FAPR vs. BUFR

In the year-to-date period, FAPR achieves a -0.73% return, which is significantly lower than BUFR's 0.16% return.

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FAPR has a 0.85% expense ratio, which is lower than BUFR's 1.05% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF – April (FAPR) and FT Cboe Vest Fund of Buffer ETFs (BUFR). 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.

The current FAPR Sharpe Ratio is 0.53, which is comparable to the BUFR Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FAPR and BUFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FAPR nor BUFR has paid dividends to shareholders.

The maximum FAPR drawdown since its inception was -15.96%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FAPR and BUFR. For additional features, visit the drawdowns tool.

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF – April (FAPR) is 2.65%, while FT Cboe Vest Fund of Buffer ETFs (BUFR) has a volatility of 3.28%. This indicates that FAPR experiences smaller price fluctuations and is considered to be less risky than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.