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ESGV vs. BUFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGV vs. BUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Stock ETF (ESGV) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESGV achieves a 7.75% return, which is significantly higher than BUFX's 3.84% return.


ESGV

1D
-1.50%
1M
-1.12%
YTD
7.75%
6M
6.70%
1Y
23.45%
3Y*
20.58%
5Y*
11.61%
10Y*

BUFX

1D
-0.27%
1M
0.09%
YTD
3.84%
6M
3.89%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGV vs. BUFX - Yearly Performance Comparison


Correlation

The correlation between ESGV and BUFX is 0.90, 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

0.90

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Return for Risk

ESGV vs. BUFX — Risk / Return Rank

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

ESGV
ESGV Risk / Return Rank: 4848
Overall Rank
ESGV Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ESGV Sortino Ratio Rank: 4848
Sortino Ratio Rank
ESGV Omega Ratio Rank: 4949
Omega Ratio Rank
ESGV Calmar Ratio Rank: 4242
Calmar Ratio Rank
ESGV Martin Ratio Rank: 5151
Martin Ratio Rank

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.

ESGV vs. BUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) 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.


ESGVBUFXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.03

Martin ratioReturn relative to average drawdown

8.48

ESGV vs. BUFX - Sharpe Ratio Comparison


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Drawdowns

ESGV vs. BUFX - Drawdown Comparison

The maximum ESGV drawdown since its inception was -33.66%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for ESGV and BUFX.


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Drawdown Indicators


ESGVBUFXDifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

-2.87%

-30.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

Max Drawdown (3Y)

Largest decline over 3 years

-20.41%

Max Drawdown (5Y)

Largest decline over 5 years

-28.81%

Current Drawdown

Current decline from peak

-3.56%

-0.59%

-2.97%

Average Drawdown

Average peak-to-trough decline

-6.40%

-0.24%

-6.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

Volatility

ESGV vs. BUFX - Volatility Comparison


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Volatility by Period


ESGVBUFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

4.05%

+10.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

4.05%

+14.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.60%

4.05%

+16.55%

ESGV vs. BUFX - Expense Ratio Comparison

ESGV has a 0.09% expense ratio, which is lower than BUFX's 0.96% expense ratio.


Dividends

ESGV vs. BUFX - Dividend Comparison

ESGV's dividend yield for the trailing twelve months is around 0.89%, while BUFX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%
ESGV
Vanguard ESG U.S. Stock ETF
0.89%0.91%1.04%1.16%1.42%0.95%1.11%1.27%0.28%

Frequently Asked Questions


With a correlation of 0.90, ESGV and BUFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ESGV is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESGV is cheaper with a 0.09% expense ratio, compared with 0.96% for BUFX.

ESGV has the higher dividend yield at 0.89%, compared with 0.00% for BUFX.

ESGV is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: Vanguard and First Trust. Their fees differ too: 0.09% for ESGV and 0.96% for BUFX.

Portfolio Optimizer

Find the right allocation for ESGV and BUFX

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