QLC vs. BUFH
QLC (FlexShares US Quality Large Cap Index Fund) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - QLC is a Large Cap Blend Equities fund tracking the Northern Trust Quality Large Cap Index, while BUFH is a Defined Outcome fund managed by First Trust. A 0.71 correlation means they provide meaningful diversification when combined. QLC charges 0.25%/yr vs 0.95%/yr for BUFH.
Performance
QLC vs. BUFH - Performance Comparison
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Returns By Period
In the year-to-date period, QLC achieves a 11.39% return, which is significantly higher than BUFH's 2.45% return.
QLC
- 1D
- -0.74%
- 1M
- 5.38%
- YTD
- 11.39%
- 6M
- 11.88%
- 1Y
- 33.09%
- 3Y*
- 25.39%
- 5Y*
- 15.29%
- 10Y*
- 14.83%
BUFH
- 1D
- -0.05%
- 1M
- 0.75%
- YTD
- 2.45%
- 6M
- 2.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QLC vs. BUFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QLC FlexShares US Quality Large Cap Index Fund | 11.39% | 16.87% |
BUFH FT Vest Laddered Max Buffer ETF | 2.45% | 3.89% |
Correlation
The correlation between QLC 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 Jun 26, 2025 | 0.71 |
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Return for Risk
QLC vs. BUFH — Risk / Return Rank
QLC
BUFH
QLC vs. BUFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares US Quality Large Cap Index Fund (QLC) 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.
| QLC | BUFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.48 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | — | — |
| Martin ratioReturn relative to average drawdown | 17.59 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QLC | BUFH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 2.91 | -2.11 |
Drawdowns
QLC vs. BUFH - Drawdown Comparison
The maximum QLC drawdown since its inception was -35.86%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for QLC and BUFH.
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Drawdown Indicators
| QLC | BUFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -1.53% | -34.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.81% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | — | — |
Current DrawdownCurrent decline from peak | -0.74% | -0.05% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -0.18% | -4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | — | — |
Volatility
QLC vs. BUFH - Volatility Comparison
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Volatility by Period
| QLC | BUFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 2.37% | +10.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 2.37% | +14.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 2.37% | +16.05% |
QLC vs. BUFH - Expense Ratio Comparison
QLC has a 0.25% expense ratio, which is lower than BUFH's 0.95% expense ratio.
Dividends
QLC vs. BUFH - Dividend Comparison
QLC's dividend yield for the trailing twelve months is around 0.88%, 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% |
QLC FlexShares US Quality Large Cap Index Fund | 0.88% | 0.94% | 1.03% | 1.26% | 1.46% | 0.96% | 1.40% | 1.91% | 1.82% | 1.29% | 1.80% | 0.64% |
Frequently Asked Questions
QLC 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, QLC is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QLC is cheaper with a 0.25% expense ratio, compared with 0.95% for BUFH.
QLC has the higher dividend yield at 0.88%, compared with 0.00% for BUFH.
QLC is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Northern Trust and First Trust. Their fees differ too: 0.25% for QLC and 0.95% for BUFH.
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