PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BUFTX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BUFTXVTI
YTD Return10.80%26.21%
1Y Return28.28%38.35%
3Y Return (Ann)-8.08%8.70%
5Y Return (Ann)-0.37%15.34%
10Y Return (Ann)2.03%12.90%
Sharpe Ratio1.913.04
Sortino Ratio2.614.05
Omega Ratio1.341.57
Calmar Ratio0.714.46
Martin Ratio7.4319.72
Ulcer Index3.82%1.94%
Daily Std Dev14.85%12.58%
Max Drawdown-55.81%-55.45%
Current Drawdown-23.07%-0.39%

Correlation

-0.50.00.51.00.9

The correlation between BUFTX and VTI is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

BUFTX vs. VTI - Performance Comparison

In the year-to-date period, BUFTX achieves a 10.80% return, which is significantly lower than VTI's 26.21% return. Over the past 10 years, BUFTX has underperformed VTI with an annualized return of 2.03%, while VTI has yielded a comparatively higher 12.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.61%
14.99%
BUFTX
VTI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BUFTX vs. VTI - Expense Ratio Comparison

BUFTX has a 1.00% expense ratio, which is higher than VTI's 0.03% expense ratio.


BUFTX
Buffalo Discovery Fund
Expense ratio chart for BUFTX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BUFTX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Discovery Fund (BUFTX) and Vanguard Total Stock Market ETF (VTI). 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.


BUFTX
Sharpe ratio
The chart of Sharpe ratio for BUFTX, currently valued at 1.91, compared to the broader market0.002.004.001.91
Sortino ratio
The chart of Sortino ratio for BUFTX, currently valued at 2.61, compared to the broader market0.005.0010.002.61
Omega ratio
The chart of Omega ratio for BUFTX, currently valued at 1.34, compared to the broader market1.002.003.004.001.34
Calmar ratio
The chart of Calmar ratio for BUFTX, currently valued at 0.71, compared to the broader market0.005.0010.0015.0020.000.71
Martin ratio
The chart of Martin ratio for BUFTX, currently valued at 7.43, compared to the broader market0.0020.0040.0060.0080.00100.007.43
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 3.04, compared to the broader market0.002.004.003.04
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 4.05, compared to the broader market0.005.0010.004.05
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.57, compared to the broader market1.002.003.004.001.57
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 4.46, compared to the broader market0.005.0010.0015.0020.004.46
Martin ratio
The chart of Martin ratio for VTI, currently valued at 19.72, compared to the broader market0.0020.0040.0060.0080.00100.0019.72

BUFTX vs. VTI - Sharpe Ratio Comparison

The current BUFTX Sharpe Ratio is 1.91, which is lower than the VTI Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of BUFTX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.91
3.04
BUFTX
VTI

Dividends

BUFTX vs. VTI - Dividend Comparison

BUFTX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
BUFTX
Buffalo Discovery Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.26%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

BUFTX vs. VTI - Drawdown Comparison

The maximum BUFTX drawdown since its inception was -55.81%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BUFTX and VTI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-23.07%
-0.39%
BUFTX
VTI

Volatility

BUFTX vs. VTI - Volatility Comparison

Buffalo Discovery Fund (BUFTX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.02% and 4.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.02%
4.06%
BUFTX
VTI