FTAG vs. BUFH

Last updated Jun 4, 2026

FTAG (First Trust Indxx Global Agriculture ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - FTAG is a Large Cap Blend Equities fund tracking the Indxx Global Agriculture Index, while BUFH is a Defined Outcome fund managed by First Trust. At a 0.27 correlation, their price movements are largely independent. FTAG charges 0.70%/yr vs 0.95%/yr for BUFH.

Performance

FTAG vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Global Agriculture ETF (FTAG) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTAG achieves a 10.75% return, which is significantly higher than BUFH's 2.45% return.

FTAG

• 1D: 0.23%
• 1M: -2.29%
• YTD: 10.75%
• 6M: 12.16%
• 1Y: 14.00%
• 3Y*: 5.07%
• 5Y*: 0.66%
• 10Y*: 5.24%

BUFH

• 1D: -0.05%
• 1M: 0.75%
• YTD: 2.45%
• 6M: 2.82%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTAG vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
FTAG First Trust Indxx Global Agriculture ETF	10.75%	1.62%
BUFH FT Vest Laddered Max Buffer ETF	2.45%	3.89%

Correlation

The correlation between FTAG and BUFH is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.27

Return for Risk

FTAG vs. BUFH — Risk / Return Rank

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

FTAG

FTAG Risk / Return Rank: 28
FTAG Sharpe Ratio Rank: 28
FTAG Sortino Ratio Rank: 27
FTAG Omega Ratio Rank: 26
FTAG Calmar Ratio Rank: 31
FTAG Martin Ratio Rank: 27

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTAG vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Agriculture ETF (FTAG) 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.

	FTAG	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	1.01	—	—
Sortino ratio: Return per unit of downside risk	1.52	—	—
Omega ratio: Gain probability vs. loss probability	1.18	—	—
Calmar ratio: Return relative to maximum drawdown	1.52	—	—
Martin ratio: Return relative to average drawdown	3.75	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FTAG	BUFH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.33	2.91	-3.24

Drawdowns

FTAG vs. BUFH - Drawdown Comparison

The maximum FTAG drawdown since its inception was -90.89%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for FTAG and BUFH.

Drawdown Indicators

	FTAG	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-90.89%	-1.53%	-89.36%
Max Drawdown (1Y) Largest decline over 1 year	-9.25%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.87%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-32.77%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-50.79%	—	—
Current Drawdown Current decline from peak	-78.58%	-0.05%	-78.53%
Average Drawdown Average peak-to-trough decline	-71.24%	-0.18%	-71.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.74%	—	—

Volatility

Volatility by Period

	FTAG	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.53%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.93%	2.37%	+11.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.38%	2.37%	+15.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.66%	2.37%	+17.29%

FTAG vs. BUFH - Expense Ratio Comparison

FTAG has a 0.70% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

FTAG vs. BUFH - Dividend Comparison

FTAG's dividend yield for the trailing twelve months is around 1.37%, while BUFH has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BUFH FT Vest Laddered Max Buffer ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTAG First Trust Indxx Global Agriculture ETF	1.37%	1.39%	2.89%	3.68%	1.77%	1.58%	1.72%	2.33%	2.16%	1.26%	0.61%	1.35%

Frequently Asked Questions

Can I hold both FTAG and BUFH in my portfolio?

FTAG and BUFH have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FTAG or BUFH?

On fees, FTAG is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FTAG or BUFH?

FTAG is cheaper with a 0.70% expense ratio, compared with 0.95% for BUFH.

Which ETF pays a higher dividend yield, FTAG or BUFH?

FTAG has the higher dividend yield at 1.37%, compared with 0.00% for BUFH.

What is the main difference between FTAG and BUFH?

FTAG is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. Their fees differ too: 0.70% for FTAG and 0.95% for BUFH.