PTLC vs. BUFX

Last updated Jun 24, 2026

PTLC (Pacer Trendpilot US Large Cap ETF) and BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) are both exchange-traded funds - PTLC is a Large Cap Blend Equities fund tracking the Pacer Trendpilot U.S. Large Cap Index, while BUFX is a Defined Outcome fund managed by First Trust. Their correlation of 0.90 suggests significant overlap in exposure. PTLC charges 0.60%/yr vs 0.96%/yr for BUFX.

Performance

PTLC vs. BUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot US Large Cap ETF (PTLC) 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, PTLC achieves a 2.97% return, which is significantly lower than BUFX's 3.84% return.

PTLC

• 1D: -1.38%
• 1M: -1.33%
• YTD: 2.97%
• 6M: 2.00%
• 1Y: 17.43%
• 3Y*: 13.44%
• 5Y*: 9.97%
• 10Y*: 11.31%

BUFX

• 1D: -0.27%
• 1M: 0.09%
• YTD: 3.84%
• 6M: 3.89%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PTLC vs. BUFX - Yearly Performance Comparison

	2026 (YTD)	2025
PTLC Pacer Trendpilot US Large Cap ETF	2.97%	12.76%
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF	3.84%	5.43%

Correlation

The correlation between PTLC 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

PTLC vs. BUFX — Risk / Return Rank

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

PTLC

PTLC Risk / Return Rank: 43
PTLC Sharpe Ratio Rank: 43
PTLC Sortino Ratio Rank: 40
PTLC Omega Ratio Rank: 42
PTLC Calmar Ratio Rank: 42
PTLC Martin Ratio Rank: 48

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.

PTLC vs. BUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Large Cap ETF (PTLC) 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.

	PTLC	BUFX	Difference
Sharpe ratio: Return per unit of total volatility	1.46	—	—
Sortino ratio: Return per unit of downside risk	1.97	—	—
Omega ratio: Gain probability vs. loss probability	1.26	—	—
Calmar ratio: Return relative to maximum drawdown	2.00	—	—
Martin ratio: Return relative to average drawdown	7.66	—	—

Drawdowns

PTLC vs. BUFX - Drawdown Comparison

The maximum PTLC drawdown since its inception was -26.63%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for PTLC and BUFX.

Drawdown Indicators

	PTLC	BUFX	Difference
Max Drawdown Largest peak-to-trough decline	-26.63%	-2.87%	-23.76%
Max Drawdown (1Y) Largest decline over 1 year	-8.77%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.17%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-15.17%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-26.63%	—	—
Current Drawdown Current decline from peak	-3.15%	-0.59%	-2.56%
Average Drawdown Average peak-to-trough decline	-5.63%	-0.24%	-5.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	—	—

Volatility

Volatility by Period

	PTLC	BUFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.91%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.19%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.98%	4.05%	+7.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.87%	4.05%	+7.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.19%	4.05%	+9.14%

PTLC vs. BUFX - Expense Ratio Comparison

PTLC has a 0.60% expense ratio, which is lower than BUFX's 0.96% expense ratio.

Dividends

PTLC vs. BUFX - Dividend Comparison

PTLC's dividend yield for the trailing twelve months is around 1.03%, while BUFX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BUFX FT Vest Laddered Enhance & Moderate 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%
PTLC Pacer Trendpilot US Large Cap ETF	1.03%	1.06%	0.67%	1.18%	1.26%	0.73%	1.08%	1.10%	1.00%	0.97%	1.08%	0.42%

Frequently Asked Questions

Can I hold both PTLC and BUFX in my portfolio?

With a correlation of 0.90, PTLC and BUFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, PTLC or BUFX?

On fees, PTLC is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PTLC or BUFX?

PTLC is cheaper with a 0.60% expense ratio, compared with 0.96% for BUFX.

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

PTLC has the higher dividend yield at 1.03%, compared with 0.00% for BUFX.

What is the main difference between PTLC and BUFX?

PTLC is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: Pacer and First Trust. Their fees differ too: 0.60% for PTLC and 0.96% for BUFX.