BUFR vs. FDEC
Compare and contrast key facts about FT Cboe Vest Fund of Buffer ETFs (BUFR) and FT Cboe Vest U.S. Equity Buffer ETF - December (FDEC).
BUFR and FDEC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BUFR is an actively managed fund by First Trust. It was launched on Aug 10, 2020. FDEC is an actively managed fund by First Trust. It was launched on Dec 18, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BUFR or FDEC.
Performance
BUFR vs. FDEC - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with BUFR having a 14.53% return and FDEC slightly lower at 14.12%.
BUFR
14.53%
1.03%
7.26%
18.45%
N/A
N/A
FDEC
14.12%
0.97%
6.55%
19.30%
N/A
N/A
Key characteristics
| BUFR | FDEC | |
|---|---|---|
| Sharpe Ratio | 3.07 | 3.16 |
| Sortino Ratio | 4.29 | 4.48 |
| Omega Ratio | 1.65 | 1.68 |
| Calmar Ratio | 4.57 | 4.82 |
| Martin Ratio | 26.38 | 26.96 |
| Ulcer Index | 0.71% | 0.73% |
| Daily Std Dev | 6.10% | 6.24% |
| Max Drawdown | -13.73% | -15.67% |
| Current Drawdown | -0.20% | 0.00% |
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BUFR vs. FDEC - Expense Ratio Comparison
BUFR has a 1.05% expense ratio, which is higher than FDEC's 0.85% expense ratio.
Correlation
The correlation between BUFR and FDEC is 0.92, 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.
Risk-Adjusted Performance
BUFR vs. FDEC - 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 U.S. Equity Buffer ETF - December (FDEC). 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.
Dividends
BUFR vs. FDEC - Dividend Comparison
Neither BUFR nor FDEC has paid dividends to shareholders.
Drawdowns
BUFR vs. FDEC - Drawdown Comparison
The maximum BUFR drawdown since its inception was -13.73%, smaller than the maximum FDEC drawdown of -15.67%. Use the drawdown chart below to compare losses from any high point for BUFR and FDEC. For additional features, visit the drawdowns tool.
Volatility
BUFR vs. FDEC - Volatility Comparison
FT Cboe Vest Fund of Buffer ETFs (BUFR) has a higher volatility of 1.78% compared to FT Cboe Vest U.S. Equity Buffer ETF - December (FDEC) at 0.86%. This indicates that BUFR's price experiences larger fluctuations and is considered to be riskier than FDEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.