SECT vs. BUFH

Last updated Jun 4, 2026

SECT (Main Sector Rotation ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - SECT is a Large Cap Blend Equities fund actively managed by Main Management, while BUFH is a Defined Outcome fund managed by First Trust. A 0.72 correlation means they provide meaningful diversification when combined. SECT charges 0.78%/yr vs 0.95%/yr for BUFH.

Performance

SECT vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Main Sector Rotation ETF (SECT) 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, SECT achieves a 11.86% return, which is significantly higher than BUFH's 2.45% return.

SECT

• 1D: -0.53%
• 1M: 7.71%
• YTD: 11.86%
• 6M: 12.38%
• 1Y: 31.19%
• 3Y*: 20.34%
• 5Y*: 12.80%
• 10Y*: —

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)

SECT vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
SECT Main Sector Rotation ETF	11.86%	13.46%
BUFH FT Vest Laddered Max Buffer ETF	2.45%	3.89%

Correlation

The correlation between SECT and BUFH is 0.72, 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	0.72

Return for Risk

SECT vs. BUFH — Risk / Return Rank

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

SECT

SECT Risk / Return Rank: 68
SECT Sharpe Ratio Rank: 73
SECT Sortino Ratio Rank: 71
SECT Omega Ratio Rank: 71
SECT Calmar Ratio Rank: 59
SECT Martin Ratio Rank: 66

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.

SECT vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Main Sector Rotation ETF (SECT) 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.

	SECT	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	2.41	—	—
Sortino ratio: Return per unit of downside risk	3.26	—	—
Omega ratio: Gain probability vs. loss probability	1.43	—	—
Calmar ratio: Return relative to maximum drawdown	2.93	—	—
Martin ratio: Return relative to average drawdown	12.13	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SECT	BUFH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.41	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	2.91	-2.22

Drawdowns

SECT vs. BUFH - Drawdown Comparison

The maximum SECT drawdown since its inception was -38.09%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for SECT and BUFH.

Drawdown Indicators

	SECT	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-38.09%	-1.53%	-36.56%
Max Drawdown (1Y) Largest decline over 1 year	-10.71%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.71%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.71%	—	—
Current Drawdown Current decline from peak	-0.53%	-0.05%	-0.48%
Average Drawdown Average peak-to-trough decline	-4.65%	-0.18%	-4.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	—	—

Volatility

Volatility by Period

	SECT	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.46%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.62%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.01%	2.37%	+10.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.80%	2.37%	+15.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.13%	2.37%	+17.76%

SECT vs. BUFH - Expense Ratio Comparison

SECT has a 0.78% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

SECT vs. BUFH - Dividend Comparison

SECT's dividend yield for the trailing twelve months is around 0.60%, while BUFH has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SECT Main Sector Rotation ETF	0.60%	0.32%	0.45%	0.84%	0.86%	0.60%	1.37%	0.77%	1.67%	0.50%

Frequently Asked Questions

Can I hold both SECT and BUFH in my portfolio?

SECT and BUFH have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SECT or BUFH?

On fees, SECT is cheaper at 0.78% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SECT or BUFH?

SECT is cheaper with a 0.78% expense ratio, compared with 0.95% for BUFH.

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

SECT has the higher dividend yield at 0.60%, compared with 0.00% for BUFH.

What is the main difference between SECT and BUFH?

SECT is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Main Management and First Trust. Their fees differ too: 0.78% for SECT and 0.95% for BUFH.