BUFM vs. BUFI
BUFM (AB Moderate Buffer ETF) and BUFI (AB International Buffer ETF) are both Defined Outcome funds from AllianceBernstein. Both are actively managed. Over the past year, BUFM returned 10.84% vs 13.19% for BUFI. A 0.66 correlation means they provide meaningful diversification when combined. Both charge a 0.69% expense ratio.
Performance
BUFM vs. BUFI - Performance Comparison
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Returns By Period
In the year-to-date period, BUFM achieves a 2.85% return, which is significantly lower than BUFI's 5.09% return.
BUFM
- 1D
- -0.62%
- 1M
- -0.32%
- YTD
- 2.85%
- 6M
- 2.08%
- 1Y
- 10.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BUFI
- 1D
- -0.95%
- 1M
- 0.35%
- YTD
- 5.09%
- 6M
- 5.03%
- 1Y
- 13.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BUFM vs. BUFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BUFM AB Moderate Buffer ETF | 2.85% | 12.94% | -1.10% |
BUFI AB International Buffer ETF | 5.09% | 16.50% | -1.18% |
Correlation
The correlation between BUFM and BUFI is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.66 |
The correlation between BUFM and BUFI has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.
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Return for Risk
BUFM vs. BUFI — Risk / Return Rank
BUFM
BUFI
BUFM vs. BUFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Moderate Buffer ETF (BUFM) and AB International Buffer ETF (BUFI). 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.
| BUFM | BUFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.33 | +0.35 |
| Martin ratioReturn relative to average drawdown | 9.73 | 9.26 | +0.47 |
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Drawdowns
BUFM vs. BUFI - Drawdown Comparison
The maximum BUFM drawdown since its inception was -9.43%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for BUFM and BUFI.
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Drawdown Indicators
| BUFM | BUFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.43% | -7.43% | -2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -4.07% | -5.69% | +1.62% |
Current DrawdownCurrent decline from peak | -1.11% | -0.95% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -0.98% | -0.84% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 1.43% | -0.31% |
Volatility
BUFM vs. BUFI - Volatility Comparison
The current volatility for AB Moderate Buffer ETF (BUFM) is 2.20%, while AB International Buffer ETF (BUFI) has a volatility of 2.37%. This indicates that BUFM experiences smaller price fluctuations and is considered to be less risky than BUFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BUFM | BUFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 2.37% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 4.64% | 7.33% | -2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | 8.62% | -2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.41% | 9.16% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.41% | 9.16% | +0.25% |
BUFM vs. BUFI - Expense Ratio Comparison
Both BUFM and BUFI have an expense ratio of 0.69%.
Dividends
BUFM vs. BUFI - Dividend Comparison
Neither BUFM nor BUFI has paid dividends to shareholders.
Frequently Asked Questions
BUFM and BUFI have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BUFI has higher volatility (2.37%) compared to BUFM (2.20%). In terms of maximum drawdown, BUFM dropped -9.43% vs BUFI's -7.43%.
On 1-year performance, BUFI leads with 13.19% vs 10.84% for BUFM. Both ETFs have the same 0.69% expense ratio. On volatility, BUFM has been the lower-risk option at 2.20%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BUFI has performed better with a 13.19% return vs 10.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BUFM and BUFI have the same expense ratio: 0.69% per year.
BUFM and BUFI have nearly identical dividend yields, around 0.00%.
BUFM currently has the higher Sharpe Ratio (1.80 vs 1.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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