BUFR vs. JHEQX

In the year-to-date period, BUFR achieves a 1.28% return, which is significantly higher than JHEQX's -1.63% return.

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BUFR has a 1.05% expense ratio, which is higher than JHEQX's 0.58% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Fund of Buffer ETFs (BUFR) and JPMorgan Hedged Equity Fund Class I (JHEQX). 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 JHEQX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of BUFR and JHEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BUFR has not paid dividends to shareholders, while JHEQX's dividend yield for the trailing twelve months is around 0.77%.

The maximum BUFR drawdown since its inception was -13.73%, smaller than the maximum JHEQX drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for BUFR and JHEQX. For additional features, visit the drawdowns tool.

FT Cboe Vest Fund of Buffer ETFs (BUFR) has a higher volatility of 3.22% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.64%. This indicates that BUFR's price experiences larger fluctuations and is considered to be riskier than JHEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.