GVI vs. BUFR
Compare and contrast key facts about iShares Intermediate Government/Credit Bond ETF (GVI) and FT Vest Laddered Buffer ETF (BUFR).
GVI and BUFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GVI is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Intermediate Government/Credit Bond. It was launched on Jan 5, 2007. BUFR is an actively managed fund by First Trust. It was launched on Aug 10, 2020.
Performance
GVI vs. BUFR - Performance Comparison
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GVI vs. BUFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GVI iShares Intermediate Government/Credit Bond ETF | -0.03% | 6.66% | 2.92% | 5.15% | -8.28% | -1.90% | 0.35% |
BUFR FT Vest Laddered Buffer ETF | -0.93% | 12.44% | 14.68% | 19.63% | -7.57% | 11.88% | 7.57% |
Returns By Period
In the year-to-date period, GVI achieves a -0.03% return, which is significantly higher than BUFR's -0.93% return.
GVI
- 1D
- 0.00%
- 1M
- -0.89%
- YTD
- -0.03%
- 6M
- 0.82%
- 1Y
- 4.09%
- 3Y*
- 4.05%
- 5Y*
- 1.12%
- 10Y*
- 1.85%
BUFR
- 1D
- 0.50%
- 1M
- -1.71%
- YTD
- -0.93%
- 6M
- 1.42%
- 1Y
- 13.93%
- 3Y*
- 13.08%
- 5Y*
- 8.86%
- 10Y*
- —
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GVI vs. BUFR - Expense Ratio Comparison
GVI has a 0.20% expense ratio, which is lower than BUFR's 0.95% expense ratio.
Return for Risk
GVI vs. BUFR — Risk / Return Rank
GVI
BUFR
GVI vs. BUFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate Government/Credit Bond ETF (GVI) and FT Vest Laddered Buffer ETF (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.
| GVI | BUFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 1.26 | +0.24 |
Sortino ratioReturn per unit of downside risk | 2.27 | 1.83 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.30 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.63 | +0.73 |
Martin ratioReturn relative to average drawdown | 8.58 | 9.16 | -0.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GVI | BUFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 1.26 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.85 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.96 | -0.19 |
Correlation
The correlation between GVI and BUFR is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GVI vs. BUFR - Dividend Comparison
GVI's dividend yield for the trailing twelve months is around 3.57%, while BUFR has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVI iShares Intermediate Government/Credit Bond ETF | 3.57% | 3.48% | 3.40% | 2.75% | 1.86% | 1.46% | 1.84% | 2.29% | 2.16% | 1.91% | 1.77% | 1.75% |
BUFR FT Vest Laddered 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% |
Drawdowns
GVI vs. BUFR - Drawdown Comparison
The maximum GVI drawdown since its inception was -12.93%, smaller than the maximum BUFR drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for GVI and BUFR.
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Drawdown Indicators
| GVI | BUFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.93% | -13.73% | +0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -1.79% | -8.76% | +6.97% |
Max Drawdown (5Y)Largest decline over 5 years | -12.93% | -13.73% | +0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -12.93% | — | — |
Current DrawdownCurrent decline from peak | -1.20% | -2.30% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -1.87% | -2.15% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 1.56% | -1.07% |
Volatility
GVI vs. BUFR - Volatility Comparison
The current volatility for iShares Intermediate Government/Credit Bond ETF (GVI) is 1.09%, while FT Vest Laddered Buffer ETF (BUFR) has a volatility of 3.48%. This indicates that GVI 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.
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Volatility by Period
| GVI | BUFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 3.48% | -2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 1.68% | 5.24% | -3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.74% | 11.11% | -8.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.97% | 10.46% | -6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.52% | 10.33% | -6.81% |