PortfoliosLab logoPortfoliosLab logo
EYEG vs. BUFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EYEG vs. BUFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Corporate Bond ETF (EYEG) and AB International Buffer ETF (BUFI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EYEG achieves a 1.03% return, which is significantly lower than BUFI's 5.59% return.


EYEG

1D
0.06%
1M
0.87%
YTD
1.03%
6M
0.87%
1Y
5.02%
3Y*
5Y*
10Y*

BUFI

1D
0.61%
1M
0.37%
YTD
5.59%
6M
5.45%
1Y
13.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EYEG vs. BUFI - Yearly Performance Comparison


2026 (YTD)20252024
EYEG
AB Corporate Bond ETF
1.03%7.42%-2.25%
BUFI
AB International Buffer ETF
5.59%16.50%-1.18%

Correlation

The correlation between EYEG and BUFI is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2024

0.44

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EYEG vs. BUFI — Risk / Return Rank

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

EYEG
EYEG Risk / Return Rank: 3636
Overall Rank
EYEG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EYEG Sortino Ratio Rank: 3535
Sortino Ratio Rank
EYEG Omega Ratio Rank: 3232
Omega Ratio Rank
EYEG Calmar Ratio Rank: 3939
Calmar Ratio Rank
EYEG Martin Ratio Rank: 3636
Martin Ratio Rank

BUFI
BUFI Risk / Return Rank: 5555
Overall Rank
BUFI Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BUFI Sortino Ratio Rank: 5353
Sortino Ratio Rank
BUFI Omega Ratio Rank: 5555
Omega Ratio Rank
BUFI Calmar Ratio Rank: 5454
Calmar Ratio Rank
BUFI Martin Ratio Rank: 6060
Martin Ratio Rank
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.

EYEG vs. BUFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Corporate Bond ETF (EYEG) and AB International Buffer ETF (BUFI). 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.


EYEGBUFIDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.20

1.30

-0.10

Calmar ratioReturn relative to maximum drawdown

1.77

2.35

-0.58

Martin ratioReturn relative to average drawdown

5.08

9.35

-4.27

EYEG vs. BUFI - Sharpe Ratio Comparison

The current EYEG Sharpe Ratio is 1.17, which is comparable to the BUFI Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of EYEG and BUFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EYEG vs. BUFI - Drawdown Comparison

The maximum EYEG drawdown since its inception was -4.66%, smaller than the maximum BUFI drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for EYEG and BUFI.


Loading charts...

Drawdown Indicators


EYEGBUFIDifference

Max Drawdown

Largest peak-to-trough decline

-4.66%

-7.43%

+2.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-5.69%

+2.85%

Current Drawdown

Current decline from peak

-0.29%

-0.48%

+0.19%

Average Drawdown

Average peak-to-trough decline

-1.24%

-0.84%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

1.43%

-0.44%

Volatility

EYEG vs. BUFI - Volatility Comparison

The current volatility for AB Corporate Bond ETF (EYEG) is 1.14%, while AB International Buffer ETF (BUFI) has a volatility of 2.41%. This indicates that EYEG experiences smaller price fluctuations and is considered to be less risky than BUFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EYEGBUFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

2.41%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.27%

7.35%

-4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

8.62%

-4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.44%

9.15%

-3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.44%

9.15%

-3.71%

EYEG vs. BUFI - Expense Ratio Comparison

EYEG has a 0.30% expense ratio, which is lower than BUFI's 0.69% expense ratio.


Dividends

EYEG vs. BUFI - Dividend Comparison

EYEG's dividend yield for the trailing twelve months is around 4.91%, while BUFI has not paid dividends to shareholders.


PositionTTM202520242023
BUFI
AB International Buffer ETF
0.00%0.00%0.00%0.00%
EYEG
AB Corporate Bond ETF
4.91%4.94%6.07%0.25%

Frequently Asked Questions


EYEG and BUFI have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BUFI has higher volatility (2.41%) compared to EYEG (1.14%). In terms of maximum drawdown, EYEG dropped -4.66% vs BUFI's -7.43%.

On 1-year performance, BUFI leads with 13.34% vs 5.02% for EYEG. On fees, EYEG is cheaper at 0.30% per year. On volatility, EYEG has been the lower-risk option at 1.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BUFI has performed better with a 13.34% return vs 5.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EYEG is cheaper with a 0.30% expense ratio, compared with 0.69% for BUFI.

EYEG has the higher dividend yield at 4.91%, compared with 0.00% for BUFI.

EYEG is categorized as Corporate Bonds, while BUFI is Defined Outcome. Their fees differ too: 0.30% for EYEG and 0.69% for BUFI.

BUFI currently has the higher Sharpe Ratio (1.56 vs 1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EYEG and BUFI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer