PSFD vs. BUFH

Last updated Jun 3, 2026

PSFD (Pacer Swan SOS Flex (December) ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - PSFD is a Large Cap Blend Equities fund actively managed by Pacer, while BUFH is a Defined Outcome fund managed by First Trust. A 0.76 correlation means they provide meaningful diversification when combined. PSFD charges 0.75%/yr vs 0.95%/yr for BUFH.

Performance

PSFD vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (December) ETF (PSFD) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSFD achieves a 6.69% return, which is significantly higher than BUFH's 2.49% return.

PSFD

• 1D: 0.00%
• 1M: 2.33%
• YTD: 6.69%
• 6M: 7.90%
• 1Y: 18.41%
• 3Y*: 15.00%
• 5Y*: 11.94%
• 10Y*: —

BUFH

• 1D: 0.05%
• 1M: 0.71%
• YTD: 2.49%
• 6M: 3.04%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSFD vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
PSFD Pacer Swan SOS Flex (December) ETF	6.69%	8.92%
BUFH FT Vest Laddered Max Buffer ETF	2.49%	3.89%

Correlation

The correlation between PSFD and BUFH is 0.76, 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	0.76

Return for Risk

PSFD vs. BUFH — Risk / Return Rank

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

PSFD

PSFD Risk / Return Rank: 80
PSFD Sharpe Ratio Rank: 82
PSFD Sortino Ratio Rank: 87
PSFD Omega Ratio Rank: 88
PSFD Calmar Ratio Rank: 63
PSFD Martin Ratio Rank: 81

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.

PSFD vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (December) ETF (PSFD) 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.

	PSFD	BUFH	Difference
Sharpe ratio Return per unit of total volatility	2.72	—	—
Sortino ratio Return per unit of downside risk	4.01	—	—
Omega ratio Gain probability vs. loss probability	1.57	—	—
Calmar ratio Return relative to maximum drawdown	3.20	—	—
Martin ratio Return relative to average drawdown	16.43	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PSFD	BUFH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.72	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.14	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.25	2.94	-1.69

Drawdowns

PSFD vs. BUFH - Drawdown Comparison

The maximum PSFD drawdown since its inception was -14.94%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for PSFD and BUFH.

Drawdown Indicators

	PSFD	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-14.94%	-1.53%	-13.41%
Max Drawdown (1Y) Largest decline over 1 year	-5.88%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.26%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-14.94%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.02%	-0.18%	-1.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.15%	—	—

Volatility

Volatility by Period

	PSFD	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.16%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.80%	2.37%	+4.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.48%	2.37%	+8.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.43%	2.37%	+8.06%

PSFD vs. BUFH - Expense Ratio Comparison

PSFD has a 0.75% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

PSFD vs. BUFH - Dividend Comparison

Neither PSFD nor BUFH has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PSFD and BUFH in my portfolio?

PSFD and BUFH have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PSFD or BUFH?

On fees, PSFD is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PSFD or BUFH?

PSFD is cheaper with a 0.75% expense ratio, compared with 0.95% for BUFH.

Which ETF pays a higher dividend yield, PSFD or BUFH?

PSFD and BUFH have nearly identical dividend yields, around 0.00%.

What is the main difference between PSFD and BUFH?

PSFD is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Pacer and First Trust. Their fees differ too: 0.75% for PSFD and 0.95% for BUFH.