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BUFZ vs. BUFD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BUFZ vs. BUFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ) and FT Cboe Vest Fund of Deep Buffer ETF (BUFD). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.90%
6.20%
BUFZ
BUFD

Returns By Period

In the year-to-date period, BUFZ achieves a 11.44% return, which is significantly lower than BUFD's 12.33% return.


BUFZ

YTD

11.44%

1M

0.84%

6M

5.94%

1Y

14.15%

5Y (annualized)

N/A

10Y (annualized)

N/A

BUFD

YTD

12.33%

1M

0.99%

6M

6.69%

1Y

15.12%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


BUFZBUFD
Sharpe Ratio3.122.94
Sortino Ratio4.344.05
Omega Ratio1.681.60
Calmar Ratio4.694.60
Martin Ratio28.2227.10
Ulcer Index0.51%0.57%
Daily Std Dev4.63%5.22%
Max Drawdown-3.08%-10.75%
Current Drawdown-0.04%-0.08%

Compare stocks, funds, or ETFs

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


BUFZ vs. BUFD - Expense Ratio Comparison

Both BUFZ and BUFD have an expense ratio of 1.05%.


BUFZ
FT Cboe Vest Laddered Moderate Buffer ETF
Expense ratio chart for BUFZ: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for BUFD: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%

Correlation

-0.50.00.51.00.8

The correlation between BUFZ and BUFD is 0.78, 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

BUFZ vs. BUFD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ) and FT Cboe Vest Fund of Deep Buffer ETF (BUFD). 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 BUFZ, currently valued at 3.12, compared to the broader market0.002.004.003.122.94
The chart of Sortino ratio for BUFZ, currently valued at 4.34, compared to the broader market-2.000.002.004.006.008.0010.004.344.05
The chart of Omega ratio for BUFZ, currently valued at 1.68, compared to the broader market0.501.001.502.002.503.001.681.60
The chart of Calmar ratio for BUFZ, currently valued at 4.69, compared to the broader market0.005.0010.0015.004.694.60
The chart of Martin ratio for BUFZ, currently valued at 28.22, compared to the broader market0.0020.0040.0060.0080.00100.0028.2227.10
BUFZ
BUFD

The current BUFZ Sharpe Ratio is 3.12, which is comparable to the BUFD Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of BUFZ and BUFD, 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 Ratio2.803.003.203.403.603.804.004.20Wed 30NovemberNov 03Tue 05Thu 07Sat 09Mon 11Wed 13Fri 15Nov 17Tue 19Thu 21
3.12
2.94
BUFZ
BUFD

Dividends

BUFZ vs. BUFD - Dividend Comparison

Neither BUFZ nor BUFD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BUFZ vs. BUFD - Drawdown Comparison

The maximum BUFZ drawdown since its inception was -3.08%, smaller than the maximum BUFD drawdown of -10.75%. Use the drawdown chart below to compare losses from any high point for BUFZ and BUFD. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.04%
-0.08%
BUFZ
BUFD

Volatility

BUFZ vs. BUFD - Volatility Comparison

The current volatility for FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ) is 1.44%, while FT Cboe Vest Fund of Deep Buffer ETF (BUFD) has a volatility of 1.54%. This indicates that BUFZ experiences smaller price fluctuations and is considered to be less risky than BUFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%JuneJulyAugustSeptemberOctoberNovember
1.44%
1.54%
BUFZ
BUFD