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BUFG vs. RBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFG vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Buffered Allocation Growth ETF (BUFG) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUFG achieves a 5.63% return, which is significantly higher than RBIL's 2.32% return.


BUFG

1D
-0.52%
1M
-0.07%
YTD
5.63%
6M
5.13%
1Y
15.81%
3Y*
13.66%
5Y*
10Y*

RBIL

1D
0.01%
1M
-0.19%
YTD
2.32%
6M
2.37%
1Y
4.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUFG vs. RBIL - Yearly Performance Comparison


Correlation

The correlation between BUFG and RBIL is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.21

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2025

-0.19

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Return for Risk

BUFG vs. RBIL — Risk / Return Rank

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

BUFG
BUFG Risk / Return Rank: 7171
Overall Rank
BUFG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BUFG Sortino Ratio Rank: 7272
Sortino Ratio Rank
BUFG Omega Ratio Rank: 7474
Omega Ratio Rank
BUFG Calmar Ratio Rank: 6161
Calmar Ratio Rank
BUFG Martin Ratio Rank: 8080
Martin Ratio Rank

RBIL
RBIL Risk / Return Rank: 9797
Overall Rank
RBIL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RBIL Sortino Ratio Rank: 9898
Sortino Ratio Rank
RBIL Omega Ratio Rank: 9898
Omega Ratio Rank
RBIL Calmar Ratio Rank: 9696
Calmar Ratio Rank
RBIL Martin Ratio Rank: 9797
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.

BUFG vs. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Buffered Allocation Growth ETF (BUFG) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BUFGRBILDifference
Sharpe ratioReturn per unit of total volatility

-2.27

Sortino ratioReturn per unit of downside risk

-3.71

Omega ratioGain probability vs. loss probability

1.40

2.13

-0.73

Calmar ratioReturn relative to maximum drawdown

2.77

7.82

-5.05

Martin ratioReturn relative to average drawdown

14.37

42.95

-28.58

BUFG vs. RBIL - Sharpe Ratio Comparison

The current BUFG Sharpe Ratio is 2.08, which is lower than the RBIL Sharpe Ratio of 4.35. The chart below compares the historical Sharpe Ratios of BUFG and RBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BUFG vs. RBIL - Drawdown Comparison

The maximum BUFG drawdown since its inception was -17.62%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for BUFG and RBIL.


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Drawdown Indicators


BUFGRBILDifference

Max Drawdown

Largest peak-to-trough decline

-17.62%

-0.52%

-17.10%

Max Drawdown (1Y)

Largest decline over 1 year

-5.74%

-0.52%

-5.22%

Max Drawdown (3Y)

Largest decline over 3 years

-13.20%

Current Drawdown

Current decline from peak

-1.02%

-0.50%

-0.52%

Average Drawdown

Average peak-to-trough decline

-3.58%

-0.07%

-3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

0.10%

+1.00%

Volatility

BUFG vs. RBIL - Volatility Comparison

FT Cboe Vest Buffered Allocation Growth ETF (BUFG) has a higher volatility of 2.34% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that BUFG's price experiences larger fluctuations and is considered to be riskier than RBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFGRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

0.36%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

6.13%

0.85%

+5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

7.69%

0.95%

+6.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.81%

1.07%

+10.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.81%

1.07%

+10.74%

BUFG vs. RBIL - Expense Ratio Comparison

BUFG has a 1.05% expense ratio, which is higher than RBIL's 0.17% expense ratio.


Dividends

BUFG vs. RBIL - Dividend Comparison

BUFG has not paid dividends to shareholders, while RBIL's dividend yield for the trailing twelve months is around 4.38%.


Frequently Asked Questions


BUFG and RBIL have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BUFG has higher volatility (2.34%) compared to RBIL (0.36%). In terms of maximum drawdown, BUFG dropped -17.62% vs RBIL's -0.52%.

On 1-year performance, BUFG leads with 15.81% vs 4.07% for RBIL. On fees, RBIL is cheaper at 0.17% per year. On volatility, RBIL has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BUFG has performed better with a 15.81% return vs 4.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RBIL is cheaper with a 0.17% expense ratio, compared with 1.05% for BUFG.

RBIL has the higher dividend yield at 4.38%, compared with 0.00% for BUFG.

BUFG is categorized as Options Trading, while RBIL is Inflation-Protected Bonds. They also come from different issuers: FT Vest and F/m. Their fees differ too: 1.05% for BUFG and 0.17% for RBIL.

RBIL currently has the higher Sharpe Ratio (4.35 vs 2.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BUFG and RBIL

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