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BUFGX vs. BUFDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUFGX vs. BUFDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo Growth Fund (BUFGX) and Buffalo Dividend Focus Fund (BUFDX). The values are adjusted to include any dividend payments, if applicable.

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BUFGX vs. BUFDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUFGX
Buffalo Growth Fund
-15.63%13.95%25.13%42.67%-31.19%21.52%28.29%31.89%0.69%22.76%
BUFDX
Buffalo Dividend Focus Fund
-3.24%8.39%20.13%20.07%-8.77%20.95%16.62%27.67%-5.06%17.64%

Returns By Period

In the year-to-date period, BUFGX achieves a -15.63% return, which is significantly lower than BUFDX's -3.24% return. Both investments have delivered pretty close results over the past 10 years, with BUFGX having a 11.43% annualized return and BUFDX not far ahead at 11.77%.


BUFGX

1D
0.25%
1M
-8.36%
YTD
-15.63%
6M
-13.92%
1Y
5.56%
3Y*
14.20%
5Y*
7.32%
10Y*
11.43%

BUFDX

1D
-0.18%
1M
-7.33%
YTD
-3.24%
6M
-2.28%
1Y
6.99%
3Y*
13.43%
5Y*
9.64%
10Y*
11.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUFGX vs. BUFDX - Expense Ratio Comparison

BUFGX has a 0.92% expense ratio, which is lower than BUFDX's 0.93% expense ratio.


Return for Risk

BUFGX vs. BUFDX — Risk / Return Rank

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

BUFGX
BUFGX Risk / Return Rank: 1010
Overall Rank
BUFGX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BUFGX Sortino Ratio Rank: 1212
Sortino Ratio Rank
BUFGX Omega Ratio Rank: 1212
Omega Ratio Rank
BUFGX Calmar Ratio Rank: 99
Calmar Ratio Rank
BUFGX Martin Ratio Rank: 99
Martin Ratio Rank

BUFDX
BUFDX Risk / Return Rank: 1919
Overall Rank
BUFDX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BUFDX Sortino Ratio Rank: 1717
Sortino Ratio Rank
BUFDX Omega Ratio Rank: 2020
Omega Ratio Rank
BUFDX Calmar Ratio Rank: 1717
Calmar Ratio Rank
BUFDX Martin Ratio Rank: 2222
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.

BUFGX vs. BUFDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Growth Fund (BUFGX) and Buffalo Dividend Focus Fund (BUFDX). 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.


BUFGXBUFDXDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.48

-0.21

Sortino ratio

Return per unit of downside risk

0.54

0.77

-0.23

Omega ratio

Gain probability vs. loss probability

1.07

1.12

-0.04

Calmar ratio

Return relative to maximum drawdown

0.16

0.50

-0.34

Martin ratio

Return relative to average drawdown

0.57

2.33

-1.76

BUFGX vs. BUFDX - Sharpe Ratio Comparison

The current BUFGX Sharpe Ratio is 0.26, which is lower than the BUFDX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of BUFGX and BUFDX, 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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Sharpe Ratios by Period


BUFGXBUFDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.48

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.68

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.74

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.82

-0.32

Correlation

The correlation between BUFGX and BUFDX is 0.86, 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

BUFGX vs. BUFDX - Dividend Comparison

BUFGX's dividend yield for the trailing twelve months is around 7.25%, more than BUFDX's 1.64% yield.


TTM20252024202320222021202020192018201720162015
BUFGX
Buffalo Growth Fund
7.25%6.12%8.55%5.55%4.77%9.90%4.97%13.60%34.64%20.49%0.00%18.46%
BUFDX
Buffalo Dividend Focus Fund
1.64%1.23%1.26%1.95%2.61%1.72%0.46%1.09%5.20%1.76%0.96%3.23%

Drawdowns

BUFGX vs. BUFDX - Drawdown Comparison

The maximum BUFGX drawdown since its inception was -50.17%, which is greater than BUFDX's maximum drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for BUFGX and BUFDX.


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Drawdown Indicators


BUFGXBUFDXDifference

Max Drawdown

Largest peak-to-trough decline

-50.17%

-33.11%

-17.06%

Max Drawdown (1Y)

Largest decline over 1 year

-17.63%

-11.95%

-5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-35.68%

-17.71%

-17.97%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

-33.11%

-2.57%

Current Drawdown

Current decline from peak

-17.42%

-7.66%

-9.76%

Average Drawdown

Average peak-to-trough decline

-9.00%

-3.17%

-5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

2.57%

+2.33%

Volatility

BUFGX vs. BUFDX - Volatility Comparison

Buffalo Growth Fund (BUFGX) has a higher volatility of 5.36% compared to Buffalo Dividend Focus Fund (BUFDX) at 3.95%. This indicates that BUFGX's price experiences larger fluctuations and is considered to be riskier than BUFDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFGXBUFDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

3.95%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

8.00%

+3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

21.59%

16.13%

+5.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.32%

14.20%

+7.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.63%

15.88%

+4.75%