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BUFX vs. QCLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFX vs. QCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). 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 lower than QCLN's 37.20% return.


BUFX

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

QCLN

1D
-6.27%
1M
-3.52%
YTD
37.20%
6M
31.57%
1Y
92.03%
3Y*
8.84%
5Y*
-1.13%
10Y*
16.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUFX vs. QCLN - Yearly Performance Comparison


Correlation

The correlation between BUFX and QCLN is 0.60, 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 25, 2025

0.60

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Return for Risk

BUFX vs. QCLN — 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.


QCLN
QCLN Risk / Return Rank: 7878
Overall Rank
QCLN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QCLN Sortino Ratio Rank: 6666
Sortino Ratio Rank
QCLN Omega Ratio Rank: 6464
Omega Ratio Rank
QCLN Calmar Ratio Rank: 9191
Calmar Ratio Rank
QCLN Martin Ratio Rank: 8888
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. QCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). 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.


BUFXQCLNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

5.64

Martin ratioReturn relative to average drawdown

18.14

BUFX vs. QCLN - Sharpe Ratio Comparison


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Drawdowns

BUFX vs. QCLN - Drawdown Comparison

The maximum BUFX drawdown since its inception was -2.87%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for BUFX and QCLN.


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Drawdown Indicators


BUFXQCLNDifference

Max Drawdown

Largest peak-to-trough decline

-2.87%

-76.18%

+73.31%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

Max Drawdown (3Y)

Largest decline over 3 years

-56.08%

Max Drawdown (5Y)

Largest decline over 5 years

-69.49%

Max Drawdown (10Y)

Largest decline over 10 years

-71.73%

Current Drawdown

Current decline from peak

-0.59%

-29.12%

+28.53%

Average Drawdown

Average peak-to-trough decline

-0.24%

-43.40%

+43.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.09%

Volatility

BUFX vs. QCLN - Volatility Comparison


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Volatility by Period


BUFXQCLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.77%

Volatility (6M)

Calculated over the trailing 6-month period

29.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

37.45%

-33.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.05%

38.54%

-34.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.05%

35.21%

-31.16%

BUFX vs. QCLN - Expense Ratio Comparison

BUFX has a 0.96% expense ratio, which is higher than QCLN's 0.59% expense ratio.


Dividends

BUFX vs. QCLN - Dividend Comparison

BUFX has not paid dividends to shareholders, while QCLN's dividend yield for the trailing twelve months is around 0.16%.


PositionTTM20252024202320222021202020192018201720162015
BUFX
FT Vest Laddered Enhance & Moderate Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
0.16%0.25%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%

Frequently Asked Questions


BUFX and QCLN have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QCLN is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QCLN is cheaper with a 0.59% expense ratio, compared with 0.96% for BUFX.

QCLN has the higher dividend yield at 0.16%, compared with 0.00% for BUFX.

BUFX is categorized as Defined Outcome, while QCLN is Alternative Energy Equities. Their fees differ too: 0.96% for BUFX and 0.59% for QCLN.

Portfolio Optimizer

Find the right allocation for BUFX and QCLN

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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