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BUFHX vs. BUFR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUFHX vs. BUFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo High Yield Fund (BUFHX) and FT Vest Laddered Buffer ETF (BUFR). The values are adjusted to include any dividend payments, if applicable.

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BUFHX vs. BUFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BUFHX
Buffalo High Yield Fund
-0.57%5.11%10.35%11.68%-5.53%5.52%8.37%
BUFR
FT Vest Laddered Buffer ETF
-1.43%12.44%14.68%19.63%-7.57%11.88%7.57%

Returns By Period

In the year-to-date period, BUFHX achieves a -0.57% return, which is significantly higher than BUFR's -1.43% return.


BUFHX

1D
0.29%
1M
-1.47%
YTD
-0.57%
6M
-0.06%
1Y
4.05%
3Y*
7.96%
5Y*
4.76%
10Y*
5.35%

BUFR

1D
1.90%
1M
-2.26%
YTD
-1.43%
6M
1.05%
1Y
13.74%
3Y*
12.89%
5Y*
8.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUFHX vs. BUFR - Expense Ratio Comparison

BUFHX has a 1.02% expense ratio, which is higher than BUFR's 0.95% expense ratio.


Return for Risk

BUFHX vs. BUFR — Risk / Return Rank

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

BUFHX
BUFHX Risk / Return Rank: 6262
Overall Rank
BUFHX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BUFHX Sortino Ratio Rank: 6464
Sortino Ratio Rank
BUFHX Omega Ratio Rank: 7272
Omega Ratio Rank
BUFHX Calmar Ratio Rank: 5050
Calmar Ratio Rank
BUFHX Martin Ratio Rank: 5252
Martin Ratio Rank

BUFR
BUFR Risk / Return Rank: 7676
Overall Rank
BUFR Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BUFR Sortino Ratio Rank: 7474
Sortino Ratio Rank
BUFR Omega Ratio Rank: 8181
Omega Ratio Rank
BUFR Calmar Ratio Rank: 6767
Calmar Ratio Rank
BUFR Martin Ratio Rank: 8484
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.

BUFHX vs. BUFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo High Yield Fund (BUFHX) and FT Vest Laddered Buffer ETF (BUFR). 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.


BUFHXBUFRDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.24

-0.03

Sortino ratio

Return per unit of downside risk

1.59

1.81

-0.22

Omega ratio

Gain probability vs. loss probability

1.27

1.30

-0.03

Calmar ratio

Return relative to maximum drawdown

1.22

1.63

-0.41

Martin ratio

Return relative to average drawdown

5.08

9.18

-4.10

BUFHX vs. BUFR - Sharpe Ratio Comparison

The current BUFHX Sharpe Ratio is 1.22, which is comparable to the BUFR Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of BUFHX and BUFR, 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


BUFHXBUFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.24

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.53

0.84

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.51

0.95

+0.56

Correlation

The correlation between BUFHX and BUFR is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BUFHX vs. BUFR - Dividend Comparison

BUFHX's dividend yield for the trailing twelve months is around 7.12%, while BUFR has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
BUFHX
Buffalo High Yield Fund
7.12%6.84%8.03%6.41%8.05%7.24%4.11%4.21%5.17%4.57%3.85%5.51%
BUFR
FT Vest Laddered Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BUFHX vs. BUFR - Drawdown Comparison

The maximum BUFHX drawdown since its inception was -26.01%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for BUFHX and BUFR.


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Drawdown Indicators


BUFHXBUFRDifference

Max Drawdown

Largest peak-to-trough decline

-26.01%

-13.73%

-12.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-8.76%

+5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-9.98%

-13.73%

+3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

Current Drawdown

Current decline from peak

-1.84%

-2.79%

+0.95%

Average Drawdown

Average peak-to-trough decline

-2.04%

-2.15%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

1.56%

-0.84%

Volatility

BUFHX vs. BUFR - Volatility Comparison

The current volatility for Buffalo High Yield Fund (BUFHX) is 1.27%, while FT Vest Laddered Buffer ETF (BUFR) has a volatility of 3.44%. This indicates that BUFHX experiences smaller price fluctuations and is considered to be less risky than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFHXBUFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

3.44%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

1.89%

5.22%

-3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.19%

11.11%

-7.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.13%

10.46%

-7.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.04%

10.34%

-6.30%