DFAC vs. BUFH

Last updated Jun 24, 2026

DFAC (Dimensional U.S. Core Equity 2 ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - DFAC is a Large Cap Blend Equities fund actively managed by Dimensional, while BUFH is a Defined Outcome fund managed by First Trust. A 0.70 correlation means they provide meaningful diversification when combined. DFAC charges 0.17%/yr vs 0.95%/yr for BUFH.

Performance

DFAC vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Core Equity 2 ETF (DFAC) 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, DFAC achieves a 10.46% return, which is significantly higher than BUFH's 2.30% return.

DFAC

• 1D: -1.29%
• 1M: 0.07%
• YTD: 10.46%
• 6M: 9.33%
• 1Y: 25.95%
• 3Y*: 19.52%
• 5Y*: 11.69%
• 10Y*: —

BUFH

• 1D: -0.19%
• 1M: 0.02%
• YTD: 2.30%
• 6M: 2.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DFAC vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
DFAC Dimensional U.S. Core Equity 2 ETF	10.46%	12.88%
BUFH FT Vest Laddered Max Buffer ETF	2.30%	3.81%

Correlation

The correlation between DFAC and BUFH is 0.70, 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 25, 2025	0.70

Return for Risk

DFAC vs. BUFH — Risk / Return Rank

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

DFAC

DFAC Risk / Return Rank: 66
DFAC Sharpe Ratio Rank: 66
DFAC Sortino Ratio Rank: 64
DFAC Omega Ratio Rank: 63
DFAC Calmar Ratio Rank: 64
DFAC Martin Ratio Rank: 74

BUFH

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.

DFAC vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Core Equity 2 ETF (DFAC) 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.

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.

	DFAC	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	2.07	—	—
Sortino ratio: Return per unit of downside risk	2.84	—	—
Omega ratio: Gain probability vs. loss probability	1.37	—	—
Calmar ratio: Return relative to maximum drawdown	3.07	—	—
Martin ratio: Return relative to average drawdown	13.40	—	—

Drawdowns

DFAC vs. BUFH - Drawdown Comparison

The maximum DFAC drawdown since its inception was -23.12%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for DFAC and BUFH.

Drawdown Indicators

	DFAC	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-23.12%	-1.53%	-21.59%
Max Drawdown (1Y) Largest decline over 1 year	-8.49%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.02%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.12%	—	—
Current Drawdown Current decline from peak	-2.07%	-0.26%	-1.81%
Average Drawdown Average peak-to-trough decline	-5.40%	-0.18%	-5.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	—	—

Volatility

Volatility by Period

	DFAC	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.56%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.64%	2.38%	+10.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.15%	2.38%	+14.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.14%	2.38%	+14.76%

DFAC vs. BUFH - Expense Ratio Comparison

DFAC has a 0.17% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

DFAC vs. BUFH - Dividend Comparison

DFAC's dividend yield for the trailing twelve months is around 0.92%, while BUFH has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
BUFH FT Vest Laddered Max Buffer ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DFAC Dimensional U.S. Core Equity 2 ETF	0.92%	0.97%	1.03%	1.20%	1.50%	0.88%

Frequently Asked Questions

Can I hold both DFAC and BUFH in my portfolio?

DFAC and BUFH have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DFAC or BUFH?

On fees, DFAC is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DFAC or BUFH?

DFAC is cheaper with a 0.17% expense ratio, compared with 0.95% for BUFH.

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

DFAC has the higher dividend yield at 0.92%, compared with 0.00% for BUFH.

What is the main difference between DFAC and BUFH?

DFAC 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: 0.17% for DFAC and 0.95% for BUFH.