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FDRS vs. BUFH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDRS vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Founder-Led ETF (FDRS) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDRS achieves a 1.52% return, which is significantly lower than BUFH's 2.47% return.


FDRS

1D
1.06%
1M
10.17%
YTD
1.52%
6M
1Y
3Y*
5Y*
10Y*

BUFH

1D
0.02%
1M
0.66%
YTD
2.47%
6M
2.94%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDRS vs. BUFH - Yearly Performance Comparison


2026 (YTD)2025
FDRS
Founder-Led ETF
1.52%-1.10%
BUFH
FT Vest Laddered Max Buffer ETF
2.47%-0.10%

Correlation

The correlation between FDRS and BUFH is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 31, 2025

0.55

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Return for Risk

FDRS vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Founder-Led ETF (FDRS) and FT Vest Laddered Max Buffer ETF (BUFH). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FDRS vs. BUFH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FDRSBUFHDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

2.91

-2.88

Drawdowns

FDRS vs. BUFH - Drawdown Comparison

The maximum FDRS drawdown since its inception was -21.64%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for FDRS and BUFH.


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Drawdown Indicators


FDRSBUFHDifference

Max Drawdown

Largest peak-to-trough decline

-21.64%

-1.53%

-20.11%

Current Drawdown

Current decline from peak

-3.31%

-0.02%

-3.29%

Average Drawdown

Average peak-to-trough decline

-9.35%

-0.18%

-9.17%

Volatility

FDRS vs. BUFH - Volatility Comparison


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Volatility by Period


FDRSBUFHDifference

Volatility (1Y)

Calculated over the trailing 1-year period

28.36%

2.36%

+26.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.36%

2.36%

+26.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.36%

2.36%

+26.00%

FDRS vs. BUFH - Expense Ratio Comparison

FDRS has a 0.49% expense ratio, which is lower than BUFH's 0.95% expense ratio.


Dividends

FDRS vs. BUFH - Dividend Comparison

Neither FDRS nor BUFH has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FDRS and BUFH have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FDRS is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FDRS is cheaper with a 0.49% expense ratio, compared with 0.95% for BUFH.

FDRS and BUFH have nearly identical dividend yields, around 0.00%.

FDRS is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Corgi Strategies and First Trust. Their fees differ too: 0.49% for FDRS and 0.95% for BUFH.

Portfolio Optimizer

Find the right allocation for FDRS and BUFH

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