BUFM vs. IBIC
BUFM (AB Moderate Buffer ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - BUFM is a Defined Outcome fund actively managed by AllianceBernstein, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. BUFM is actively managed, while IBIC is passively managed. Over the past year, BUFM returned 12.60% vs 4.54% for IBIC. At a correlation of -0.17, they often move in opposite directions. BUFM charges 0.69%/yr vs 0.10%/yr for IBIC.
Performance
BUFM vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, BUFM achieves a 3.71% return, which is significantly higher than IBIC's 2.37% return.
BUFM
- 1D
- -0.13%
- 1M
- 2.19%
- YTD
- 3.71%
- 6M
- 4.16%
- 1Y
- 12.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.02%
- 1M
- 0.27%
- YTD
- 2.37%
- 6M
- 2.51%
- 1Y
- 4.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BUFM vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BUFM AB Moderate Buffer ETF | 3.71% | 12.94% | -1.10% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.37% | 4.96% | 0.11% |
Correlation
The correlation between BUFM and IBIC is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2024 | -0.17 |
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Return for Risk
BUFM vs. IBIC — Risk / Return Rank
BUFM
IBIC
BUFM vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Moderate Buffer ETF (BUFM) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.
| BUFM | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.85 | ||
| Sortino ratioReturn per unit of downside risk | -6.07 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 2.24 | -0.83 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 17.27 | -14.16 |
| Martin ratioReturn relative to average drawdown | 11.49 | 67.45 | -55.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BUFM | IBIC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 5.05 | -2.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 3.49 | -2.37 |
Drawdowns
BUFM vs. IBIC - Drawdown Comparison
The maximum BUFM drawdown since its inception was -9.43%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for BUFM and IBIC.
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Drawdown Indicators
| BUFM | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.43% | -0.90% | -8.53% |
Max Drawdown (1Y)Largest decline over 1 year | -4.07% | -0.26% | -3.81% |
Current DrawdownCurrent decline from peak | -0.13% | -0.13% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.99% | -0.10% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 0.07% | +1.03% |
Volatility
BUFM vs. IBIC - Volatility Comparison
AB Moderate Buffer ETF (BUFM) has a higher volatility of 1.05% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that BUFM's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BUFM | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 0.33% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 4.37% | 0.67% | +3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.77% | 0.90% | +4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.43% | 1.58% | +7.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.43% | 1.58% | +7.85% |
BUFM vs. IBIC - Expense Ratio Comparison
BUFM has a 0.69% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
BUFM vs. IBIC - Dividend Comparison
BUFM has not paid dividends to shareholders, while IBIC's dividend yield for the trailing twelve months is around 3.59%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BUFM AB Moderate Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% |
Frequently Asked Questions
BUFM and IBIC have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BUFM has higher volatility (1.05%) compared to IBIC (0.33%). In terms of maximum drawdown, BUFM dropped -9.43% vs IBIC's -0.90%.
On 1-year performance, BUFM leads with 12.60% vs 4.54% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BUFM has performed better with a 12.60% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIC is cheaper with a 0.10% expense ratio, compared with 0.69% for BUFM.
IBIC has the higher dividend yield at 3.59%, compared with 0.00% for BUFM.
BUFM is categorized as Defined Outcome, while IBIC is Inflation-Protected Bonds. They also come from different issuers: AllianceBernstein and iShares. Their fees differ too: 0.69% for BUFM and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (5.05 vs 2.19), 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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