MGC vs. BUFH
MGC (Vanguard Mega Cap ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - MGC is a Large Cap Blend Equities fund tracking the CRSP US Mega Cap Index, while BUFH is a Defined Outcome fund managed by First Trust. Over the past year, MGC returned 22.72% vs 6.20% for BUFH. A 0.77 correlation means they provide meaningful diversification when combined. MGC charges 0.05%/yr vs 0.95%/yr for BUFH.
Performance
MGC vs. BUFH - Performance Comparison
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Returns By Period
In the year-to-date period, MGC achieves a 7.15% return, which is significantly higher than BUFH's 2.30% return.
MGC
- 1D
- -0.26%
- 1M
- -2.14%
- YTD
- 7.15%
- 6M
- 5.92%
- 1Y
- 22.72%
- 3Y*
- 21.82%
- 5Y*
- 13.53%
- 10Y*
- 16.30%
BUFH
- 1D
- 0.00%
- 1M
- 0.02%
- YTD
- 2.30%
- 6M
- 2.28%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MGC vs. BUFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MGC Vanguard Mega Cap ETF | 7.15% | 14.53% |
BUFH FT Vest Laddered Max Buffer ETF | 2.30% | 3.81% |
Correlation
The correlation between MGC and BUFH is 0.77, 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 25, 2025 | 0.77 |
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Return for Risk
MGC vs. BUFH — Risk / Return Rank
MGC
BUFH
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MGC vs. BUFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap ETF (MGC) and FT Vest Laddered Max Buffer ETF (BUFH). 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.
| MGC | BUFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | — | — |
| Martin ratioReturn relative to average drawdown | 9.94 | — | — |
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Drawdowns
MGC vs. BUFH - Drawdown Comparison
The maximum MGC drawdown since its inception was -52.26%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for MGC and BUFH.
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Drawdown Indicators
| MGC | BUFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.26% | -1.53% | -50.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.85% | -1.53% | -8.32% |
Max Drawdown (3Y)Largest decline over 3 years | -19.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.07% | — | — |
Current DrawdownCurrent decline from peak | -4.06% | -0.26% | -3.80% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -0.18% | -6.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | — | — |
Volatility
MGC vs. BUFH - Volatility Comparison
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Volatility by Period
| MGC | BUFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.06% | 2.38% | +10.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 2.38% | +15.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 2.38% | +15.86% |
MGC vs. BUFH - Expense Ratio Comparison
MGC has a 0.05% expense ratio, which is lower than BUFH's 0.95% expense ratio.
Dividends
MGC vs. BUFH - Dividend Comparison
MGC's dividend yield for the trailing twelve months is around 0.90%, while BUFH has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUFH FT Vest Laddered Max 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% |
MGC Vanguard Mega Cap ETF | 0.90% | 0.93% | 1.15% | 1.35% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.83% | 2.14% | 2.11% |
Frequently Asked Questions
MGC and BUFH have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, MGC leads with 22.72% vs 6.20% for BUFH. On fees, MGC is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MGC has performed better with a 22.72% return vs 6.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MGC is cheaper with a 0.05% expense ratio, compared with 0.95% for BUFH.
MGC has the higher dividend yield at 0.90%, compared with 0.00% for BUFH.
MGC is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Vanguard and First Trust. Their fees differ too: 0.05% for MGC and 0.95% for BUFH.
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