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BUFTX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BUFTX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo Discovery Fund (BUFTX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.46%
13.44%
BUFTX
VTI

Returns By Period

In the year-to-date period, BUFTX achieves a 8.13% return, which is significantly lower than VTI's 24.77% return. Over the past 10 years, BUFTX has underperformed VTI with an annualized return of 1.71%, while VTI has yielded a comparatively higher 12.63% annualized return.


BUFTX

YTD

8.13%

1M

0.46%

6M

6.09%

1Y

19.70%

5Y (annualized)

-1.02%

10Y (annualized)

1.71%

VTI

YTD

24.77%

1M

1.74%

6M

12.48%

1Y

32.60%

5Y (annualized)

14.96%

10Y (annualized)

12.63%

Key characteristics


BUFTXVTI
Sharpe Ratio1.322.58
Sortino Ratio1.823.45
Omega Ratio1.231.48
Calmar Ratio0.523.76
Martin Ratio5.0716.48
Ulcer Index3.86%1.96%
Daily Std Dev14.81%12.50%
Max Drawdown-55.81%-55.45%
Current Drawdown-24.92%-1.53%

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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%

Correlation

-0.50.00.51.00.9

The correlation between BUFTX and VTI is 0.89, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for BUFTX, currently valued at 1.32, compared to the broader market-1.000.001.002.003.004.005.001.322.58
The chart of Sortino ratio for BUFTX, currently valued at 1.82, compared to the broader market0.005.0010.001.823.45
The chart of Omega ratio for BUFTX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.48
The chart of Calmar ratio for BUFTX, currently valued at 0.52, compared to the broader market0.005.0010.0015.0020.0025.000.523.76
The chart of Martin ratio for BUFTX, currently valued at 5.07, compared to the broader market0.0020.0040.0060.0080.00100.005.0716.48
BUFTX
VTI

The current BUFTX Sharpe Ratio is 1.32, which is lower than the VTI Sharpe Ratio of 2.58. 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
1.32
2.58
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 1.28%.


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
1.28%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
-24.92%
-1.53%
BUFTX
VTI

Volatility

BUFTX vs. VTI - Volatility Comparison

Buffalo Discovery Fund (BUFTX) has a higher volatility of 5.01% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that BUFTX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. 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
5.01%
4.28%
BUFTX
VTI