BUFR vs. FAPR

In the year-to-date period, BUFR achieves a 1.28% return, which is significantly higher than FAPR's -0.10% return.

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BUFR has a 1.05% expense ratio, which is higher than FAPR's 0.85% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Fund of Buffer ETFs (BUFR) and FT Cboe Vest U.S. Equity Buffer ETF – April (FAPR). 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 current BUFR Sharpe Ratio is 0.73, which is comparable to the FAPR Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of BUFR and FAPR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither BUFR nor FAPR has paid dividends to shareholders.

The maximum BUFR drawdown since its inception was -13.73%, smaller than the maximum FAPR drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for BUFR and FAPR. For additional features, visit the drawdowns tool.

FT Cboe Vest Fund of Buffer ETFs (BUFR) has a higher volatility of 3.22% compared to FT Cboe Vest U.S. Equity Buffer ETF – April (FAPR) at 2.69%. This indicates that BUFR's price experiences larger fluctuations and is considered to be riskier than FAPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.