SAMT vs. BUFH

Last updated Jun 23, 2026

SAMT (Strategas Macro Thematic Opportunities ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - SAMT is a Large Cap Blend Equities fund actively managed by Strategas, while BUFH is a Defined Outcome fund managed by First Trust. A 0.57 correlation means they provide meaningful diversification when combined. SAMT charges 0.66%/yr vs 0.95%/yr for BUFH.

Performance

SAMT vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategas Macro Thematic Opportunities ETF (SAMT) 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, SAMT achieves a 19.97% return, which is significantly higher than BUFH's 2.49% return.

SAMT

• 1D: 0.39%
• 1M: 0.96%
• YTD: 19.97%
• 6M: 17.75%
• 1Y: 39.83%
• 3Y*: 27.93%
• 5Y*: —
• 10Y*: —

BUFH

• 1D: -0.05%
• 1M: 0.21%
• YTD: 2.49%
• 6M: 2.59%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SAMT vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
SAMT Strategas Macro Thematic Opportunities ETF	19.97%	13.62%
BUFH FT Vest Laddered Max Buffer ETF	2.49%	3.81%

Correlation

The correlation between SAMT and BUFH is 0.57, 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 25, 2025	0.57

Return for Risk

SAMT vs. BUFH — Risk / Return Rank

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

SAMT

SAMT Risk / Return Rank: 74
SAMT Sharpe Ratio Rank: 74
SAMT Sortino Ratio Rank: 69
SAMT Omega Ratio Rank: 67
SAMT Calmar Ratio Rank: 88
SAMT Martin Ratio Rank: 73

BUFH

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.

SAMT vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategas Macro Thematic Opportunities ETF (SAMT) 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.

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.

	SAMT	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	2.29	—	—
Sortino ratio: Return per unit of downside risk	3.01	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	4.91	—	—
Martin ratio: Return relative to average drawdown	13.25	—	—

Drawdowns

SAMT vs. BUFH - Drawdown Comparison

The maximum SAMT drawdown since its inception was -20.57%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for SAMT and BUFH.

Drawdown Indicators

	SAMT	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-20.57%	-1.53%	-19.04%
Max Drawdown (1Y) Largest decline over 1 year	-8.15%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.27%	—	—
Current Drawdown Current decline from peak	-0.92%	-0.07%	-0.85%
Average Drawdown Average peak-to-trough decline	-7.66%	-0.18%	-7.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	—	—

Volatility

Volatility by Period

	SAMT	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.82%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.57%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.52%	2.38%	+15.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	2.38%	+14.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.07%	2.38%	+14.69%

SAMT vs. BUFH - Expense Ratio Comparison

SAMT has a 0.66% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

SAMT vs. BUFH - Dividend Comparison

SAMT's dividend yield for the trailing twelve months is around 0.58%, while BUFH has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
BUFH FT Vest Laddered Max Buffer ETF	0.00%	0.00%	0.00%	0.00%	0.00%
SAMT Strategas Macro Thematic Opportunities ETF	0.58%	0.70%	1.40%	1.49%	0.73%

Frequently Asked Questions

Can I hold both SAMT and BUFH in my portfolio?

SAMT and BUFH have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SAMT or BUFH?

On fees, SAMT is cheaper at 0.66% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SAMT or BUFH?

SAMT is cheaper with a 0.66% expense ratio, compared with 0.95% for BUFH.

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

SAMT has the higher dividend yield at 0.58%, compared with 0.00% for BUFH.

What is the main difference between SAMT and BUFH?

SAMT is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Strategas and First Trust. Their fees differ too: 0.66% for SAMT and 0.95% for BUFH.