FDEC vs. BUFR
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF - December (FDEC) and FT Cboe Vest Fund of Buffer ETFs (BUFR).
FDEC and BUFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDEC is an actively managed fund by First Trust. It was launched on Dec 18, 2020. 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: FDEC or BUFR.
Performance
FDEC vs. BUFR - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with FDEC having a 13.98% return and BUFR slightly higher at 14.26%.
FDEC
13.98%
0.84%
6.06%
19.44%
N/A
N/A
BUFR
14.26%
0.70%
6.53%
18.27%
N/A
N/A
Key characteristics
| FDEC | BUFR | |
|---|---|---|
| Sharpe Ratio | 3.24 | 3.10 |
| Sortino Ratio | 4.61 | 4.34 |
| Omega Ratio | 1.70 | 1.66 |
| Calmar Ratio | 4.98 | 4.63 |
| Martin Ratio | 27.81 | 26.73 |
| Ulcer Index | 0.73% | 0.71% |
| Daily Std Dev | 6.27% | 6.13% |
| Max Drawdown | -15.67% | -13.73% |
| Current Drawdown | -0.04% | -0.43% |
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FDEC vs. BUFR - Expense Ratio Comparison
FDEC has a 0.85% expense ratio, which is lower than BUFR's 1.05% expense ratio.
Correlation
The correlation between FDEC and BUFR is 0.92, 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
FDEC 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 - December (FDEC) 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
FDEC vs. BUFR - Dividend Comparison
Neither FDEC nor BUFR has paid dividends to shareholders.
Drawdowns
FDEC vs. BUFR - Drawdown Comparison
The maximum FDEC drawdown since its inception was -15.67%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FDEC and BUFR. For additional features, visit the drawdowns tool.
Volatility
FDEC vs. BUFR - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - December (FDEC) is 0.86%, while FT Cboe Vest Fund of Buffer ETFs (BUFR) has a volatility of 1.83%. This indicates that FDEC 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.