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RDVY vs. BUFH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDVY vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Rising Dividend Achievers ETF (RDVY) 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

In the year-to-date period, RDVY achieves a 9.82% return, which is significantly higher than BUFH's 2.45% return.


RDVY

1D
0.07%
1M
3.10%
YTD
9.82%
6M
10.80%
1Y
26.23%
3Y*
20.29%
5Y*
11.01%
10Y*
15.66%

BUFH

1D
-0.05%
1M
0.75%
YTD
2.45%
6M
2.82%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDVY vs. BUFH - Yearly Performance Comparison


Correlation

The correlation between RDVY and BUFH is 0.58, 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

0.58

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Return for Risk

RDVY vs. BUFH — Risk / Return Rank

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

RDVY
RDVY Risk / Return Rank: 5757
Overall Rank
RDVY Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
RDVY Sortino Ratio Rank: 5555
Sortino Ratio Rank
RDVY Omega Ratio Rank: 5353
Omega Ratio Rank
RDVY Calmar Ratio Rank: 5858
Calmar Ratio Rank
RDVY Martin Ratio Rank: 6666
Martin Ratio Rank

BUFH
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.

RDVY vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Rising Dividend Achievers ETF (RDVY) 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.


RDVYBUFHDifference

Sharpe ratio

Return per unit of total volatility

1.88

Sortino ratio

Return per unit of downside risk

2.71

Omega ratio

Gain probability vs. loss probability

1.33

Calmar ratio

Return relative to maximum drawdown

2.92

Martin ratio

Return relative to average drawdown

12.26

RDVY vs. BUFH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RDVYBUFHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

2.91

-2.25

Drawdowns

RDVY vs. BUFH - Drawdown Comparison

The maximum RDVY drawdown since its inception was -40.60%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for RDVY and BUFH.


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Drawdown Indicators


RDVYBUFHDifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-1.53%

-39.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

Max Drawdown (3Y)

Largest decline over 3 years

-19.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

Current Drawdown

Current decline from peak

-0.42%

-0.05%

-0.37%

Average Drawdown

Average peak-to-trough decline

-5.00%

-0.18%

-4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

Volatility

RDVY vs. BUFH - Volatility Comparison


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Volatility by Period


RDVYBUFHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.02%

2.37%

+11.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

2.37%

+16.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.11%

2.37%

+18.74%

RDVY vs. BUFH - Expense Ratio Comparison

RDVY has a 0.50% expense ratio, which is lower than BUFH's 0.95% expense ratio.


Dividends

RDVY vs. BUFH - Dividend Comparison

RDVY's dividend yield for the trailing twelve months is around 0.92%, while BUFH has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
RDVY
First Trust Rising Dividend Achievers ETF
0.92%1.11%1.64%2.09%2.21%1.04%1.53%1.55%1.68%1.25%2.07%2.14%

Frequently Asked Questions


RDVY and BUFH have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RDVY is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RDVY is cheaper with a 0.50% expense ratio, compared with 0.95% for BUFH.

RDVY has the higher dividend yield at 0.92%, compared with 0.00% for BUFH.

RDVY is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. Their fees differ too: 0.50% for RDVY and 0.95% for BUFH.

Portfolio Optimizer

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