CFO vs. BUFX
CFO (VictoryShares US 500 Enhanced Volatility Weighted ETF) and BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) are both exchange-traded funds - CFO is a Large Cap Blend Equities fund tracking the Nasdaq Victory U.S. Large Cap 500 Long/Cash Volatility Weighted Index, while BUFX is a Defined Outcome fund managed by First Trust. A 0.67 correlation means they provide meaningful diversification when combined. CFO charges 0.35%/yr vs 0.96%/yr for BUFX.
Performance
CFO vs. BUFX - Performance Comparison
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Returns By Period
In the year-to-date period, CFO achieves a 6.66% return, which is significantly higher than BUFX's 4.10% return.
CFO
- 1D
- -0.30%
- 1M
- 1.87%
- YTD
- 6.66%
- 6M
- 6.96%
- 1Y
- 13.59%
- 3Y*
- 10.44%
- 5Y*
- 3.88%
- 10Y*
- 9.36%
BUFX
- 1D
- -0.05%
- 1M
- 1.35%
- YTD
- 4.10%
- 6M
- 4.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CFO vs. BUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CFO VictoryShares US 500 Enhanced Volatility Weighted ETF | 6.66% | 6.17% |
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF | 4.10% | 5.62% |
Correlation
The correlation between CFO and BUFX is 0.67, 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 | 0.67 |
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Return for Risk
CFO vs. BUFX — Risk / Return Rank
CFO
BUFX
CFO vs. BUFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) 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.
| CFO | BUFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.22 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | — | — |
| Martin ratioReturn relative to average drawdown | 7.10 | — | — |
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
| CFO | BUFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 2.68 | -2.03 |
Drawdowns
CFO vs. BUFX - Drawdown Comparison
The maximum CFO drawdown since its inception was -24.35%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for CFO and BUFX.
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Drawdown Indicators
| CFO | BUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.35% | -2.87% | -21.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.25% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -24.35% | — | — |
Current DrawdownCurrent decline from peak | -0.30% | -0.07% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -0.24% | -5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | — | — |
Volatility
CFO vs. BUFX - Volatility Comparison
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Volatility by Period
| CFO | BUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.75% | 3.98% | +6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.32% | 3.98% | +9.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.27% | 3.98% | +9.29% |
CFO vs. BUFX - Expense Ratio Comparison
CFO has a 0.35% expense ratio, which is lower than BUFX's 0.96% expense ratio.
Dividends
CFO vs. BUFX - Dividend Comparison
CFO's dividend yield for the trailing twelve months is around 1.24%, 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% |
CFO VictoryShares US 500 Enhanced Volatility Weighted ETF | 1.24% | 1.32% | 1.44% | 1.72% | 3.95% | 1.06% | 0.90% | 1.44% | 1.49% | 1.18% | 1.35% | 1.31% |
Frequently Asked Questions
CFO and BUFX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CFO is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CFO is cheaper with a 0.35% expense ratio, compared with 0.96% for BUFX.
CFO has the higher dividend yield at 1.24%, compared with 0.00% for BUFX.
CFO 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 CFO and 0.96% for BUFX.
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