BUFQ vs. ^IXIC

Last updated Apr 2, 2026

Compare and contrast key facts about FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and NASDAQ Composite (^IXIC).

BUFQ is a passively managed fund by FT Vest that tracks the performance of the NASDAQ 100 Index - USD. It was launched on Jun 15, 2022.

Performance

BUFQ vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

BUFQ vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BUFQ FT Vest Laddered Nasdaq Buffer ETF	-0.95%	14.03%	16.41%	35.51%	0.75%
^IXIC NASDAQ Composite	-6.03%	20.36%	28.64%	43.42%	-1.69%

Returns By Period

In the year-to-date period, BUFQ achieves a -0.95% return, which is significantly higher than ^IXIC's -6.03% return.

BUFQ

• 1D: 0.51%
• 1M: -1.00%
• YTD: -0.95%
• 6M: 1.78%
• 1Y: 18.25%
• 3Y*: 15.50%
• 5Y*: —
• 10Y*: —

^IXIC

• 1D: 1.16%
• 1M: -3.99%
• YTD: -6.03%
• 6M: -4.02%
• 1Y: 25.16%
• 3Y*: 21.35%
• 5Y*: 10.13%
• 10Y*: 16.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BUFQ vs. ^IXIC — Risk / Return Rank

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

BUFQ

BUFQ Risk / Return Rank: 79
BUFQ Sharpe Ratio Rank: 71
BUFQ Sortino Ratio Rank: 78
BUFQ Omega Ratio Rank: 81
BUFQ Calmar Ratio Rank: 75
BUFQ Martin Ratio Rank: 89

^IXIC

^IXIC Risk / Return Rank: 78
^IXIC Sharpe Ratio Rank: 73
^IXIC Sortino Ratio Rank: 78
^IXIC Omega Ratio Rank: 76
^IXIC Calmar Ratio Rank: 82
^IXIC Martin Ratio Rank: 80

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.

BUFQ vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and NASDAQ Composite (^IXIC). 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.

	BUFQ	^IXIC	Difference
Sharpe ratio Return per unit of total volatility	1.32	1.08	+0.24
Sortino ratio Return per unit of downside risk	2.07	1.68	+0.39
Omega ratio Gain probability vs. loss probability	1.32	1.24	+0.08
Calmar ratio Return relative to maximum drawdown	2.14	1.98	+0.16
Martin ratio Return relative to average drawdown	11.76	7.07	+4.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BUFQ vs. ^IXIC - Sharpe Ratio Comparison

The current BUFQ Sharpe Ratio is 1.32, which is comparable to the ^IXIC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of BUFQ and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BUFQ	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.32	1.08	+0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.45	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.24	0.51	+0.73

Correlation

The correlation between BUFQ and ^IXIC is 0.95, 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.

Drawdowns

BUFQ vs. ^IXIC - Drawdown Comparison

The maximum BUFQ drawdown since its inception was -15.74%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for BUFQ and ^IXIC.

Drawdown Indicators

	BUFQ	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-15.74%	-77.93%	+62.19%
Max Drawdown (1Y) Largest decline over 1 year	-8.83%	-13.26%	+4.43%
Max Drawdown (5Y) Largest decline over 5 years	—	-36.40%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.40%	—
Current Drawdown Current decline from peak	-2.37%	-8.84%	+6.47%
Average Drawdown Average peak-to-trough decline	-2.41%	-21.46%	+19.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.61%	3.71%	-2.10%

Volatility

BUFQ vs. ^IXIC - Volatility Comparison

The current volatility for FT Vest Laddered Nasdaq Buffer ETF (BUFQ) is 4.28%, while NASDAQ Composite (^IXIC) has a volatility of 7.06%. This indicates that BUFQ experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUFQ	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.28%	7.06%	-2.78%
Volatility (6M) Calculated over the trailing 6-month period	6.78%	13.09%	-6.31%
Volatility (1Y) Calculated over the trailing 1-year period	13.87%	23.33%	-9.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.56%	22.44%	-8.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.56%	21.97%	-8.41%