FAUG vs. BUFR
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) and FT Cboe Vest Fund of Buffer ETFs (BUFR).
FAUG and BUFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FAUG is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 Buffer Protect Index August. It was launched on Nov 6, 2019. BUFR is an actively managed fund by First Trust. It was launched on Aug 10, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAUG or BUFR.
Performance
FAUG vs. BUFR - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FAUG having a 14.45% return and BUFR slightly lower at 14.26%.
FAUG
14.45%
0.76%
6.58%
18.59%
8.97%
N/A
BUFR
14.26%
0.70%
6.53%
18.27%
N/A
N/A
Key characteristics
| FAUG | BUFR | |
|---|---|---|
| Sharpe Ratio | 3.19 | 3.10 |
| Sortino Ratio | 4.53 | 4.34 |
| Omega Ratio | 1.71 | 1.66 |
| Calmar Ratio | 7.22 | 4.63 |
| Martin Ratio | 34.35 | 26.73 |
| Ulcer Index | 0.56% | 0.71% |
| Daily Std Dev | 6.07% | 6.13% |
| Max Drawdown | -22.33% | -13.73% |
| Current Drawdown | -0.52% | -0.43% |
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FAUG vs. BUFR - Expense Ratio Comparison
FAUG has a 0.85% expense ratio, which is lower than BUFR's 1.05% expense ratio.
Correlation
The correlation between FAUG and BUFR is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FAUG vs. BUFR - Risk-Adjusted Performance Comparison
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.
Dividends
FAUG vs. BUFR - Dividend Comparison
Neither FAUG nor BUFR has paid dividends to shareholders.
Drawdowns
FAUG vs. BUFR - Drawdown Comparison
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.
Volatility
FAUG vs. BUFR - Volatility Comparison
FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG) has a higher volatility of 2.16% compared to FT Cboe Vest Fund of Buffer ETFs (BUFR) at 1.83%. This indicates that FAUG's price experiences larger fluctuations and is considered to be riskier than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.