SDRIX vs. BUIGX
Compare and contrast key facts about Swan Defined Risk Fund (SDRIX) and Cboe Vest US Large Cap 10% Buffer Fund (BUIGX).
SDRIX is managed by Swan. It was launched on Jul 29, 2012. BUIGX is managed by CBOE Vest. It was launched on Aug 22, 2016.
Performance
SDRIX vs. BUIGX - Performance Comparison
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SDRIX vs. BUIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDRIX Swan Defined Risk Fund | -2.71% | 10.72% | 4.91% | 12.37% | -12.84% | 17.41% | 5.25% | 12.75% | -8.85% | 9.88% |
BUIGX Cboe Vest US Large Cap 10% Buffer Fund | -2.01% | 11.51% | 15.54% | 19.05% | -9.88% | 12.51% | 10.57% | 17.71% | -2.19% | 11.41% |
Returns By Period
In the year-to-date period, SDRIX achieves a -2.71% return, which is significantly lower than BUIGX's -2.01% return.
SDRIX
- 1D
- 1.55%
- 1M
- -3.43%
- YTD
- -2.71%
- 6M
- -1.14%
- 1Y
- 8.97%
- 3Y*
- 7.35%
- 5Y*
- 4.50%
- 10Y*
- 5.10%
BUIGX
- 1D
- 2.00%
- 1M
- -2.62%
- YTD
- -2.01%
- 6M
- 0.09%
- 1Y
- 12.81%
- 3Y*
- 12.55%
- 5Y*
- 8.01%
- 10Y*
- —
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SDRIX vs. BUIGX - Expense Ratio Comparison
SDRIX has a 1.18% expense ratio, which is higher than BUIGX's 0.95% expense ratio.
Return for Risk
SDRIX vs. BUIGX — Risk / Return Rank
SDRIX
BUIGX
SDRIX vs. BUIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swan Defined Risk Fund (SDRIX) and Cboe Vest US Large Cap 10% Buffer Fund (BUIGX). 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.
| SDRIX | BUIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.95 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.51 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.31 | +0.48 |
Martin ratioReturn relative to average drawdown | 7.35 | 7.25 | +0.10 |
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
| SDRIX | BUIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.95 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.70 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.74 | -0.20 |
Correlation
The correlation between SDRIX and BUIGX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SDRIX vs. BUIGX - Dividend Comparison
SDRIX's dividend yield for the trailing twelve months is around 10.84%, while BUIGX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDRIX Swan Defined Risk Fund | 10.84% | 10.55% | 0.00% | 12.37% | 0.00% | 0.00% | 0.34% | 1.21% | 1.00% | 0.76% | 1.42% | 0.78% |
BUIGX Cboe Vest US Large Cap 10% Buffer Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.32% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SDRIX vs. BUIGX - Drawdown Comparison
The maximum SDRIX drawdown since its inception was -20.69%, smaller than the maximum BUIGX drawdown of -22.01%. Use the drawdown chart below to compare losses from any high point for SDRIX and BUIGX.
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Drawdown Indicators
| SDRIX | BUIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.69% | -22.01% | +1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -5.34% | -8.91% | +3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -17.67% | -15.22% | -2.45% |
Max Drawdown (10Y)Largest decline over 10 years | -20.69% | — | — |
Current DrawdownCurrent decline from peak | -3.82% | -3.22% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -3.59% | -2.36% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 1.65% | -0.35% |
Volatility
SDRIX vs. BUIGX - Volatility Comparison
The current volatility for Swan Defined Risk Fund (SDRIX) is 3.47%, while Cboe Vest US Large Cap 10% Buffer Fund (BUIGX) has a volatility of 3.66%. This indicates that SDRIX experiences smaller price fluctuations and is considered to be less risky than BUIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDRIX | BUIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 3.66% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 5.82% | 8.09% | -2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.74% | 13.97% | -5.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.60% | 11.53% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.67% | 11.77% | -2.10% |