FAUG vs. BUFR

In the year-to-date period, FAUG achieves a 0.41% return, which is significantly higher than BUFR's 0.07% return.

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FAUG 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 - August (FAUG) 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 FAUG Sharpe Ratio is 0.67, which is comparable to the BUFR Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FAUG 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 FAUG nor BUFR has paid dividends to shareholders.

The maximum FAUG drawdown since its inception was -22.33%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FAUG and BUFR. For additional features, visit the drawdowns tool.

FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) and FT Cboe Vest Fund of Buffer ETFs (BUFR) have volatilities of 4.28% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.