%	-1.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	0.93%	+0.67%

Volatility

BUFG vs. DMAR - Volatility Comparison

FT Cboe Vest Buffered Allocation Growth ETF (BUFG) has a higher volatility of 3.88% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) at 1.94%. This indicates that BUFG's price experiences larger fluctuations and is considered to be riskier than DMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUFG	DMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	1.94%	+1.94%
Volatility (6M) Calculated over the trailing 6-month period	6.07%	2.71%	+3.36%
Volatility (1Y) Calculated over the trailing 1-year period	12.54%	7.59%	+4.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.00%	7.06%	+4.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.00%	7.05%	+4.95%