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BUFR vs. BUFD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFR and BUFD is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

BUFR vs. BUFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Fund of Buffer ETFs (BUFR) and FT Cboe Vest Fund of Deep Buffer ETF (BUFD). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
35.80%
23.22%
BUFR
BUFD

Key characteristics

Sharpe Ratio

BUFR:

0.59

BUFD:

0.61

Sortino Ratio

BUFR:

0.87

BUFD:

0.89

Omega Ratio

BUFR:

1.14

BUFD:

1.14

Calmar Ratio

BUFR:

0.52

BUFD:

0.57

Martin Ratio

BUFR:

2.33

BUFD:

2.45

Ulcer Index

BUFR:

2.84%

BUFD:

2.37%

Daily Std Dev

BUFR:

11.32%

BUFD:

9.55%

Max Drawdown

BUFR:

-13.73%

BUFD:

-10.75%

Current Drawdown

BUFR:

-6.00%

BUFD:

-5.06%

Returns By Period

In the year-to-date period, BUFR achieves a -3.41% return, which is significantly lower than BUFD's -2.90% return.


BUFR

YTD

-3.41%

1M

-0.41%

6M

-2.23%

1Y

5.75%

5Y*

N/A

10Y*

N/A

BUFD

YTD

-2.90%

1M

-0.28%

6M

-1.82%

1Y

5.13%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BUFR vs. BUFD - Expense Ratio Comparison

Both BUFR and BUFD have an expense ratio of 1.05%.


Expense ratio chart for BUFR: current value is 1.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BUFR: 1.05%
Expense ratio chart for BUFD: current value is 1.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BUFD: 1.05%

Risk-Adjusted Performance

BUFR vs. BUFD — Risk-Adjusted Performance Rank

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

BUFR
The Risk-Adjusted Performance Rank of BUFR is 6464
Overall Rank
The Sharpe Ratio Rank of BUFR is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFR is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BUFR is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BUFR is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BUFR is 6565
Martin Ratio Rank

BUFD
The Risk-Adjusted Performance Rank of BUFD is 6565
Overall Rank
The Sharpe Ratio Rank of BUFD is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFD is 6161
Sortino Ratio Rank
The Omega Ratio Rank of BUFD is 6767
Omega Ratio Rank
The Calmar Ratio Rank of BUFD is 6666
Calmar Ratio Rank
The Martin Ratio Rank of BUFD is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BUFR vs. BUFD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Fund of Buffer ETFs (BUFR) and FT Cboe Vest Fund of Deep Buffer ETF (BUFD). 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.


The chart of Sharpe ratio for BUFR, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.00
BUFR: 0.59
BUFD: 0.61
The chart of Sortino ratio for BUFR, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.00
BUFR: 0.87
BUFD: 0.89
The chart of Omega ratio for BUFR, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
BUFR: 1.14
BUFD: 1.14
The chart of Calmar ratio for BUFR, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.00
BUFR: 0.52
BUFD: 0.57
The chart of Martin ratio for BUFR, currently valued at 2.33, compared to the broader market0.0020.0040.0060.00
BUFR: 2.33
BUFD: 2.45

The current BUFR Sharpe Ratio is 0.59, which is comparable to the BUFD Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of BUFR and BUFD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.59
0.61
BUFR
BUFD

Dividends

BUFR vs. BUFD - Dividend Comparison

Neither BUFR nor BUFD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BUFR vs. BUFD - Drawdown Comparison

The maximum BUFR drawdown since its inception was -13.73%, which is greater than BUFD's maximum drawdown of -10.75%. Use the drawdown chart below to compare losses from any high point for BUFR and BUFD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.00%
-5.06%
BUFR
BUFD

Volatility

BUFR vs. BUFD - Volatility Comparison

FT Cboe Vest Fund of Buffer ETFs (BUFR) has a higher volatility of 8.83% compared to FT Cboe Vest Fund of Deep Buffer ETF (BUFD) at 7.18%. This indicates that BUFR's price experiences larger fluctuations and is considered to be riskier than BUFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.83%
7.18%
BUFR
BUFD