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PFDE vs. BUFH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFDE vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pathfinder Disciplined U.S. Equity ETF (PFDE) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PFDE

1D
-3.11%
1M
0.37%
YTD
6M
1Y
3Y*
5Y*
10Y*

BUFH

1D
-0.26%
1M
0.26%
YTD
2.21%
6M
2.60%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFDE vs. BUFH - Yearly Performance Comparison


Correlation

The correlation between PFDE and BUFH is 0.71, 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 Jan 2, 2026

0.71

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Return for Risk

PFDE vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pathfinder Disciplined U.S. Equity ETF (PFDE) 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.


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

PFDE vs. BUFH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PFDEBUFHDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

2.76

-1.33

Drawdowns

PFDE vs. BUFH - Drawdown Comparison

The maximum PFDE drawdown since its inception was -10.37%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for PFDE and BUFH.


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Drawdown Indicators


PFDEBUFHDifference

Max Drawdown

Largest peak-to-trough decline

-10.37%

-1.53%

-8.84%

Current Drawdown

Current decline from peak

-3.75%

-0.28%

-3.47%

Average Drawdown

Average peak-to-trough decline

-2.04%

-0.18%

-1.86%

Volatility

PFDE vs. BUFH - Volatility Comparison


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Volatility by Period


PFDEBUFHDifference

Volatility (1Y)

Calculated over the trailing 1-year period

16.30%

2.38%

+13.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

2.38%

+13.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

2.38%

+13.92%

PFDE vs. BUFH - Expense Ratio Comparison

PFDE has a 0.59% expense ratio, which is lower than BUFH's 0.95% expense ratio.


Dividends

PFDE vs. BUFH - Dividend Comparison

PFDE's dividend yield for the trailing twelve months is around 0.11%, while BUFH has not paid dividends to shareholders.


Frequently Asked Questions


PFDE and BUFH have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PFDE is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PFDE is cheaper with a 0.59% expense ratio, compared with 0.95% for BUFH.

PFDE has the higher dividend yield at 0.11%, compared with 0.00% for BUFH.

PFDE is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Pathfinder and First Trust. Their fees differ too: 0.59% for PFDE and 0.95% for BUFH.

Portfolio Optimizer

Find the right allocation for PFDE and BUFH

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