BUFIX vs. HEFA
Compare and contrast key facts about Buffalo International Fund (BUFIX) and iShares Currency Hedged MSCI EAFE ETF (HEFA).
BUFIX is managed by Buffalo. It was launched on Sep 27, 2007. HEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE 100% Hedged to USD Index. It was launched on Jan 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BUFIX or HEFA.
Key characteristics
| BUFIX | HEFA | |
|---|---|---|
| YTD Return | 3.50% | 13.18% |
| 1Y Return | 14.75% | 20.02% |
| 3Y Return (Ann) | -2.68% | 9.08% |
| 5Y Return (Ann) | 6.66% | 9.87% |
| 10Y Return (Ann) | 7.15% | 8.80% |
| Sharpe Ratio | 1.15 | 1.89 |
| Sortino Ratio | 1.70 | 2.49 |
| Omega Ratio | 1.20 | 1.34 |
| Calmar Ratio | 0.73 | 2.09 |
| Martin Ratio | 5.59 | 9.94 |
| Ulcer Index | 2.66% | 2.05% |
| Daily Std Dev | 12.94% | 10.83% |
| Max Drawdown | -55.11% | -32.39% |
| Current Drawdown | -8.72% | -2.23% |
Correlation
The correlation between BUFIX and HEFA is 0.78, 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.
Performance
BUFIX vs. HEFA - Performance Comparison
In the year-to-date period, BUFIX achieves a 3.50% return, which is significantly lower than HEFA's 13.18% return. Over the past 10 years, BUFIX has underperformed HEFA with an annualized return of 7.15%, while HEFA has yielded a comparatively higher 8.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BUFIX vs. HEFA - Expense Ratio Comparison
BUFIX has a 1.03% expense ratio, which is higher than HEFA's 0.35% expense ratio.
Risk-Adjusted Performance
BUFIX vs. HEFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Buffalo International Fund (BUFIX) and iShares Currency Hedged MSCI EAFE ETF (HEFA). 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.
Dividends
BUFIX vs. HEFA - Dividend Comparison
BUFIX's dividend yield for the trailing twelve months is around 0.57%, less than HEFA's 2.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUFIX Buffalo International Fund | 0.57% | 0.59% | 0.46% | 0.08% | 0.27% | 0.57% | 0.58% | 0.30% | 1.04% | 0.51% | 0.53% | 0.18% |
HEFA iShares Currency Hedged MSCI EAFE ETF | 2.85% | 3.01% | 25.14% | 3.06% | 2.10% | 5.37% | 4.58% | 2.55% | 3.17% | 3.54% | 3.39% | 0.00% |
Drawdowns
BUFIX vs. HEFA - Drawdown Comparison
The maximum BUFIX drawdown since its inception was -55.11%, which is greater than HEFA's maximum drawdown of -32.39%. Use the drawdown chart below to compare losses from any high point for BUFIX and HEFA. For additional features, visit the drawdowns tool.
Volatility
BUFIX vs. HEFA - Volatility Comparison
Buffalo International Fund (BUFIX) has a higher volatility of 3.61% compared to iShares Currency Hedged MSCI EAFE ETF (HEFA) at 3.09%. This indicates that BUFIX's price experiences larger fluctuations and is considered to be riskier than HEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.