BUFR vs. FFEB
Compare and contrast key facts about FT Cboe Vest Fund of Buffer ETFs (BUFR) and FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB).
BUFR and FFEB 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. FFEB is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 Buffer Protect Index February Series. It was launched on Feb 21, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BUFR or FFEB.
Performance
BUFR vs. FFEB - Performance Comparison
Returns By Period
In the year-to-date period, BUFR achieves a 14.53% return, which is significantly lower than FFEB's 16.03% return.
BUFR
14.53%
1.03%
7.26%
18.45%
N/A
N/A
FFEB
16.03%
1.04%
8.39%
20.74%
N/A
N/A
Key characteristics
| BUFR | FFEB | |
|---|---|---|
| Sharpe Ratio | 3.07 | 2.96 |
| Sortino Ratio | 4.29 | 4.12 |
| Omega Ratio | 1.65 | 1.61 |
| Calmar Ratio | 4.57 | 4.30 |
| Martin Ratio | 26.38 | 21.52 |
| Ulcer Index | 0.71% | 0.99% |
| Daily Std Dev | 6.10% | 7.16% |
| Max Drawdown | -13.73% | -22.81% |
| Current Drawdown | -0.20% | -0.23% |
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BUFR vs. FFEB - Expense Ratio Comparison
BUFR has a 1.05% expense ratio, which is higher than FFEB's 0.85% expense ratio.
Correlation
The correlation between BUFR and FFEB is 0.91, 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. FFEB - 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 - February (FFEB). 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. FFEB - Dividend Comparison
Neither BUFR nor FFEB has paid dividends to shareholders.
Drawdowns
BUFR vs. FFEB - Drawdown Comparison
The maximum BUFR drawdown since its inception was -13.73%, smaller than the maximum FFEB drawdown of -22.81%. Use the drawdown chart below to compare losses from any high point for BUFR and FFEB. For additional features, visit the drawdowns tool.
Volatility
BUFR vs. FFEB - Volatility Comparison
FT Cboe Vest Fund of Buffer ETFs (BUFR) and FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) have volatilities of 1.78% and 1.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.