BUFR vs. FMAR

In the year-to-date period, BUFR achieves a 1.28% return, which is significantly higher than FMAR's 0.97% return.

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BUFR has a 1.05% expense ratio, which is higher than FMAR'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 - March (FMAR). 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 FMAR Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of BUFR and FMAR, 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 FMAR has paid dividends to shareholders.

The maximum BUFR drawdown since its inception was -13.73%, roughly equal to the maximum FMAR drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for BUFR and FMAR. 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 - March (FMAR) at 2.92%. This indicates that BUFR's price experiences larger fluctuations and is considered to be riskier than FMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.