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DFTT vs. BUFH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFTT vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DF Tactical 30 ETF (DFTT) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFTT achieves a 23.44% return, which is significantly higher than BUFH's 2.45% return.


DFTT

1D
1.22%
1M
10.43%
YTD
23.44%
6M
24.69%
1Y
3Y*
5Y*
10Y*

BUFH

1D
-0.05%
1M
0.75%
YTD
2.45%
6M
2.82%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFTT vs. BUFH - Yearly Performance Comparison


2026 (YTD)2025
DFTT
DF Tactical 30 ETF
23.44%-0.04%
BUFH
FT Vest Laddered Max Buffer ETF
2.45%0.85%

Correlation

The correlation between DFTT and BUFH is 0.60, 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 Nov 13, 2025

0.60

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Return for Risk

DFTT vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DF Tactical 30 ETF (DFTT) 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.


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

DFTT vs. BUFH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DFTTBUFHDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.11

2.91

-0.80

Drawdowns

DFTT vs. BUFH - Drawdown Comparison

The maximum DFTT drawdown since its inception was -10.46%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for DFTT and BUFH.


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Drawdown Indicators


DFTTBUFHDifference

Max Drawdown

Largest peak-to-trough decline

-10.46%

-1.53%

-8.93%

Current Drawdown

Current decline from peak

0.00%

-0.05%

+0.05%

Average Drawdown

Average peak-to-trough decline

-2.23%

-0.18%

-2.05%

Volatility

DFTT vs. BUFH - Volatility Comparison


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Volatility by Period


DFTTBUFHDifference

Volatility (1Y)

Calculated over the trailing 1-year period

22.26%

2.37%

+19.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.26%

2.37%

+19.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.26%

2.37%

+19.89%

DFTT vs. BUFH - Expense Ratio Comparison

DFTT has a 0.70% expense ratio, which is lower than BUFH's 0.95% expense ratio.


Dividends

DFTT vs. BUFH - Dividend Comparison

Neither DFTT nor BUFH has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DFTT and BUFH have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DFTT is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFTT is cheaper with a 0.70% expense ratio, compared with 0.95% for BUFH.

DFTT and BUFH have nearly identical dividend yields, around 0.00%.

DFTT is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Donoghue Forlines and First Trust. Their fees differ too: 0.70% for DFTT and 0.95% for BUFH.

Portfolio Optimizer

Find the right allocation for DFTT and BUFH

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