STTIX vs. BUIGX

Last updated Apr 1, 2026

Compare and contrast key facts about North SquareTrilogy Alternative Return Fund (STTIX) and Cboe Vest US Large Cap 10% Buffer Fund (BUIGX).

STTIX is managed by Stadion Funds. It was launched on Apr 1, 2012. BUIGX is managed by CBOE Vest. It was launched on Aug 22, 2016.

Performance

STTIX vs. BUIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in North SquareTrilogy Alternative Return Fund (STTIX) and Cboe Vest US Large Cap 10% Buffer Fund (BUIGX). The values are adjusted to include any dividend payments, if applicable.

STTIX vs. BUIGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STTIX North SquareTrilogy Alternative Return Fund	-0.47%	6.66%	5.94%	-1.89%	-10.52%	4.57%	7.19%	3.44%	-6.48%	4.53%
BUIGX Cboe Vest US Large Cap 10% Buffer Fund	-3.93%	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, STTIX achieves a -0.47% return, which is significantly higher than BUIGX's -3.93% return.

STTIX

• 1D: 0.52%
• 1M: -2.06%
• YTD: -0.47%
• 6M: 0.34%
• 1Y: 3.73%
• 3Y*: 3.59%
• 5Y*: 0.08%
• 10Y*: 1.90%

BUIGX

• 1D: -0.19%
• 1M: -4.53%
• YTD: -3.93%
• 6M: -1.74%
• 1Y: 10.94%
• 3Y*: 11.81%
• 5Y*: 7.67%
• 10Y*: —

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

STTIX vs. BUIGX - Expense Ratio Comparison

STTIX has a 1.38% expense ratio, which is higher than BUIGX's 0.95% expense ratio.

STTIX

North SquareTrilogy Alternative Return Fund

BUIGX

Cboe Vest US Large Cap 10% Buffer Fund

Return for Risk

STTIX vs. BUIGX — Risk / Return Rank

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

STTIX

STTIX Risk / Return Rank: 45
STTIX Sharpe Ratio Rank: 45
STTIX Sortino Ratio Rank: 44
STTIX Omega Ratio Rank: 33
STTIX Calmar Ratio Rank: 63
STTIX Martin Ratio Rank: 39

BUIGX

BUIGX Risk / Return Rank: 42
BUIGX Sharpe Ratio Rank: 31
BUIGX Sortino Ratio Rank: 35
BUIGX Omega Ratio Rank: 44
BUIGX Calmar Ratio Rank: 40
BUIGX Martin Ratio Rank: 60

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.

STTIX vs. BUIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for North SquareTrilogy Alternative Return Fund (STTIX) 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.

	STTIX	BUIGX	Difference
Sharpe ratio Return per unit of total volatility	0.91	0.72	+0.19
Sortino ratio Return per unit of downside risk	1.33	1.17	+0.16
Omega ratio Gain probability vs. loss probability	1.17	1.19	-0.03
Calmar ratio Return relative to maximum drawdown	1.48	1.04	+0.44
Martin ratio Return relative to average drawdown	4.15	5.74	-1.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STTIX vs. BUIGX - Sharpe Ratio Comparison

The current STTIX Sharpe Ratio is 0.91, which is comparable to the BUIGX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of STTIX and BUIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	STTIX	BUIGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	0.72	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.67	-0.66
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.24	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.72	-0.49

Correlation

The correlation between STTIX and BUIGX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

STTIX vs. BUIGX - Dividend Comparison

STTIX's dividend yield for the trailing twelve months is around 4.71%, while BUIGX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STTIX North SquareTrilogy Alternative Return Fund	4.71%	4.26%	17.39%	2.10%	1.03%	0.49%	1.02%	1.68%	1.73%	0.96%	0.99%	1.07%
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

STTIX vs. BUIGX - Drawdown Comparison

The maximum STTIX drawdown since its inception was -18.71%, smaller than the maximum BUIGX drawdown of -22.01%. Use the drawdown chart below to compare losses from any high point for STTIX and BUIGX.

Drawdown Indicators

	STTIX	BUIGX	Difference
Max Drawdown Largest peak-to-trough decline	-18.71%	-22.01%	+3.30%
Max Drawdown (1Y) Largest decline over 1 year	-2.68%	-8.91%	+6.23%
Max Drawdown (5Y) Largest decline over 5 years	-18.71%	-15.22%	-3.49%
Max Drawdown (10Y) Largest decline over 10 years	-18.71%	—	—
Current Drawdown Current decline from peak	-6.83%	-5.12%	-1.71%
Average Drawdown Average peak-to-trough decline	-4.71%	-2.36%	-2.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.95%	1.67%	-0.72%

Volatility

STTIX vs. BUIGX - Volatility Comparison

The current volatility for North SquareTrilogy Alternative Return Fund (STTIX) is 1.33%, while Cboe Vest US Large Cap 10% Buffer Fund (BUIGX) has a volatility of 2.93%. This indicates that STTIX 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.

Volatility by Period

	STTIX	BUIGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.33%	2.93%	-1.60%
Volatility (6M) Calculated over the trailing 6-month period	2.45%	7.86%	-5.41%
Volatility (1Y) Calculated over the trailing 1-year period	4.10%	13.85%	-9.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.85%	11.49%	-1.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.80%	11.76%	-3.96%