JPUS vs. BUFX
JPUS (JPMorgan Diversified Return US Equity ETF) and BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) are both exchange-traded funds - JPUS is a Large Cap Blend Equities fund tracking the JPMorgan Diversified Factor US Equity Index, while BUFX is a Defined Outcome fund managed by First Trust. A 0.59 correlation means they provide meaningful diversification when combined. JPUS charges 0.18%/yr vs 0.96%/yr for BUFX.
Performance
JPUS vs. BUFX - Performance Comparison
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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*
- —
JPUS vs. BUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JPUS JPMorgan Diversified Return US Equity ETF | 11.55% | 7.92% |
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF | 4.10% | 5.62% |
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
JPUS
BUFX
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.
| JPUS | BUFX | Difference | |
|---|---|---|---|
| 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 | — | — |
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
| JPUS | BUFX | Difference | |
|---|---|---|---|
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
| JPUS | BUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.01% | -0.07% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -0.24% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | — | — |
Volatility
JPUS vs. BUFX - Volatility Comparison
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Volatility by Period
| JPUS | BUFX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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