FJAN vs. BUFR
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF - January (FJAN) and FT Cboe Vest Fund of Buffer ETFs (BUFR).
FJAN and BUFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FJAN is an actively managed fund by First Trust. It was launched on Jan 15, 2021. 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: FJAN or BUFR.
Performance
FJAN vs. BUFR - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with FJAN having a 14.21% return and BUFR slightly higher at 14.53%.
FJAN
14.21%
0.98%
7.03%
18.29%
N/A
N/A
BUFR
14.53%
1.03%
7.26%
18.45%
N/A
N/A
Key characteristics
| FJAN | BUFR | |
|---|---|---|
| Sharpe Ratio | 3.06 | 3.07 |
| Sortino Ratio | 4.19 | 4.29 |
| Omega Ratio | 1.67 | 1.65 |
| Calmar Ratio | 4.13 | 4.57 |
| Martin Ratio | 24.00 | 26.38 |
| Ulcer Index | 0.78% | 0.71% |
| Daily Std Dev | 6.09% | 6.10% |
| Max Drawdown | -13.58% | -13.73% |
| Current Drawdown | 0.00% | -0.20% |
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FJAN vs. BUFR - Expense Ratio Comparison
FJAN has a 0.85% expense ratio, which is lower than BUFR's 1.05% expense ratio.
Correlation
The correlation between FJAN 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
FJAN 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 - January (FJAN) 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
FJAN vs. BUFR - Dividend Comparison
Neither FJAN nor BUFR has paid dividends to shareholders.
Drawdowns
FJAN vs. BUFR - Drawdown Comparison
The maximum FJAN drawdown since its inception was -13.58%, roughly equal to the maximum BUFR drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FJAN and BUFR. For additional features, visit the drawdowns tool.
Volatility
FJAN vs. BUFR - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - January (FJAN) is 1.04%, while FT Cboe Vest Fund of Buffer ETFs (BUFR) has a volatility of 1.78%. This indicates that FJAN 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.