PRXV vs. BUFQ

Last updated Jun 23, 2026

PRXV (Praxis Impact Large Cap Value ETF) and BUFQ (FT Vest Laddered Nasdaq Buffer ETF) are both exchange-traded funds - PRXV is a Large Cap Value Equities fund actively managed by Praxis, while BUFQ is a Nasdaq-100 fund tracking the NASDAQ 100 Index - USD. PRXV is actively managed, while BUFQ is passively managed. At a 0.48 correlation, their price movements are largely independent. PRXV charges 0.36%/yr vs 1.10%/yr for BUFQ.

Performance

PRXV vs. BUFQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Praxis Impact Large Cap Value ETF (PRXV) and FT Vest Laddered Nasdaq Buffer ETF (BUFQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PRXV

• 1D: 0.83%
• 1M: 3.80%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFQ

• 1D: -0.10%
• 1M: 0.56%
• YTD: 9.40%
• 6M: 9.25%
• 1Y: 21.55%
• 3Y*: 16.52%
• 5Y*: —
• 10Y*: —

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

PRXV vs. BUFQ - Yearly Performance Comparison

	2026 (YTD)
PRXV Praxis Impact Large Cap Value ETF	6.85%
BUFQ FT Vest Laddered Nasdaq Buffer ETF	4.20%

Correlation

The correlation between PRXV and BUFQ is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 20, 2026	0.48

Return for Risk

PRXV vs. BUFQ — Risk / Return Rank

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

PRXV

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

BUFQ

BUFQ Risk / Return Rank: 86
BUFQ Sharpe Ratio Rank: 84
BUFQ Sortino Ratio Rank: 88
BUFQ Omega Ratio Rank: 88
BUFQ Calmar Ratio Rank: 80
BUFQ Martin Ratio Rank: 90

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.

PRXV vs. BUFQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Praxis Impact Large Cap Value ETF (PRXV) and FT Vest Laddered Nasdaq Buffer ETF (BUFQ). 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.

	PRXV	BUFQ	Difference
Sharpe ratio: Return per unit of total volatility	—	2.60	—
Sortino ratio: Return per unit of downside risk	—	3.83	—
Omega ratio: Gain probability vs. loss probability	—	1.52	—
Calmar ratio: Return relative to maximum drawdown	—	4.01	—
Martin ratio: Return relative to average drawdown	—	20.08	—

Drawdowns

PRXV vs. BUFQ - Drawdown Comparison

The maximum PRXV drawdown since its inception was -1.41%, smaller than the maximum BUFQ drawdown of -15.74%. Use the drawdown chart below to compare losses from any high point for PRXV and BUFQ.

Drawdown Indicators

	PRXV	BUFQ	Difference
Max Drawdown Largest peak-to-trough decline	-1.41%	-15.74%	+14.33%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.39%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-15.74%	—
Current Drawdown Current decline from peak	0.00%	-0.20%	+0.20%
Average Drawdown Average peak-to-trough decline	-0.41%	-2.29%	+1.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.08%	—

Volatility

Volatility by Period

	PRXV	BUFQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.66%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.71%	8.35%	+2.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.71%	13.30%	-2.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.71%	13.30%	-2.59%

PRXV vs. BUFQ - Expense Ratio Comparison

PRXV has a 0.36% expense ratio, which is lower than BUFQ's 1.10% expense ratio.

Dividends

PRXV vs. BUFQ - Dividend Comparison

Neither PRXV nor BUFQ has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PRXV and BUFQ in my portfolio?

PRXV and BUFQ have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRXV or BUFQ?

On fees, PRXV is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PRXV or BUFQ?

PRXV is cheaper with a 0.36% expense ratio, compared with 1.10% for BUFQ.

Which ETF pays a higher dividend yield, PRXV or BUFQ?

PRXV and BUFQ have nearly identical dividend yields, around 0.00%.

What is the main difference between PRXV and BUFQ?

PRXV is categorized as Large Cap Value Equities, while BUFQ is Nasdaq-100. They also come from different issuers: Praxis and FT Vest. Their fees differ too: 0.36% for PRXV and 1.10% for BUFQ.