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BUFR vs. RBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFR vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Buffer ETF (BUFR) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUFR achieves a 8.73% return, which is significantly higher than RBIL's 2.61% return.


BUFR

1D
-0.03%
1M
1.55%
6M
8.13%
YTD
8.73%
1Y
15.54%
3Y*
13.91%
5Y*
9.94%
10Y*
ALL TIME*
10.82%

RBIL

1D
-0.03%
1M
0.18%
6M
2.25%
YTD
2.61%
1Y
3.81%
3Y*
5Y*
10Y*
ALL TIME*
3.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$46.73M$44.32M$45.78M
$1.19M$1.87M$2.26M

BUFR vs. RBIL - Yearly Performance Comparison


Correlation

The correlation between BUFR and RBIL is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.21

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2025

-0.20

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Return for Risk

BUFR vs. RBIL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BUFR
BUFR Risk / Return Rank: 8989
Overall Rank
BUFR Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BUFR Sortino Ratio Rank: 8989
Sortino Ratio Rank
BUFR Omega Ratio Rank: 9090
Omega Ratio Rank
BUFR Calmar Ratio Rank: 8282
Calmar Ratio Rank
BUFR Martin Ratio Rank: 9292
Martin Ratio Rank

RBIL
RBIL Risk / Return Rank: 9797
Overall Rank
RBIL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RBIL Sortino Ratio Rank: 9898
Sortino Ratio Rank
RBIL Omega Ratio Rank: 9898
Omega Ratio Rank
RBIL Calmar Ratio Rank: 9696
Calmar Ratio Rank
RBIL Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BUFR vs. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Buffer ETF (BUFR) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). 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.


BUFRRBILDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-2.76

Omega ratioGain probability vs. loss probability

1.46

2.00

-0.54

Calmar ratioReturn relative to maximum drawdown

3.39

6.80

-3.41

Martin ratioReturn relative to average drawdown

17.70

27.52

-9.81

BUFR vs. RBIL - Sharpe Ratio Comparison

The current BUFR Sharpe Ratio is 2.33, which is lower than the RBIL Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of BUFR and RBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BUFR vs. RBIL - Drawdown Comparison

The maximum BUFR drawdown since its inception was -13.73%, which is greater than RBIL's maximum drawdown of -0.56%. Use the drawdown chart below to compare losses from any high point for BUFR and RBIL.


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Drawdown Indicators


BUFRRBILDifference

Max Drawdown

Largest peak-to-trough decline

-13.73%

-0.56%

-13.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-0.56%

-4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-12.81%

Max Drawdown (5Y)

Largest decline over 5 years

-13.73%

Current Drawdown

Current decline from peak

-0.03%

-0.22%

+0.19%

Average Drawdown

Average peak-to-trough decline

-2.04%

-0.08%

-1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.14%

+0.74%

Volatility

BUFR vs. RBIL - Volatility Comparison

FT Vest Laddered Buffer ETF (BUFR) has a higher volatility of 2.05% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.28%. This indicates that BUFR's price experiences larger fluctuations and is considered to be riskier than RBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFRRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

0.28%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

5.45%

0.89%

+4.56%

Volatility (1Y)

Calculated over the trailing 1-year period

6.70%

0.96%

+5.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.49%

1.06%

+9.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.16%

1.06%

+9.10%

BUFR vs. RBIL - Expense Ratio Comparison

BUFR has a 0.95% expense ratio, which is higher than RBIL's 0.17% expense ratio.


Dividends

BUFR vs. RBIL - Dividend Comparison

BUFR has not paid dividends to shareholders, while RBIL's dividend yield for the trailing twelve months is around 4.16%.


Frequently Asked Questions


BUFR and RBIL have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BUFR has higher volatility (2.05%) compared to RBIL (0.28%). In terms of maximum drawdown, BUFR dropped -13.73% vs RBIL's -0.56%.

On 1-year performance, BUFR leads with 15.54% vs 3.81% for RBIL. On fees, RBIL is cheaper at 0.17% per year. On volatility, RBIL has been the lower-risk option at 0.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BUFR has performed better with a 15.54% return vs 3.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RBIL is cheaper with a 0.17% expense ratio, compared with 0.95% for BUFR.

RBIL has the higher dividend yield at 4.16%, compared with 0.00% for BUFR.

BUFR is categorized as Defined Outcome, while RBIL is Inflation-Protected Bonds. They also come from different issuers: First Trust and F/m. Their fees differ too: 0.95% for BUFR and 0.17% for RBIL.

RBIL currently has the higher Sharpe Ratio (3.98 vs 2.33), 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.

Portfolio Optimizer

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