JGRW vs. BUFX

Last updated Jun 6, 2026

JGRW (Jensen Quality Growth ETF) and BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) are both exchange-traded funds - JGRW is a Large Cap Blend Equities fund actively managed by Jensen, while BUFX is a Defined Outcome fund managed by First Trust. A 0.80 correlation means they provide meaningful diversification when combined. JGRW charges 0.57%/yr vs 0.96%/yr for BUFX.

Performance

JGRW vs. BUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jensen Quality Growth ETF (JGRW) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JGRW achieves a -1.11% return, which is significantly lower than BUFX's 3.65% return.

JGRW

• 1D: -1.91%
• 1M: -0.04%
• YTD: -1.11%
• 6M: -1.44%
• 1Y: 2.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFX

• 1D: -0.59%
• 1M: 0.48%
• YTD: 3.65%
• 6M: 4.29%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JGRW vs. BUFX - Yearly Performance Comparison

	2026 (YTD)	2025
JGRW Jensen Quality Growth ETF	-1.11%	3.95%
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF	3.65%	5.62%

Correlation

The correlation between JGRW and BUFX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.80

Return for Risk

JGRW vs. BUFX — Risk / Return Rank

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

JGRW

JGRW Risk / Return Rank: 11
JGRW Sharpe Ratio Rank: 12
JGRW Sortino Ratio Rank: 11
JGRW Omega Ratio Rank: 11
JGRW Calmar Ratio Rank: 11
JGRW 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.

JGRW vs. BUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Growth ETF (JGRW) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). 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.

	JGRW	BUFX	Difference
Sharpe ratio: Return per unit of total volatility	0.18	—	—
Sortino ratio: Return per unit of downside risk	0.32	—	—
Omega ratio: Gain probability vs. loss probability	1.04	—	—
Calmar ratio: Return relative to maximum drawdown	0.15	—	—
Martin ratio: Return relative to average drawdown	0.51	—	—
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

	JGRW	BUFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.18	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	2.51	-2.29

Drawdowns

JGRW vs. BUFX - Drawdown Comparison

The maximum JGRW drawdown since its inception was -14.64%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for JGRW and BUFX.

Drawdown Indicators

	JGRW	BUFX	Difference
Max Drawdown Largest peak-to-trough decline	-14.64%	-2.87%	-11.77%
Max Drawdown (1Y) Largest decline over 1 year	-14.36%	—	—
Current Drawdown Current decline from peak	-2.91%	-0.59%	-2.32%
Average Drawdown Average peak-to-trough decline	-2.97%	-0.24%	-2.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.06%	—	—

Volatility

Volatility by Period

	JGRW	BUFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.23%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.84%	4.02%	+7.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.39%	4.02%	+10.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.39%	4.02%	+10.37%

JGRW vs. BUFX - Expense Ratio Comparison

JGRW has a 0.57% expense ratio, which is lower than BUFX's 0.96% expense ratio.

Dividends

JGRW vs. BUFX - Dividend Comparison

JGRW's dividend yield for the trailing twelve months is around 0.46%, while BUFX has not paid dividends to shareholders.

Position	TTM	2025	2024
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF	0.00%	0.00%	0.00%
JGRW Jensen Quality Growth ETF	0.46%	0.54%	0.24%

Frequently Asked Questions

Can I hold both JGRW and BUFX in my portfolio?

JGRW and BUFX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JGRW or BUFX?

On fees, JGRW is cheaper at 0.57% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JGRW or BUFX?

JGRW is cheaper with a 0.57% expense ratio, compared with 0.96% for BUFX.

Which ETF pays a higher dividend yield, JGRW or BUFX?

JGRW has the higher dividend yield at 0.46%, compared with 0.00% for BUFX.

What is the main difference between JGRW and BUFX?

JGRW is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: Jensen and First Trust. Their fees differ too: 0.57% for JGRW and 0.96% for BUFX.