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FOCT vs. BUFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FOCT and BUFR is 0.90, 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.


-0.50.00.51.00.9

Performance

FOCT vs. BUFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) and FT Cboe Vest Fund of Buffer ETFs (BUFR). The values are adjusted to include any dividend payments, if applicable.

40.00%45.00%50.00%AugustSeptemberOctoberNovemberDecember2025
47.47%
52.93%
FOCT
BUFR

Key characteristics

Sharpe Ratio

FOCT:

1.94

BUFR:

2.51

Sortino Ratio

FOCT:

2.64

BUFR:

3.46

Omega Ratio

FOCT:

1.46

BUFR:

1.53

Calmar Ratio

FOCT:

4.37

BUFR:

3.77

Martin Ratio

FOCT:

18.22

BUFR:

20.77

Ulcer Index

FOCT:

0.61%

BUFR:

0.74%

Daily Std Dev

FOCT:

5.73%

BUFR:

6.17%

Max Drawdown

FOCT:

-14.07%

BUFR:

-13.73%

Current Drawdown

FOCT:

0.00%

BUFR:

-0.13%

Returns By Period

In the year-to-date period, FOCT achieves a 2.67% return, which is significantly higher than BUFR's 2.07% return.


FOCT

YTD

2.67%

1M

0.88%

6M

5.08%

1Y

10.89%

5Y*

N/A

10Y*

N/A

BUFR

YTD

2.07%

1M

0.94%

6M

7.35%

1Y

15.14%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FOCT vs. BUFR - Expense Ratio Comparison

FOCT has a 0.85% expense ratio, which is lower than BUFR's 1.05% expense ratio.


BUFR
FT Cboe Vest Fund of Buffer ETFs
Expense ratio chart for BUFR: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for FOCT: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

FOCT vs. BUFR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FOCT
The Risk-Adjusted Performance Rank of FOCT is 8686
Overall Rank
The Sharpe Ratio Rank of FOCT is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of FOCT is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FOCT is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FOCT is 9292
Calmar Ratio Rank
The Martin Ratio Rank of FOCT is 9393
Martin Ratio Rank

BUFR
The Risk-Adjusted Performance Rank of BUFR is 9393
Overall Rank
The Sharpe Ratio Rank of BUFR is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFR is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BUFR is 9494
Omega Ratio Rank
The Calmar Ratio Rank of BUFR is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BUFR is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FOCT 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- October (FOCT) 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.


Sharpe ratio
The chart of Sharpe ratio for FOCT, currently valued at 1.94, compared to the broader market0.002.004.001.942.51
The chart of Sortino ratio for FOCT, currently valued at 2.64, compared to the broader market0.005.0010.002.643.46
The chart of Omega ratio for FOCT, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.53
The chart of Calmar ratio for FOCT, currently valued at 4.37, compared to the broader market0.005.0010.0015.0020.004.373.77
The chart of Martin ratio for FOCT, currently valued at 18.22, compared to the broader market0.0020.0040.0060.0080.00100.0018.2220.77
FOCT
BUFR

The current FOCT Sharpe Ratio is 1.94, which is comparable to the BUFR Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of FOCT 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.


Rolling 12-month Sharpe Ratio1.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.94
2.51
FOCT
BUFR

Dividends

FOCT vs. BUFR - Dividend Comparison

Neither FOCT nor BUFR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FOCT vs. BUFR - Drawdown Comparison

The maximum FOCT drawdown since its inception was -14.07%, roughly equal to the maximum BUFR drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FOCT and BUFR. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-0.13%
FOCT
BUFR

Volatility

FOCT vs. BUFR - Volatility Comparison

FT Cboe Vest U.S. Equity Buffer ETF- October (FOCT) has a higher volatility of 2.73% compared to FT Cboe Vest Fund of Buffer ETFs (BUFR) at 2.07%. This indicates that FOCT'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.


0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
2.73%
2.07%
FOCT
BUFR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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