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BUFR vs. DBMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFR vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Buffer ETF (BUFR) and iMGP DBi Managed Futures Strategy ETF (DBMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUFR achieves a 6.48% return, which is significantly lower than DBMF's 12.95% return.


BUFR

1D
0.03%
1M
0.77%
6M
5.68%
YTD
6.48%
1Y
12.42%
3Y*
12.65%
5Y*
9.55%
10Y*
ALL TIME*
10.49%

DBMF

1D
-0.25%
1M
3.44%
6M
7.95%
YTD
12.95%
1Y
27.97%
3Y*
10.07%
5Y*
8.70%
10Y*
ALL TIME*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$41.80M$42.66M$45.08M
$48.88M$50.74M$48.74M

BUFR vs. DBMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BUFR
FT Vest Laddered Buffer ETF
6.48%12.44%14.68%19.63%-7.57%11.88%6.60%
DBMF
iMGP DBi Managed Futures Strategy ETF
12.95%13.85%7.24%-8.94%21.61%11.49%0.51%

Correlation

The correlation between BUFR and DBMF is 0.35, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.35

Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.07

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2020

0.13

Over the past year, BUFR and DBMF have become more correlated (0.35) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

BUFR vs. DBMF — Risk / Return Rank

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

BUFR
BUFR Risk / Return Rank: 8484
Overall Rank
BUFR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BUFR Sortino Ratio Rank: 8585
Sortino Ratio Rank
BUFR Omega Ratio Rank: 8686
Omega Ratio Rank
BUFR Calmar Ratio Rank: 7676
Calmar Ratio Rank
BUFR Martin Ratio Rank: 9090
Martin Ratio Rank

DBMF
DBMF Risk / Return Rank: 9191
Overall Rank
DBMF Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 8888
Sortino Ratio Rank
DBMF Omega Ratio Rank: 9292
Omega Ratio Rank
DBMF Calmar Ratio Rank: 9393
Calmar Ratio Rank
DBMF Martin Ratio Rank: 9292
Martin Ratio Rank
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.

BUFR vs. DBMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Buffer ETF (BUFR) and iMGP DBi Managed Futures Strategy ETF (DBMF). 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.


BUFRDBMFDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.37

1.45

-0.08

Calmar ratioReturn relative to maximum drawdown

2.78

4.59

-1.81

Martin ratioReturn relative to average drawdown

14.53

15.59

-1.06

BUFR vs. DBMF - Sharpe Ratio Comparison

The current BUFR Sharpe Ratio is 1.92, which is comparable to the DBMF Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BUFR and DBMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BUFR vs. DBMF - Drawdown Comparison

The maximum BUFR drawdown since its inception was -13.73%, smaller than the maximum DBMF drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for BUFR and DBMF.


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Drawdown Indicators


BUFRDBMFDifference

Max Drawdown

Largest peak-to-trough decline

-13.73%

-20.39%

+6.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-6.10%

+1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-12.81%

-15.60%

+2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-13.73%

-20.39%

+6.66%

Current Drawdown

Current decline from peak

-0.90%

-0.25%

-0.65%

Average Drawdown

Average peak-to-trough decline

-2.05%

-6.49%

+4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.79%

-0.91%

Volatility

BUFR vs. DBMF - Volatility Comparison

The current volatility for FT Vest Laddered Buffer ETF (BUFR) is 1.58%, while iMGP DBi Managed Futures Strategy ETF (DBMF) has a volatility of 2.42%. This indicates that BUFR experiences smaller price fluctuations and is considered to be less risky than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFRDBMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

2.42%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

5.26%

9.96%

-4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

6.66%

12.66%

-6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.47%

12.43%

-1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.16%

12.37%

-2.21%

BUFR vs. DBMF - Expense Ratio Comparison

BUFR has a 0.95% expense ratio, which is higher than DBMF's 0.85% expense ratio.


Dividends

BUFR vs. DBMF - Dividend Comparison

BUFR has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.03%.


PositionTTM2025202420232022202120202019
BUFR
FT Vest Laddered Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBMF
iMGP DBi Managed Futures Strategy ETF
5.03%5.91%5.75%2.91%7.72%10.38%0.86%9.35%

Frequently Asked Questions


BUFR and DBMF have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBMF has higher volatility (2.42%) compared to BUFR (1.58%). In terms of maximum drawdown, BUFR dropped -13.73% vs DBMF's -20.39%.

On 5-year performance, BUFR leads with 9.55% vs 8.70% for DBMF. On fees, DBMF is cheaper at 0.85% per year. On volatility, BUFR has been the lower-risk option at 1.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BUFR has performed better with a 9.55% return vs 8.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBMF is cheaper with a 0.85% expense ratio, compared with 0.95% for BUFR.

DBMF has the higher dividend yield at 5.03%, compared with 0.00% for BUFR.

BUFR is categorized as Defined Outcome, while DBMF is Systematic Trend. They also come from different issuers: First Trust and iM Global Partners. Their fees differ too: 0.95% for BUFR and 0.85% for DBMF.

DBMF currently has the higher Sharpe Ratio (2.21 vs 1.92), 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.

Portfolio Optimizer

Find the right allocation for BUFR and DBMF

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