FTCS vs. BUFH

Last updated Jun 4, 2026

FTCS (First Trust Capital Strength ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - FTCS is a Large Cap Blend Equities fund tracking the The Capital Strength Index, while BUFH is a Defined Outcome fund managed by First Trust. At a 0.37 correlation, their price movements are largely independent. FTCS charges 0.53%/yr vs 0.95%/yr for BUFH.

Performance

FTCS vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Capital Strength ETF (FTCS) 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, FTCS achieves a 0.01% return, which is significantly lower than BUFH's 2.45% return.

FTCS

• 1D: -0.01%
• 1M: -0.79%
• YTD: 0.01%
• 6M: 0.21%
• 1Y: 2.29%
• 3Y*: 9.49%
• 5Y*: 5.40%
• 10Y*: 10.16%

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)

FTCS vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
FTCS First Trust Capital Strength ETF	0.01%	3.93%
BUFH FT Vest Laddered Max Buffer ETF	2.45%	3.89%

Correlation

The correlation between FTCS and BUFH is 0.37, 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	0.37

Return for Risk

FTCS vs. BUFH — Risk / Return Rank

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

FTCS

FTCS Risk / Return Rank: 12
FTCS Sharpe Ratio Rank: 12
FTCS Sortino Ratio Rank: 11
FTCS Omega Ratio Rank: 11
FTCS Calmar Ratio Rank: 12
FTCS Martin Ratio Rank: 12

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.

FTCS vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) 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.

	FTCS	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	0.23	—	—
Sortino ratio: Return per unit of downside risk	0.42	—	—
Omega ratio: Gain probability vs. loss probability	1.05	—	—
Calmar ratio: Return relative to maximum drawdown	0.30	—	—
Martin ratio: Return relative to average drawdown	0.73	—	—
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

	FTCS	BUFH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	2.91	-2.41

Drawdowns

FTCS vs. BUFH - Drawdown Comparison

The maximum FTCS drawdown since its inception was -53.64%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for FTCS and BUFH.

Drawdown Indicators

	FTCS	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-53.64%	-1.53%	-52.11%
Max Drawdown (1Y) Largest decline over 1 year	-7.74%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.62%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.93%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.93%	—	—
Current Drawdown Current decline from peak	-6.95%	-0.05%	-6.90%
Average Drawdown Average peak-to-trough decline	-6.92%	-0.18%	-6.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.14%	—	—

Volatility

Volatility by Period

	FTCS	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.64%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.99%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.82%	2.37%	+7.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.13%	2.37%	+10.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.54%	2.37%	+13.17%

FTCS vs. BUFH - Expense Ratio Comparison

FTCS has a 0.53% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

FTCS vs. BUFH - Dividend Comparison

FTCS's dividend yield for the trailing twelve months is around 1.12%, 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%
FTCS First Trust Capital Strength ETF	1.12%	1.04%	1.33%	1.47%	1.23%	1.06%	0.93%	1.26%	1.26%	1.15%	1.43%	1.50%

Frequently Asked Questions

Can I hold both FTCS and BUFH in my portfolio?

FTCS and BUFH have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FTCS or BUFH?

On fees, FTCS is cheaper at 0.53% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FTCS or BUFH?

FTCS is cheaper with a 0.53% expense ratio, compared with 0.95% for BUFH.

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

FTCS has the higher dividend yield at 1.12%, compared with 0.00% for BUFH.

What is the main difference between FTCS and BUFH?

FTCS is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. Their fees differ too: 0.53% for FTCS and 0.95% for BUFH.