BUFQ vs. ^IXIC
BUFQ (FT Vest Laddered Nasdaq Buffer ETF) is Nasdaq-100 fund tracking the NASDAQ 100 Index - USD, while ^IXIC (NASDAQ Composite) is an index. Over the past 3 years, BUFQ returned 16.52%/yr vs 24.71%/yr for ^IXIC. With a 0.95 correlation, they move nearly in lockstep.
Performance
BUFQ vs. ^IXIC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BUFQ achieves a 9.40% return, which is significantly lower than ^IXIC's 12.58% return.
BUFQ
- 1D
- -0.10%
- 1M
- 0.56%
- YTD
- 9.40%
- 6M
- 9.25%
- 1Y
- 21.55%
- 3Y*
- 16.52%
- 5Y*
- —
- 10Y*
- —
^IXIC
- 1D
- -1.32%
- 1M
- -0.67%
- YTD
- 12.58%
- 6M
- 11.69%
- 1Y
- 34.55%
- 3Y*
- 24.71%
- 5Y*
- 12.89%
- 10Y*
- 18.71%
BUFQ vs. ^IXIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BUFQ FT Vest Laddered Nasdaq Buffer ETF | 9.40% | 14.03% | 16.41% | 35.51% | 0.73% |
^IXIC NASDAQ Composite | 12.58% | 20.36% | 28.64% | 43.42% | -5.70% |
Correlation
The correlation between BUFQ and ^IXIC is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2022 | 0.95 |
The correlation between BUFQ and ^IXIC has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BUFQ vs. ^IXIC — Risk / Return Rank
BUFQ
^IXIC
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.
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.
| BUFQ | ^IXIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.35 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 2.63 | +1.39 |
| Martin ratioReturn relative to average drawdown | 20.08 | 9.90 | +10.18 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| BUFQ | ^IXIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.74% | -77.93% | +62.19% |
Max Drawdown (1Y)Largest decline over 1 year | -5.39% | -13.21% | +7.82% |
Max Drawdown (3Y)Largest decline over 3 years | -15.74% | -24.32% | +8.58% |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.40% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.40% | — |
Current DrawdownCurrent decline from peak | -0.20% | -3.42% | +3.22% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -21.38% | +19.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 3.50% | -2.42% |
Volatility
BUFQ vs. ^IXIC - Volatility Comparison
The current volatility for FT Vest Laddered Nasdaq Buffer ETF (BUFQ) is 2.22%, while NASDAQ Composite (^IXIC) has a volatility of 7.34%. 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.
Loading charts...
Volatility by Period
| BUFQ | ^IXIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 7.34% | -5.12% |
Volatility (6M)Calculated over the trailing 6-month period | 6.66% | 13.72% | -7.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.35% | 17.47% | -9.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.30% | 22.63% | -9.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.30% | 22.11% | -8.81% |
Frequently Asked Questions
With a correlation of 0.93, BUFQ and ^IXIC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
^IXIC has higher volatility (7.34%) compared to BUFQ (2.22%). In terms of maximum drawdown, BUFQ dropped -15.74% vs ^IXIC's -77.93%.
BUFQ currently has the higher Sharpe Ratio (2.60 vs 1.99), 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.
Find the right allocation for BUFQ and ^IXIC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer