LCDS vs. BUFX

Last updated Jun 23, 2026

LCDS (JPMorgan Fundamental Data Science Large Core ETF) and BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) are both exchange-traded funds - LCDS is a Large Cap Blend Equities fund actively managed by JPMorgan, while BUFX is a Defined Outcome fund managed by First Trust. Their correlation of 0.90 suggests significant overlap in exposure. LCDS charges 0.30%/yr vs 0.96%/yr for BUFX.

Performance

LCDS vs. BUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Large Core ETF (LCDS) 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, LCDS achieves a 9.30% return, which is significantly higher than BUFX's 4.12% return.

LCDS

• 1D: -0.38%
• 1M: 0.59%
• YTD: 9.30%
• 6M: 8.97%
• 1Y: 26.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFX

• 1D: -0.07%
• 1M: 0.36%
• YTD: 4.12%
• 6M: 4.24%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LCDS vs. BUFX - Yearly Performance Comparison

	2026 (YTD)	2025
LCDS JPMorgan Fundamental Data Science Large Core ETF	9.30%	13.19%
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF	4.12%	5.43%

Correlation

The correlation between LCDS and BUFX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025	0.90

Return for Risk

LCDS vs. BUFX — Risk / Return Rank

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

LCDS

LCDS Risk / Return Rank: 66
LCDS Sharpe Ratio Rank: 68
LCDS Sortino Ratio Rank: 66
LCDS Omega Ratio Rank: 67
LCDS Calmar Ratio Rank: 60
LCDS Martin Ratio Rank: 70

BUFX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

LCDS vs. BUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Core ETF (LCDS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LCDS	BUFX	Difference
Sharpe ratio: Return per unit of total volatility	2.15	—	—
Sortino ratio: Return per unit of downside risk	2.91	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	2.89	—	—
Martin ratio: Return relative to average drawdown	12.70	—	—

Drawdowns

LCDS vs. BUFX - Drawdown Comparison

The maximum LCDS drawdown since its inception was -18.39%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for LCDS and BUFX.

Drawdown Indicators

	LCDS	BUFX	Difference
Max Drawdown Largest peak-to-trough decline	-18.39%	-2.87%	-15.52%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	—	—
Current Drawdown Current decline from peak	-1.54%	-0.32%	-1.22%
Average Drawdown Average peak-to-trough decline	-2.18%	-0.24%	-1.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	—	—

Volatility

Volatility by Period

	LCDS	BUFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.24%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.57%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.18%	4.04%	+8.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.28%	4.04%	+12.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.28%	4.04%	+12.24%

LCDS vs. BUFX - Expense Ratio Comparison

LCDS has a 0.30% expense ratio, which is lower than BUFX's 0.96% expense ratio.

Dividends

LCDS vs. BUFX - Dividend Comparison

LCDS's dividend yield for the trailing twelve months is around 0.89%, 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%
LCDS JPMorgan Fundamental Data Science Large Core ETF	0.89%	0.92%	0.48%

Frequently Asked Questions

Can I hold both LCDS and BUFX in my portfolio?

LCDS and BUFX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LCDS or BUFX?

On fees, LCDS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LCDS or BUFX?

LCDS is cheaper with a 0.30% expense ratio, compared with 0.96% for BUFX.

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

LCDS has the higher dividend yield at 0.89%, compared with 0.00% for BUFX.

What is the main difference between LCDS and BUFX?

LCDS 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: 0.30% for LCDS and 0.96% for BUFX.