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

Key characteristics


BUFRFJUN
YTD Return5.04%6.09%
1Y Return19.79%23.75%
3Y Return (Ann)7.38%9.97%
Sharpe Ratio2.412.69
Daily Std Dev7.93%8.47%
Max Drawdown-13.73%-10.89%
Current Drawdown-0.18%-0.38%

Correlation

-0.50.00.51.00.9

The correlation between BUFR and FJUN 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.

Performance

BUFR vs. FJUN - Performance Comparison

In the year-to-date period, BUFR achieves a 5.04% return, which is significantly lower than FJUN's 6.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


25.00%30.00%35.00%40.00%45.00%December2024FebruaryMarchAprilMay
38.48%
45.63%
BUFR
FJUN

Compare stocks, funds, or ETFs

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


FT Cboe Vest Fund of Buffer ETFs

FT Cboe Vest U.S. Equity Buffer ETF - June

BUFR vs. FJUN - Expense Ratio Comparison

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


BUFR
FT Cboe Vest Fund of Buffer ETFs
Expense ratio chart for BUFR: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for FJUN: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

BUFR vs. FJUN - 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 - June (FJUN). 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.


BUFR
Sharpe ratio
The chart of Sharpe ratio for BUFR, currently valued at 2.41, compared to the broader market0.002.004.002.41
Sortino ratio
The chart of Sortino ratio for BUFR, currently valued at 3.55, compared to the broader market-2.000.002.004.006.008.003.55
Omega ratio
The chart of Omega ratio for BUFR, currently valued at 1.45, compared to the broader market0.501.001.502.002.501.45
Calmar ratio
The chart of Calmar ratio for BUFR, currently valued at 2.57, compared to the broader market0.002.004.006.008.0010.0012.0014.002.57
Martin ratio
The chart of Martin ratio for BUFR, currently valued at 9.88, compared to the broader market0.0020.0040.0060.0080.009.88
FJUN
Sharpe ratio
The chart of Sharpe ratio for FJUN, currently valued at 2.69, compared to the broader market0.002.004.002.69
Sortino ratio
The chart of Sortino ratio for FJUN, currently valued at 4.10, compared to the broader market-2.000.002.004.006.008.004.10
Omega ratio
The chart of Omega ratio for FJUN, currently valued at 1.50, compared to the broader market0.501.001.502.002.501.50
Calmar ratio
The chart of Calmar ratio for FJUN, currently valued at 3.25, compared to the broader market0.002.004.006.008.0010.0012.0014.003.25
Martin ratio
The chart of Martin ratio for FJUN, currently valued at 12.09, compared to the broader market0.0020.0040.0060.0080.0012.09

BUFR vs. FJUN - Sharpe Ratio Comparison

The current BUFR Sharpe Ratio is 2.41, which roughly equals the FJUN Sharpe Ratio of 2.69. The chart below compares the 12-month rolling Sharpe Ratio of BUFR and FJUN.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.41
2.69
BUFR
FJUN

Dividends

BUFR vs. FJUN - Dividend Comparison

Neither BUFR nor FJUN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BUFR vs. FJUN - Drawdown Comparison

The maximum BUFR drawdown since its inception was -13.73%, which is greater than FJUN's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for BUFR and FJUN. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.18%
-0.38%
BUFR
FJUN

Volatility

BUFR vs. FJUN - Volatility Comparison

The current volatility for FT Cboe Vest Fund of Buffer ETFs (BUFR) is 2.18%, while FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) has a volatility of 2.51%. This indicates that BUFR experiences smaller price fluctuations and is considered to be less risky than FJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
2.18%
2.51%
BUFR
FJUN