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SPTM vs. BUFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPTM vs. BUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPTM achieves a 8.72% return, which is significantly higher than BUFX's 3.84% return.


SPTM

1D
-1.32%
1M
-1.02%
YTD
8.72%
6M
7.68%
1Y
23.97%
3Y*
20.38%
5Y*
12.72%
10Y*
15.36%

BUFX

1D
-0.27%
1M
0.09%
YTD
3.84%
6M
3.89%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPTM vs. BUFX - Yearly Performance Comparison


Correlation

The correlation between SPTM and BUFX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 25, 2025

0.91

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Return for Risk

SPTM vs. BUFX — Risk / Return Rank

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

SPTM
SPTM Risk / Return Rank: 6161
Overall Rank
SPTM Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SPTM Sortino Ratio Rank: 5858
Sortino Ratio Rank
SPTM Omega Ratio Rank: 5959
Omega Ratio Rank
SPTM Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPTM Martin Ratio Rank: 7070
Martin Ratio Rank

BUFX

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.

SPTM vs. BUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). 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.


SPTMBUFXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.77

Martin ratioReturn relative to average drawdown

12.49

SPTM vs. BUFX - Sharpe Ratio Comparison


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Drawdowns

SPTM vs. BUFX - Drawdown Comparison

The maximum SPTM drawdown since its inception was -54.80%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for SPTM and BUFX.


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Drawdown Indicators


SPTMBUFXDifference

Max Drawdown

Largest peak-to-trough decline

-54.80%

-2.87%

-51.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

Max Drawdown (3Y)

Largest decline over 3 years

-18.87%

Max Drawdown (5Y)

Largest decline over 5 years

-24.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.66%

Current Drawdown

Current decline from peak

-2.80%

-0.59%

-2.21%

Average Drawdown

Average peak-to-trough decline

-9.03%

-0.24%

-8.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

Volatility

SPTM vs. BUFX - Volatility Comparison


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Volatility by Period


SPTMBUFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

Volatility (1Y)

Calculated over the trailing 1-year period

12.51%

4.05%

+8.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

4.05%

+12.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

4.05%

+13.99%

SPTM vs. BUFX - Expense Ratio Comparison

SPTM has a 0.03% expense ratio, which is lower than BUFX's 0.96% expense ratio.


Dividends

SPTM vs. BUFX - Dividend Comparison

SPTM's dividend yield for the trailing twelve months is around 1.08%, while BUFX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BUFX
FT Vest Laddered Enhance & Moderate 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%
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF
1.08%1.13%1.28%1.44%1.69%1.25%1.56%1.72%1.90%1.66%1.91%1.92%

Frequently Asked Questions


With a correlation of 0.91, SPTM and BUFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPTM is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPTM is cheaper with a 0.03% expense ratio, compared with 0.96% for BUFX.

SPTM has the higher dividend yield at 1.08%, compared with 0.00% for BUFX.

SPTM is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: State Street and First Trust. Their fees differ too: 0.03% for SPTM and 0.96% for BUFX.

Portfolio Optimizer

Find the right allocation for SPTM and BUFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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