BUFR vs. JAVA

Last updated Jun 25, 2026

BUFR (FT Vest Laddered Buffer ETF) and JAVA (JPMorgan Active Value ETF) are both exchange-traded funds - BUFR is a Defined Outcome fund actively managed by First Trust, while JAVA is a Large Cap Value Equities fund actively managed by JPMorgan. Both are actively managed. Over the past 3 years, BUFR returned 13.68%/yr vs 16.74%/yr for JAVA. Their correlation of 0.82 suggests significant overlap in exposure. BUFR charges 0.95%/yr vs 0.44%/yr for JAVA.

Performance

BUFR vs. JAVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Buffer ETF (BUFR) and JPMorgan Active Value ETF (JAVA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUFR achieves a 5.58% return, which is significantly lower than JAVA's 10.48% return.

BUFR

• 1D: -0.06%
• 1M: -0.28%
• YTD: 5.58%
• 6M: 5.15%
• 1Y: 14.90%
• 3Y*: 13.68%
• 5Y*: 9.57%
• 10Y*: —

JAVA

• 1D: 0.10%
• 1M: 3.06%
• YTD: 10.48%
• 6M: 9.11%
• 1Y: 23.17%
• 3Y*: 16.74%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BUFR vs. JAVA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BUFR FT Vest Laddered Buffer ETF	5.58%	12.44%	14.68%	19.63%	-7.57%	4.93%
JAVA JPMorgan Active Value ETF	10.48%	14.92%	15.52%	10.46%	-0.88%	5.02%

Correlation

The correlation between BUFR and JAVA is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (All Time) Calculated using the full available price history since Oct 5, 2021	0.82

The correlation between BUFR and JAVA has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

Return for Risk

BUFR vs. JAVA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BUFR

BUFR Risk / Return Rank: 81
BUFR Sharpe Ratio Rank: 80
BUFR Sortino Ratio Rank: 82
BUFR Omega Ratio Rank: 84
BUFR Calmar Ratio Rank: 72
BUFR Martin Ratio Rank: 88

JAVA

JAVA Risk / Return Rank: 67
JAVA Sharpe Ratio Rank: 70
JAVA Sortino Ratio Rank: 72
JAVA Omega Ratio Rank: 67
JAVA Calmar Ratio Rank: 64
JAVA Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BUFR vs. JAVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Buffer ETF (BUFR) and JPMorgan Active Value ETF (JAVA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BUFR	JAVA	Difference
Sharpe ratio: Return per unit of total volatility	2.27	2.01	+0.27
Sortino ratio: Return per unit of downside risk	3.26	2.86	+0.41
Omega ratio: Gain probability vs. loss probability	1.45	1.36	+0.10
Calmar ratio: Return relative to maximum drawdown	3.25	2.81	+0.44
Martin ratio: Return relative to average drawdown	17.23	10.31	+6.91

BUFR vs. JAVA - Sharpe Ratio Comparison

The current BUFR Sharpe Ratio is 2.27, which is comparable to the JAVA Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of BUFR and JAVA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BUFR vs. JAVA - Drawdown Comparison

The maximum BUFR drawdown since its inception was -13.73%, smaller than the maximum JAVA drawdown of -16.54%. Use the drawdown chart below to compare losses from any high point for BUFR and JAVA.

Drawdown Indicators

	BUFR	JAVA	Difference
Max Drawdown Largest peak-to-trough decline	-13.73%	-16.54%	+2.81%
Max Drawdown (1Y) Largest decline over 1 year	-4.61%	-8.29%	+3.68%
Max Drawdown (3Y) Largest decline over 3 years	-12.81%	-16.54%	+3.73%
Max Drawdown (5Y) Largest decline over 5 years	-13.73%	—	—
Current Drawdown Current decline from peak	-1.01%	-0.95%	-0.06%
Average Drawdown Average peak-to-trough decline	-2.08%	-3.59%	+1.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.87%	2.25%	-1.38%

Volatility

BUFR vs. JAVA - Volatility Comparison

The current volatility for FT Vest Laddered Buffer ETF (BUFR) is 2.13%, while JPMorgan Active Value ETF (JAVA) has a volatility of 3.94%. This indicates that BUFR experiences smaller price fluctuations and is considered to be less risky than JAVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUFR	JAVA	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.13%	3.94%	-1.81%
Volatility (6M) Calculated over the trailing 6-month period	5.23%	8.87%	-3.64%
Volatility (1Y) Calculated over the trailing 1-year period	6.63%	11.61%	-4.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.48%	14.81%	-4.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.22%	14.81%	-4.59%

BUFR vs. JAVA - Expense Ratio Comparison

BUFR has a 0.95% expense ratio, which is higher than JAVA's 0.44% expense ratio.

Dividends

BUFR vs. JAVA - Dividend Comparison

BUFR has not paid dividends to shareholders, while JAVA's dividend yield for the trailing twelve months is around 1.22%.

Position	TTM	2025	2024	2023	2022	2021
BUFR FT Vest Laddered Buffer ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JAVA JPMorgan Active Value ETF	1.22%	1.34%	1.45%	1.65%	1.25%	0.48%

Frequently Asked Questions

Can I hold both BUFR and JAVA in my portfolio?

BUFR and JAVA have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BUFR or JAVA?

JAVA has higher volatility (3.94%) compared to BUFR (2.13%). In terms of maximum drawdown, BUFR dropped -13.73% vs JAVA's -16.54%.

Which ETF is better, BUFR or JAVA?

On 3-year performance, JAVA leads with 16.74% vs 13.68% for BUFR. On fees, JAVA is cheaper at 0.44% per year. On volatility, BUFR has been the lower-risk option at 2.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUFR or JAVA?

Over the 3-year period, JAVA has performed better with a 16.74% return vs 13.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUFR or JAVA?

JAVA is cheaper with a 0.44% expense ratio, compared with 0.95% for BUFR.

Which ETF pays a higher dividend yield, BUFR or JAVA?

JAVA has the higher dividend yield at 1.22%, compared with 0.00% for BUFR.

What is the main difference between BUFR and JAVA?

BUFR is categorized as Defined Outcome, while JAVA is Large Cap Value Equities. They also come from different issuers: First Trust and JPMorgan. Their fees differ too: 0.95% for BUFR and 0.44% for JAVA.

Which has better risk-adjusted returns?

BUFR currently has the higher Sharpe Ratio (2.27 vs 2.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.