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BUFX vs. MMAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFX vs. MMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX) and iShares Large Cap Max Buffer Mar ETF (MMAX). 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 4.10% return, which is significantly higher than MMAX's 3.09% return.


BUFX

1D
-0.05%
1M
1.35%
YTD
4.10%
6M
4.88%
1Y
3Y*
5Y*
10Y*

MMAX

1D
-0.13%
1M
0.60%
YTD
3.09%
6M
3.75%
1Y
7.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUFX vs. MMAX - Yearly Performance Comparison


Correlation

The correlation between BUFX and MMAX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.64

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Return for Risk

BUFX vs. MMAX — Risk / Return Rank

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

BUFX

MMAX
MMAX Risk / Return Rank: 9999
Overall Rank
MMAX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
MMAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
MMAX Omega Ratio Rank: 9999
Omega Ratio Rank
MMAX Calmar Ratio Rank: 9999
Calmar Ratio Rank
MMAX Martin Ratio Rank: 9999
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. MMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX) and iShares Large Cap Max Buffer Mar ETF (MMAX). 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.


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

BUFX vs. MMAX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BUFXMMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.52

Sharpe Ratio (All Time)

Calculated using the full available price history

2.68

3.13

-0.45

Drawdowns

BUFX vs. MMAX - Drawdown Comparison

The maximum BUFX drawdown since its inception was -2.87%, which is greater than MMAX's maximum drawdown of -1.93%. Use the drawdown chart below to compare losses from any high point for BUFX and MMAX.


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Drawdown Indicators


BUFXMMAXDifference

Max Drawdown

Largest peak-to-trough decline

-2.87%

-1.93%

-0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-0.34%

Current Drawdown

Current decline from peak

-0.07%

-0.13%

+0.06%

Average Drawdown

Average peak-to-trough decline

-0.24%

-0.10%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

Volatility

BUFX vs. MMAX - Volatility Comparison


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Volatility by Period


BUFXMMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

Volatility (6M)

Calculated over the trailing 6-month period

0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

1.39%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.98%

2.49%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.98%

2.49%

+1.49%

BUFX vs. MMAX - Expense Ratio Comparison

BUFX has a 0.96% expense ratio, which is higher than MMAX's 0.50% expense ratio.


Dividends

BUFX vs. MMAX - Dividend Comparison

BUFX has not paid dividends to shareholders, while MMAX's dividend yield for the trailing twelve months is around 1.27%.


Frequently Asked Questions


BUFX and MMAX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MMAX is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MMAX is cheaper with a 0.50% expense ratio, compared with 0.96% for BUFX.

MMAX has the higher dividend yield at 1.27%, compared with 0.00% for BUFX.

They also come from different issuers: First Trust and iShares. Their fees differ too: 0.96% for BUFX and 0.50% for MMAX.

Portfolio Optimizer

Find the right allocation for BUFX and MMAX

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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