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BUFH vs. VNSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFH vs. VNSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Max Buffer ETF (BUFH) and Natixis Vaughan Nelson Select ETF (VNSE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUFH achieves a 2.45% return, which is significantly lower than VNSE's 8.88% return.


BUFH

1D
-0.05%
1M
0.75%
YTD
2.45%
6M
2.82%
1Y
3Y*
5Y*
10Y*

VNSE

1D
-0.16%
1M
2.88%
YTD
8.88%
6M
8.63%
1Y
23.60%
3Y*
13.73%
5Y*
10.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUFH vs. VNSE - Yearly Performance Comparison


Correlation

The correlation between BUFH and VNSE is 0.67, 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 26, 2025

0.67

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Return for Risk

BUFH vs. VNSE — Risk / Return Rank

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

BUFH

VNSE
VNSE Risk / Return Rank: 4949
Overall Rank
VNSE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VNSE Sortino Ratio Rank: 5151
Sortino Ratio Rank
VNSE Omega Ratio Rank: 5050
Omega Ratio Rank
VNSE Calmar Ratio Rank: 4141
Calmar Ratio Rank
VNSE Martin Ratio Rank: 4949
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.

BUFH vs. VNSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Max Buffer ETF (BUFH) and Natixis Vaughan Nelson Select ETF (VNSE). 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.


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

BUFH vs. VNSE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BUFHVNSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

2.91

0.85

+2.06

Drawdowns

BUFH vs. VNSE - Drawdown Comparison

The maximum BUFH drawdown since its inception was -1.53%, smaller than the maximum VNSE drawdown of -24.21%. Use the drawdown chart below to compare losses from any high point for BUFH and VNSE.


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Drawdown Indicators


BUFHVNSEDifference

Max Drawdown

Largest peak-to-trough decline

-1.53%

-24.21%

+22.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

Max Drawdown (5Y)

Largest decline over 5 years

-24.21%

Current Drawdown

Current decline from peak

-0.05%

-0.29%

+0.24%

Average Drawdown

Average peak-to-trough decline

-0.18%

-5.52%

+5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

Volatility

BUFH vs. VNSE - Volatility Comparison


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Volatility by Period


BUFHVNSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

Volatility (1Y)

Calculated over the trailing 1-year period

2.37%

13.76%

-11.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.37%

17.20%

-14.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.37%

17.14%

-14.77%

BUFH vs. VNSE - Expense Ratio Comparison

BUFH has a 0.95% expense ratio, which is higher than VNSE's 0.80% expense ratio.


Dividends

BUFH vs. VNSE - Dividend Comparison

BUFH has not paid dividends to shareholders, while VNSE's dividend yield for the trailing twelve months is around 0.20%.


PositionTTM202520242023202220212020
BUFH
FT Vest Laddered Max Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNSE
Natixis Vaughan Nelson Select ETF
0.20%0.21%0.00%0.21%7.01%19.65%0.06%

Frequently Asked Questions


BUFH and VNSE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VNSE is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VNSE is cheaper with a 0.80% expense ratio, compared with 0.95% for BUFH.

VNSE has the higher dividend yield at 0.20%, compared with 0.00% for BUFH.

BUFH is categorized as Defined Outcome, while VNSE is Large Cap Blend Equities. They also come from different issuers: First Trust and Natixis. Their fees differ too: 0.95% for BUFH and 0.80% for VNSE.

Portfolio Optimizer

Find the right allocation for BUFH and VNSE

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