DCOR vs. BUFX

Last updated Jun 25, 2026

DCOR (Dimensional US Core Equity 1 ETF) and BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) are both exchange-traded funds - DCOR is a Large Cap Blend Equities fund actively managed by Dimensional, while BUFX is a Defined Outcome fund managed by First Trust. Over the past year, DCOR returned 24.08% vs 9.40% for BUFX. Their correlation of 0.87 suggests significant overlap in exposure. DCOR charges 0.14%/yr vs 0.96%/yr for BUFX.

Performance

DCOR vs. BUFX - 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 Enhance & Moderate Buffer ETF (BUFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DCOR achieves a 10.33% return, which is significantly higher than BUFX's 3.77% return.

DCOR

• 1D: 0.09%
• 1M: 0.17%
• YTD: 10.33%
• 6M: 8.85%
• 1Y: 24.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFX

• 1D: -0.07%
• 1M: 0.02%
• YTD: 3.77%
• 6M: 3.59%
• 1Y: 9.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DCOR vs. BUFX - Yearly Performance Comparison

	2026 (YTD)	2025
DCOR Dimensional US Core Equity 1 ETF	10.33%	12.47%
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF	3.77%	5.43%

Correlation

The correlation between DCOR and BUFX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025	0.87

Return for Risk

DCOR vs. BUFX — Risk / Return Rank

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

DCOR

DCOR Risk / Return Rank: 68
DCOR Sharpe Ratio Rank: 68
DCOR Sortino Ratio Rank: 66
DCOR Omega Ratio Rank: 66
DCOR Calmar Ratio Rank: 65
DCOR Martin Ratio Rank: 76

BUFX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. BUFX - 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 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.

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.

	DCOR	BUFX	Difference
Sharpe ratio: Return per unit of total volatility	1.97	—	—
Sortino ratio: Return per unit of downside risk	2.71	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	2.93	—	—
Martin ratio: Return relative to average drawdown	12.78	—	—

Drawdowns

DCOR vs. BUFX - Drawdown Comparison

The maximum DCOR drawdown since its inception was -19.10%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for DCOR and BUFX.

Drawdown Indicators

	DCOR	BUFX	Difference
Max Drawdown Largest peak-to-trough decline	-19.10%	-2.87%	-16.23%
Max Drawdown (1Y) Largest decline over 1 year	-8.26%	-2.87%	-5.39%
Current Drawdown Current decline from peak	-1.78%	-0.65%	-1.13%
Average Drawdown Average peak-to-trough decline	-2.18%	-0.25%	-1.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	—	—

Volatility

Volatility by Period

	DCOR	BUFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.49%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.54%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.34%	4.04%	+8.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.20%	4.04%	+11.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.20%	4.04%	+11.16%

DCOR vs. BUFX - Expense Ratio Comparison

DCOR has a 0.14% expense ratio, which is lower than BUFX's 0.96% expense ratio.

Dividends

DCOR vs. BUFX - Dividend Comparison

DCOR's dividend yield for the trailing twelve months is around 0.95%, while BUFX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF	0.00%	0.00%	0.00%	0.00%
DCOR Dimensional US Core Equity 1 ETF	0.95%	0.97%	0.98%	0.40%

Frequently Asked Questions

Can I hold both DCOR and BUFX in my portfolio?

DCOR and BUFX have a correlation of 0.87, 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 BUFX?

On 1-year performance, DCOR leads with 24.08% vs 9.40% for BUFX. 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 has performed better, DCOR or BUFX?

Over the 1-year period, DCOR has performed better with a 24.08% return vs 9.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DCOR or BUFX?

DCOR is cheaper with a 0.14% expense ratio, compared with 0.96% for BUFX.

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

DCOR has the higher dividend yield at 0.95%, compared with 0.00% for BUFX.

What is the main difference between DCOR and BUFX?

DCOR is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: Dimensional and First Trust. Their fees differ too: 0.14% for DCOR and 0.96% for BUFX.