BUIGX vs. GTSOX
Compare and contrast key facts about Cboe Vest US Large Cap 10% Buffer Fund (BUIGX) and Glenmede Secured Options Portfolio (GTSOX).
BUIGX is managed by CBOE Vest. It was launched on Aug 22, 2016. GTSOX is managed by Glenmede. It was launched on Jun 29, 2010.
Performance
BUIGX vs. GTSOX - Performance Comparison
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BUIGX vs. GTSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BUIGX Cboe Vest US Large Cap 10% Buffer Fund | -2.01% | 11.51% | 15.54% | 19.05% | -9.88% | 12.51% | 10.57% | 17.71% | -2.19% | 11.41% |
GTSOX Glenmede Secured Options Portfolio | -0.07% | 7.73% | 13.79% | 14.59% | -11.69% | 18.06% | 4.22% | 18.45% | -4.68% | 5.43% |
Returns By Period
In the year-to-date period, BUIGX achieves a -2.01% return, which is significantly lower than GTSOX's -0.07% return.
BUIGX
- 1D
- 2.00%
- 1M
- -2.62%
- YTD
- -2.01%
- 6M
- 0.09%
- 1Y
- 12.81%
- 3Y*
- 12.55%
- 5Y*
- 8.01%
- 10Y*
- —
GTSOX
- 1D
- 2.70%
- 1M
- -2.07%
- YTD
- -0.07%
- 6M
- 2.52%
- 1Y
- 10.07%
- 3Y*
- 9.75%
- 5Y*
- 6.60%
- 10Y*
- 7.13%
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BUIGX vs. GTSOX - Expense Ratio Comparison
BUIGX has a 0.95% expense ratio, which is higher than GTSOX's 0.85% expense ratio.
Return for Risk
BUIGX vs. GTSOX — Risk / Return Rank
BUIGX
GTSOX
BUIGX vs. GTSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cboe Vest US Large Cap 10% Buffer Fund (BUIGX) and Glenmede Secured Options Portfolio (GTSOX). 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.
| BUIGX | GTSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.77 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.22 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.31 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.89 | +0.42 |
Martin ratioReturn relative to average drawdown | 7.25 | 5.59 | +1.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BUIGX | GTSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.77 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.50 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.56 | +0.18 |
Correlation
The correlation between BUIGX and GTSOX is 0.84, 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.
Dividends
BUIGX vs. GTSOX - Dividend Comparison
BUIGX has not paid dividends to shareholders, while GTSOX's dividend yield for the trailing twelve months is around 7.47%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUIGX Cboe Vest US Large Cap 10% Buffer Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.32% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% |
GTSOX Glenmede Secured Options Portfolio | 7.47% | 7.47% | 12.31% | 0.00% | 0.00% | 13.35% | 0.00% | 7.56% | 2.62% | 6.57% | 5.01% | 5.95% |
Drawdowns
BUIGX vs. GTSOX - Drawdown Comparison
The maximum BUIGX drawdown since its inception was -22.01%, smaller than the maximum GTSOX drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for BUIGX and GTSOX.
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Drawdown Indicators
| BUIGX | GTSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.01% | -29.21% | +7.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -11.14% | +2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -15.22% | -22.03% | +6.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.21% | — |
Current DrawdownCurrent decline from peak | -3.22% | -4.17% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -2.36% | -2.99% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.77% | -0.12% |
Volatility
BUIGX vs. GTSOX - Volatility Comparison
The current volatility for Cboe Vest US Large Cap 10% Buffer Fund (BUIGX) is 3.66%, while Glenmede Secured Options Portfolio (GTSOX) has a volatility of 4.30%. This indicates that BUIGX experiences smaller price fluctuations and is considered to be less risky than GTSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BUIGX | GTSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 4.30% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 4.95% | +3.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 14.05% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.53% | 13.19% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.77% | 13.44% | -1.67% |