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BUFX vs. IGLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFX vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX) and FT Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUFX achieves a 3.84% return, which is significantly higher than IGLD's -5.55% return.


BUFX

1D
-0.27%
1M
0.09%
YTD
3.84%
6M
3.89%
1Y
3Y*
5Y*
10Y*

IGLD

1D
-1.96%
1M
-8.08%
YTD
-5.55%
6M
-8.37%
1Y
14.83%
3Y*
20.33%
5Y*
12.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUFX vs. IGLD - Yearly Performance Comparison


Correlation

The correlation between BUFX and IGLD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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Return for Risk

BUFX vs. IGLD — Risk / Return Rank

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

BUFX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IGLD
IGLD Risk / Return Rank: 1818
Overall Rank
IGLD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 1818
Sortino Ratio Rank
IGLD Omega Ratio Rank: 2020
Omega Ratio Rank
IGLD Calmar Ratio Rank: 1717
Calmar Ratio Rank
IGLD Martin Ratio Rank: 1818
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.

BUFX vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX) and FT Vest Gold Strategy Target Income ETF (IGLD). 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.


BUFXIGLDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.14

Calmar ratioReturn relative to maximum drawdown

0.68

Martin ratioReturn relative to average drawdown

1.94

BUFX vs. IGLD - Sharpe Ratio Comparison


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Drawdowns

BUFX vs. IGLD - Drawdown Comparison

The maximum BUFX drawdown since its inception was -2.87%, smaller than the maximum IGLD drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for BUFX and IGLD.


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Drawdown Indicators


BUFXIGLDDifference

Max Drawdown

Largest peak-to-trough decline

-2.87%

-21.90%

+19.03%

Max Drawdown (1Y)

Largest decline over 1 year

-21.90%

Max Drawdown (3Y)

Largest decline over 3 years

-21.90%

Max Drawdown (5Y)

Largest decline over 5 years

-21.90%

Current Drawdown

Current decline from peak

-0.59%

-21.20%

+20.61%

Average Drawdown

Average peak-to-trough decline

-0.24%

-5.37%

+5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.68%

Volatility

BUFX vs. IGLD - Volatility Comparison


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Volatility by Period


BUFXIGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.14%

Volatility (6M)

Calculated over the trailing 6-month period

22.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

24.40%

-20.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.05%

15.48%

-11.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.05%

15.30%

-11.25%

BUFX vs. IGLD - Expense Ratio Comparison

BUFX has a 0.96% expense ratio, which is higher than IGLD's 0.85% expense ratio.


Dividends

BUFX vs. IGLD - Dividend Comparison

BUFX has not paid dividends to shareholders, while IGLD's dividend yield for the trailing twelve months is around 19.29%.


PositionTTM20252024202320222021
BUFX
FT Vest Laddered Enhance & Moderate Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%
IGLD
FT Vest Gold Strategy Target Income ETF
19.29%9.91%20.81%7.85%4.45%2.24%

Frequently Asked Questions


BUFX and IGLD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGLD is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLD is cheaper with a 0.85% expense ratio, compared with 0.96% for BUFX.

IGLD has the higher dividend yield at 19.29%, compared with 0.00% for BUFX.

BUFX is categorized as Defined Outcome, while IGLD is Gold. Their fees differ too: 0.96% for BUFX and 0.85% for IGLD.

Portfolio Optimizer

Find the right allocation for BUFX and IGLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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