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JPUS vs. BUFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPUS vs. BUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Diversified Return US Equity ETF (JPUS) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPUS achieves a 11.55% return, which is significantly higher than BUFX's 4.10% return.


JPUS

1D
0.04%
1M
1.45%
YTD
11.55%
6M
11.59%
1Y
20.73%
3Y*
15.97%
5Y*
9.40%
10Y*
11.49%

BUFX

1D
-0.05%
1M
1.35%
YTD
4.10%
6M
4.88%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPUS vs. BUFX - Yearly Performance Comparison


Correlation

The correlation between JPUS and BUFX is 0.59, 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

0.59

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Return for Risk

JPUS vs. BUFX — Risk / Return Rank

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

JPUS
JPUS Risk / Return Rank: 6060
Overall Rank
JPUS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
JPUS Sortino Ratio Rank: 6161
Sortino Ratio Rank
JPUS Omega Ratio Rank: 5656
Omega Ratio Rank
JPUS Calmar Ratio Rank: 6060
Calmar Ratio Rank
JPUS Martin Ratio Rank: 6666
Martin Ratio Rank

BUFX
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.

JPUS vs. BUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) 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.


JPUSBUFXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.02

Martin ratioReturn relative to average drawdown

12.12

JPUS vs. BUFX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JPUSBUFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

2.68

-1.96

Drawdowns

JPUS vs. BUFX - Drawdown Comparison

The maximum JPUS drawdown since its inception was -38.69%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for JPUS and BUFX.


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Drawdown Indicators


JPUSBUFXDifference

Max Drawdown

Largest peak-to-trough decline

-38.69%

-2.87%

-35.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

Max Drawdown (3Y)

Largest decline over 3 years

-15.96%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

Max Drawdown (10Y)

Largest decline over 10 years

-38.69%

Current Drawdown

Current decline from peak

-0.01%

-0.07%

+0.06%

Average Drawdown

Average peak-to-trough decline

-3.83%

-0.24%

-3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

Volatility

JPUS vs. BUFX - Volatility Comparison


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Volatility by Period


JPUSBUFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

Volatility (1Y)

Calculated over the trailing 1-year period

10.41%

3.98%

+6.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.50%

3.98%

+10.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

3.98%

+12.78%

JPUS vs. BUFX - Expense Ratio Comparison

JPUS has a 0.18% expense ratio, which is lower than BUFX's 0.96% expense ratio.


Dividends

JPUS vs. BUFX - Dividend Comparison

JPUS's dividend yield for the trailing twelve months is around 2.04%, while BUFX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BUFX
FT Vest Laddered Enhance & Moderate 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%
JPUS
JPMorgan Diversified Return US Equity ETF
2.04%2.27%2.12%2.26%2.35%1.67%1.94%2.09%2.16%1.25%0.77%0.48%

Frequently Asked Questions


JPUS and BUFX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPUS is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPUS is cheaper with a 0.18% expense ratio, compared with 0.96% for BUFX.

JPUS has the higher dividend yield at 2.04%, compared with 0.00% for BUFX.

JPUS is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: JPMorgan and First Trust. Their fees differ too: 0.18% for JPUS and 0.96% for BUFX.

Portfolio Optimizer

Find the right allocation for JPUS and BUFX

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