BUFH vs. BGDV

Last updated Jun 23, 2026

BUFH (FT Vest Laddered Max Buffer ETF) and BGDV (Bahl & Gaynor Dividend ETF) are both exchange-traded funds - BUFH is a Defined Outcome fund managed by First Trust, while BGDV is a Large Cap Blend Equities fund actively managed by Bahl & Gaynor. A 0.62 correlation means they provide meaningful diversification when combined. BUFH charges 0.95%/yr vs 0.45%/yr for BGDV.

Performance

BUFH vs. BGDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Max Buffer ETF (BUFH) and Bahl & Gaynor Dividend ETF (BGDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUFH achieves a 2.49% return, which is significantly lower than BGDV's 13.55% return.

BUFH

• 1D: -0.05%
• 1M: 0.21%
• YTD: 2.49%
• 6M: 2.59%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BGDV

• 1D: -0.21%
• 1M: 2.58%
• YTD: 13.55%
• 6M: 13.46%
• 1Y: 27.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BUFH vs. BGDV - Yearly Performance Comparison

	2026 (YTD)	2025
BUFH FT Vest Laddered Max Buffer ETF	2.49%	3.81%
BGDV Bahl & Gaynor Dividend ETF	13.55%	10.23%

Correlation

The correlation between BUFH and BGDV is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025	0.62

Return for Risk

BUFH vs. BGDV — Risk / Return Rank

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

BUFH

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BGDV

BGDV Risk / Return Rank: 78
BGDV Sharpe Ratio Rank: 80
BGDV Sortino Ratio Rank: 82
BGDV Omega Ratio Rank: 78
BGDV Calmar Ratio Rank: 69
BGDV Martin Ratio Rank: 79

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.

BUFH vs. BGDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Max Buffer ETF (BUFH) and Bahl & Gaynor Dividend ETF (BGDV). 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.

	BUFH	BGDV	Difference
Sharpe ratio: Return per unit of total volatility	—	2.46	—
Sortino ratio: Return per unit of downside risk	—	3.47	—
Omega ratio: Gain probability vs. loss probability	—	1.44	—
Calmar ratio: Return relative to maximum drawdown	—	3.33	—
Martin ratio: Return relative to average drawdown	—	15.10	—

Drawdowns

BUFH vs. BGDV - Drawdown Comparison

The maximum BUFH drawdown since its inception was -1.53%, smaller than the maximum BGDV drawdown of -14.80%. Use the drawdown chart below to compare losses from any high point for BUFH and BGDV.

Drawdown Indicators

	BUFH	BGDV	Difference
Max Drawdown Largest peak-to-trough decline	-1.53%	-14.80%	+13.27%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.41%	—
Current Drawdown Current decline from peak	-0.07%	-0.21%	+0.14%
Average Drawdown Average peak-to-trough decline	-0.18%	-2.10%	+1.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.85%	—

Volatility

Volatility by Period

	BUFH	BGDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	2.38%	11.38%	-9.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.38%	15.07%	-12.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.38%	15.07%	-12.69%

BUFH vs. BGDV - Expense Ratio Comparison

BUFH has a 0.95% expense ratio, which is higher than BGDV's 0.45% expense ratio.

Dividends

BUFH vs. BGDV - Dividend Comparison

BUFH has not paid dividends to shareholders, while BGDV's dividend yield for the trailing twelve months is around 0.97%.

Position	TTM	2025	2024
BGDV Bahl & Gaynor Dividend ETF	0.97%	1.13%	0.09%
BUFH FT Vest Laddered Max Buffer ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BUFH and BGDV in my portfolio?

BUFH and BGDV have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BUFH or BGDV?

On fees, BGDV is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BUFH or BGDV?

BGDV is cheaper with a 0.45% expense ratio, compared with 0.95% for BUFH.

Which ETF pays a higher dividend yield, BUFH or BGDV?

BGDV has the higher dividend yield at 0.97%, compared with 0.00% for BUFH.

What is the main difference between BUFH and BGDV?

BUFH is categorized as Defined Outcome, while BGDV is Large Cap Blend Equities. They also come from different issuers: First Trust and Bahl & Gaynor. Their fees differ too: 0.95% for BUFH and 0.45% for BGDV.