BUIGX vs. MRSK
BUIGX (Cboe Vest US Large Cap 10% Buffer Fund) and MRSK (Agility Shares Managed Risk ETF) are both funds - BUIGX is a Options Trading fund managed by CBOE Vest, while MRSK is a Equity Hedged fund actively managed by Toews. Over the past 5 years, BUIGX returned 8.93%/yr vs 7.55%/yr for MRSK. Their 0.79 correlation means they have sometimes moved together and sometimes differently. BUIGX charges 0.95%/yr vs 0.99%/yr for MRSK.
Performance
BUIGX vs. MRSK - Performance Comparison
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Returns By Period
In the year-to-date period, BUIGX achieves a 6.57% return, which is significantly higher than MRSK's 5.79% return.
BUIGX
- 1D
- 1.02%
- 1M
- 0.04%
- 6M
- 5.58%
- YTD
- 6.57%
- 1Y
- 14.06%
- 3Y*
- 12.43%
- 5Y*
- 8.93%
- 10Y*
- —
- ALL TIME*
- 9.34%
MRSK
- 1D
- 0.23%
- 1M
- 0.67%
- 6M
- 4.40%
- YTD
- 5.79%
- 1Y
- 16.09%
- 3Y*
- 10.11%
- 5Y*
- 7.55%
- 10Y*
- —
- ALL TIME*
- 11.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $909.40K | $1.63M | $1.05M |
BUIGX vs. MRSK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BUIGX Cboe Vest US Large Cap 10% Buffer Fund | 6.57% | 11.51% | 15.54% | 19.05% | -9.88% | 12.51% | 13.88% |
MRSK Agility Shares Managed Risk ETF | 5.79% | 11.93% | 14.62% | 13.29% | -11.86% | 20.74% | 15.57% |
Correlation
The correlation between BUIGX and MRSK is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020 | 0.79 |
The correlation between BUIGX and MRSK has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.
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Return for Risk
BUIGX vs. MRSK — Risk / Return Rank
BUIGX
MRSK
BUIGX vs. MRSK - 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 Agility Shares Managed Risk ETF (MRSK). 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.
| BUIGX | MRSK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.25 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 1.89 | +0.60 |
| Martin ratioReturn relative to average drawdown | 12.23 | 7.39 | +4.84 |
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Drawdowns
BUIGX vs. MRSK - Drawdown Comparison
The maximum BUIGX drawdown since its inception was -22.01%, which is greater than MRSK's maximum drawdown of -14.70%. Use the drawdown chart below to compare losses from any high point for BUIGX and MRSK.
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Drawdown Indicators
| BUIGX | MRSK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.01% | -14.70% | -7.31% |
Max Drawdown (1Y)Largest decline over 1 year | -5.12% | -7.82% | +2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -12.22% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -15.22% | -14.70% | -0.52% |
Current DrawdownCurrent decline from peak | -0.67% | 0.00% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -3.51% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 1.99% | -0.95% |
Volatility
BUIGX vs. MRSK - Volatility Comparison
Cboe Vest US Large Cap 10% Buffer Fund (BUIGX) has a higher volatility of 1.97% compared to Agility Shares Managed Risk ETF (MRSK) at 1.77%. This indicates that BUIGX's price experiences larger fluctuations and is considered to be riskier than MRSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BUIGX | MRSK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 1.77% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 5.79% | 8.05% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.38% | 10.94% | -1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.60% | 11.77% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.64% | 11.80% | -0.16% |
BUIGX vs. MRSK - Expense Ratio Comparison
BUIGX has a 0.95% expense ratio, which is lower than MRSK's 0.99% expense ratio.
Dividends
BUIGX vs. MRSK - Dividend Comparison
BUIGX has not paid dividends to shareholders, while MRSK's dividend yield for the trailing twelve months is around 0.35%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
MRSK Agility Shares Managed Risk ETF | 0.35% | 0.37% | 0.44% | 0.60% | 1.11% | 14.20% | 4.29% | 0.00% |
Frequently Asked Questions
BUIGX and MRSK have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BUIGX has higher volatility (1.97%) compared to MRSK (1.77%). In terms of maximum drawdown, BUIGX dropped -22.01% vs MRSK's -14.70%.
BUIGX currently has the higher Sharpe Ratio (1.36 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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