DCOR vs. BUFH

Last updated Jun 5, 2026

DCOR (Dimensional US Core Equity 1 ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - DCOR is a Large Cap Blend Equities fund actively managed by Dimensional, while BUFH is a Defined Outcome fund managed by First Trust. A 0.69 correlation means they provide meaningful diversification when combined. DCOR charges 0.14%/yr vs 0.95%/yr for BUFH.

Performance

DCOR vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity 1 ETF (DCOR) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DCOR achieves a 12.26% return, which is significantly higher than BUFH's 2.47% return.

DCOR

• 1D: 0.62%
• 1M: 4.08%
• YTD: 12.26%
• 6M: 12.22%
• 1Y: 28.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFH

• 1D: 0.02%
• 1M: 0.66%
• YTD: 2.47%
• 6M: 2.94%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DCOR vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
DCOR Dimensional US Core Equity 1 ETF	12.26%	12.71%
BUFH FT Vest Laddered Max Buffer ETF	2.47%	3.89%

Correlation

The correlation between DCOR and BUFH is 0.69, 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	0.69

Return for Risk

DCOR vs. BUFH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DCOR

DCOR Risk / Return Rank: 76
DCOR Sharpe Ratio Rank: 77
DCOR Sortino Ratio Rank: 77
DCOR Omega Ratio Rank: 75
DCOR Calmar Ratio Rank: 71
DCOR Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DCOR vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity 1 ETF (DCOR) and FT Vest Laddered Max Buffer ETF (BUFH). 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.

	DCOR	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	2.46	—	—
Sortino ratio: Return per unit of downside risk	3.38	—	—
Omega ratio: Gain probability vs. loss probability	1.44	—	—
Calmar ratio: Return relative to maximum drawdown	3.52	—	—
Martin ratio: Return relative to average drawdown	15.68	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DCOR	BUFH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.43	2.91	-1.48

Drawdowns

DCOR vs. BUFH - Drawdown Comparison

The maximum DCOR drawdown since its inception was -19.10%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for DCOR and BUFH.

Drawdown Indicators

	DCOR	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-19.10%	-1.53%	-17.57%
Max Drawdown (1Y) Largest decline over 1 year	-8.26%	—	—
Current Drawdown Current decline from peak	-0.02%	-0.02%	0.00%
Average Drawdown Average peak-to-trough decline	-2.20%	-0.18%	-2.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	—	—

Volatility

Volatility by Period

	DCOR	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.83%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.81%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.83%	2.36%	+9.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.14%	2.36%	+12.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.14%	2.36%	+12.78%

DCOR vs. BUFH - Expense Ratio Comparison

DCOR has a 0.14% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

DCOR vs. BUFH - Dividend Comparison

DCOR's dividend yield for the trailing twelve months is around 0.91%, while BUFH has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
BUFH FT Vest Laddered Max Buffer ETF	0.00%	0.00%	0.00%	0.00%
DCOR Dimensional US Core Equity 1 ETF	0.91%	0.97%	0.98%	0.40%

Frequently Asked Questions

Can I hold both DCOR and BUFH in my portfolio?

DCOR and BUFH have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DCOR or BUFH?

On fees, DCOR is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DCOR or BUFH?

DCOR is cheaper with a 0.14% expense ratio, compared with 0.95% for BUFH.

Which ETF pays a higher dividend yield, DCOR or BUFH?

DCOR has the higher dividend yield at 0.91%, compared with 0.00% for BUFH.

What is the main difference between DCOR and BUFH?

DCOR is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Dimensional and First Trust. Their fees differ too: 0.14% for DCOR and 0.95% for BUFH.