CFA vs. BUFX
CFA (VictoryShares US 500 Volatility Weighted ETF) and BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) are both exchange-traded funds - CFA is a Large Cap Blend Equities fund tracking the Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index, while BUFX is a Defined Outcome fund managed by First Trust. A 0.66 correlation means they provide meaningful diversification when combined. CFA charges 0.35%/yr vs 0.96%/yr for BUFX.
Performance
CFA vs. BUFX - Performance Comparison
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Returns By Period
In the year-to-date period, CFA achieves a 6.98% return, which is significantly higher than BUFX's 4.14% return.
CFA
- 1D
- 0.49%
- 1M
- 1.35%
- YTD
- 6.98%
- 6M
- 7.87%
- 1Y
- 14.73%
- 3Y*
- 13.90%
- 5Y*
- 7.94%
- 10Y*
- 11.44%
BUFX
- 1D
- -0.02%
- 1M
- 1.17%
- YTD
- 4.14%
- 6M
- 4.86%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CFA vs. BUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CFA VictoryShares US 500 Volatility Weighted ETF | 6.98% | 6.14% |
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF | 4.14% | 5.62% |
Correlation
The correlation between CFA and BUFX is 0.66, 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 | 0.66 |
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Return for Risk
CFA vs. BUFX — Risk / Return Rank
CFA
BUFX
CFA vs. BUFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US 500 Volatility Weighted ETF (CFA) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). 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.
| CFA | BUFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | — | — |
Sortino ratioReturn per unit of downside risk | 2.05 | — | — |
Omega ratioGain probability vs. loss probability | 1.24 | — | — |
Calmar ratioReturn relative to maximum drawdown | 2.07 | — | — |
Martin ratioReturn relative to average drawdown | 7.69 | — | — |
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
| CFA | BUFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 2.70 | -2.08 |
Drawdowns
CFA vs. BUFX - Drawdown Comparison
The maximum CFA drawdown since its inception was -37.74%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for CFA and BUFX.
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Drawdown Indicators
| CFA | BUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -2.87% | -34.87% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.88% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.02% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -0.24% | -3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | — | — |
Volatility
CFA vs. BUFX - Volatility Comparison
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Volatility by Period
| CFA | BUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.69% | 3.99% | +6.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.06% | 3.99% | +11.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 3.99% | +13.23% |
CFA vs. BUFX - Expense Ratio Comparison
CFA has a 0.35% expense ratio, which is lower than BUFX's 0.96% expense ratio.
Dividends
CFA vs. BUFX - Dividend Comparison
CFA's dividend yield for the trailing twelve months is around 1.23%, while BUFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CFA VictoryShares US 500 Volatility Weighted ETF | 1.23% | 1.29% | 1.32% | 1.42% | 1.59% | 1.04% | 1.21% | 1.35% | 1.50% | 1.15% | 1.37% | 1.31% |
Frequently Asked Questions
CFA and BUFX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CFA is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CFA is cheaper with a 0.35% expense ratio, compared with 0.96% for BUFX.
CFA has the higher dividend yield at 1.23%, compared with 0.00% for BUFX.
CFA is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: VictoryShares and First Trust. Their fees differ too: 0.35% for CFA and 0.96% for BUFX.
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