JAVA vs. BUFR

In the year-to-date period, JAVA achieves a 3.60% return, which is significantly higher than BUFR's 1.77% return.

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JAVA has a 0.44% expense ratio, which is lower than BUFR's 1.05% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active Value ETF (JAVA) 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.

The current JAVA Sharpe Ratio is 1.62, which is comparable to the BUFR Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of JAVA 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.

JAVA's dividend yield for the trailing twelve months is around 1.40%, while BUFR has not paid dividends to shareholders.

The maximum JAVA drawdown since its inception was -16.06%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for JAVA and BUFR. For additional features, visit the drawdowns tool.

JPMorgan Active Value ETF (JAVA) has a higher volatility of 2.74% compared to FT Cboe Vest Fund of Buffer ETFs (BUFR) at 1.61%. This indicates that JAVA'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.