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BUFTX vs. BUFHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUFTX vs. BUFHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo Discovery Fund (BUFTX) and Buffalo High Yield Fund (BUFHX). The values are adjusted to include any dividend payments, if applicable.

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BUFTX vs. BUFHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUFTX
Buffalo Discovery Fund
-10.76%-1.83%5.31%24.30%-28.78%11.55%33.90%31.62%-6.52%25.43%
BUFHX
Buffalo High Yield Fund
-0.09%5.11%10.35%11.68%-5.53%5.52%9.26%12.33%-2.26%5.98%

Returns By Period

In the year-to-date period, BUFTX achieves a -10.76% return, which is significantly lower than BUFHX's -0.09% return. Over the past 10 years, BUFTX has outperformed BUFHX with an annualized return of 6.96%, while BUFHX has yielded a comparatively lower 5.40% annualized return.


BUFTX

1D
2.57%
1M
-8.42%
YTD
-10.76%
6M
-13.55%
1Y
-7.13%
3Y*
1.29%
5Y*
-2.71%
10Y*
6.96%

BUFHX

1D
0.48%
1M
-0.90%
YTD
-0.09%
6M
0.43%
1Y
4.45%
3Y*
8.13%
5Y*
4.79%
10Y*
5.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUFTX vs. BUFHX - Expense Ratio Comparison

BUFTX has a 1.00% expense ratio, which is lower than BUFHX's 1.02% expense ratio.


Return for Risk

BUFTX vs. BUFHX — Risk / Return Rank

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

BUFTX
BUFTX Risk / Return Rank: 22
Overall Rank
BUFTX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BUFTX Sortino Ratio Rank: 22
Sortino Ratio Rank
BUFTX Omega Ratio Rank: 22
Omega Ratio Rank
BUFTX Calmar Ratio Rank: 22
Calmar Ratio Rank
BUFTX Martin Ratio Rank: 22
Martin Ratio Rank

BUFHX
BUFHX Risk / Return Rank: 7070
Overall Rank
BUFHX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BUFHX Sortino Ratio Rank: 7373
Sortino Ratio Rank
BUFHX Omega Ratio Rank: 8080
Omega Ratio Rank
BUFHX Calmar Ratio Rank: 5959
Calmar Ratio Rank
BUFHX Martin Ratio Rank: 6161
Martin Ratio Rank
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.

BUFTX vs. BUFHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Discovery Fund (BUFTX) and Buffalo High Yield Fund (BUFHX). 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.


BUFTXBUFHXDifference

Sharpe ratio

Return per unit of total volatility

-0.34

1.42

-1.76

Sortino ratio

Return per unit of downside risk

-0.35

1.88

-2.23

Omega ratio

Gain probability vs. loss probability

0.96

1.32

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.38

1.45

-1.83

Martin ratio

Return relative to average drawdown

-1.11

6.01

-7.12

BUFTX vs. BUFHX - Sharpe Ratio Comparison

The current BUFTX Sharpe Ratio is -0.34, which is lower than the BUFHX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of BUFTX and BUFHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BUFTXBUFHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

1.42

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

1.54

-1.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

1.34

-1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.51

-1.16

Correlation

The correlation between BUFTX and BUFHX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BUFTX vs. BUFHX - Dividend Comparison

BUFTX's dividend yield for the trailing twelve months is around 23.69%, more than BUFHX's 7.08% yield.


TTM20252024202320222021202020192018201720162015
BUFTX
Buffalo Discovery Fund
23.69%21.15%10.00%0.00%7.08%15.11%7.98%14.81%7.01%4.64%0.00%7.56%
BUFHX
Buffalo High Yield Fund
7.08%6.84%8.03%6.41%8.05%7.24%4.11%4.21%5.17%4.57%3.85%5.51%

Drawdowns

BUFTX vs. BUFHX - Drawdown Comparison

The maximum BUFTX drawdown since its inception was -60.45%, which is greater than BUFHX's maximum drawdown of -26.01%. Use the drawdown chart below to compare losses from any high point for BUFTX and BUFHX.


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Drawdown Indicators


BUFTXBUFHXDifference

Max Drawdown

Largest peak-to-trough decline

-60.45%

-26.01%

-34.44%

Max Drawdown (1Y)

Largest decline over 1 year

-19.03%

-3.00%

-16.03%

Max Drawdown (5Y)

Largest decline over 5 years

-36.36%

-9.98%

-26.38%

Max Drawdown (10Y)

Largest decline over 10 years

-36.36%

-18.74%

-17.62%

Current Drawdown

Current decline from peak

-20.86%

-1.37%

-19.49%

Average Drawdown

Average peak-to-trough decline

-11.28%

-2.04%

-9.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.44%

0.72%

+5.72%

Volatility

BUFTX vs. BUFHX - Volatility Comparison

Buffalo Discovery Fund (BUFTX) has a higher volatility of 5.72% compared to Buffalo High Yield Fund (BUFHX) at 1.39%. This indicates that BUFTX's price experiences larger fluctuations and is considered to be riskier than BUFHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFTXBUFHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

1.39%

+4.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

1.95%

+9.87%

Volatility (1Y)

Calculated over the trailing 1-year period

20.43%

3.21%

+17.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.11%

3.14%

+17.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.34%

4.04%

+16.30%