BUFQ vs. PRXV

Last updated Jun 4, 2026

BUFQ (FT Vest Laddered Nasdaq Buffer ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both exchange-traded funds - BUFQ is a Nasdaq-100 fund tracking the NASDAQ 100 Index - USD, while PRXV is a Large Cap Value Equities fund actively managed by Praxis. BUFQ is passively managed, while PRXV is actively managed. At a 0.42 correlation, their price movements are largely independent. BUFQ charges 1.10%/yr vs 0.36%/yr for PRXV.

Performance

BUFQ vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and Praxis Impact Large Cap Value ETF (PRXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BUFQ

• 1D: -0.04%
• 1M: 2.68%
• YTD: 9.53%
• 6M: 10.14%
• 1Y: 21.61%
• 3Y*: 16.99%
• 5Y*: —
• 10Y*: —

PRXV

• 1D: -0.03%
• 1M: 4.27%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BUFQ vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
BUFQ FT Vest Laddered Nasdaq Buffer ETF	4.40%
PRXV Praxis Impact Large Cap Value ETF	4.51%

Correlation

The correlation between BUFQ and PRXV is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 21, 2026	0.42

Return for Risk

BUFQ vs. PRXV — Risk / Return Rank

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

BUFQ

BUFQ Risk / Return Rank: 84
BUFQ Sharpe Ratio Rank: 80
BUFQ Sortino Ratio Rank: 86
BUFQ Omega Ratio Rank: 85
BUFQ Calmar Ratio Rank: 78
BUFQ Martin Ratio Rank: 89

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. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and Praxis Impact Large Cap Value ETF (PRXV). 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	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	2.62	—	—
Sortino ratio: Return per unit of downside risk	3.88	—	—
Omega ratio: Gain probability vs. loss probability	1.53	—	—
Calmar ratio: Return relative to maximum drawdown	4.03	—	—
Martin ratio: Return relative to average drawdown	20.34	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BUFQ	PRXV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.42	4.54	-3.12

Drawdowns

BUFQ vs. PRXV - Drawdown Comparison

The maximum BUFQ drawdown since its inception was -15.74%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for BUFQ and PRXV.

Drawdown Indicators

	BUFQ	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-15.74%	-1.18%	-14.56%
Max Drawdown (1Y) Largest decline over 1 year	-5.39%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.74%	—	—
Current Drawdown Current decline from peak	-0.04%	-0.03%	-0.01%
Average Drawdown Average peak-to-trough decline	-2.31%	-0.32%	-1.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.06%	—	—

Volatility

Volatility by Period

	BUFQ	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.17%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.42%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.31%	9.66%	-1.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.35%	9.66%	+3.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.35%	9.66%	+3.69%

BUFQ vs. PRXV - Expense Ratio Comparison

BUFQ has a 1.10% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

BUFQ vs. PRXV - Dividend Comparison

Neither BUFQ nor PRXV has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BUFQ and PRXV in my portfolio?

BUFQ and PRXV have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BUFQ or PRXV?

On fees, PRXV is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BUFQ or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 1.10% for BUFQ.

Which ETF pays a higher dividend yield, BUFQ or PRXV?

BUFQ and PRXV have nearly identical dividend yields, around 0.00%.

What is the main difference between BUFQ and PRXV?

BUFQ is categorized as Nasdaq-100, while PRXV is Large Cap Value Equities. They also come from different issuers: FT Vest and Praxis. Their fees differ too: 1.10% for BUFQ and 0.36% for PRXV.