STTIX vs. BUIGX

Last updated Jun 23, 2026

STTIX (North SquareTrilogy Alternative Return Fund) and BUIGX (Cboe Vest US Large Cap 10% Buffer Fund) are both Options Trading funds. Over the past 5 years, STTIX returned 0.34%/yr vs 9.41%/yr for BUIGX. At a 0.30 correlation, their price movements are largely independent. STTIX charges 1.38%/yr vs 0.95%/yr for BUIGX.

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.

Returns By Period

In the year-to-date period, STTIX achieves a 0.21% return, which is significantly lower than BUIGX's 6.43% return.

STTIX

• 1D: 0.11%
• 1M: 0.73%
• YTD: 0.21%
• 6M: 0.39%
• 1Y: 3.81%
• 3Y*: 3.56%
• 5Y*: 0.34%
• 10Y*: 1.69%

BUIGX

• 1D: 0.59%
• 1M: 0.72%
• YTD: 6.43%
• 6M: 6.20%
• 1Y: 17.86%
• 3Y*: 13.53%
• 5Y*: 9.41%
• 10Y*: —

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

STTIX vs. BUIGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STTIX North SquareTrilogy Alternative Return Fund	0.21%	6.66%	5.94%	-1.89%	-10.52%	4.57%	7.19%	3.44%	-6.48%	4.90%
BUIGX Cboe Vest US Large Cap 10% Buffer Fund	6.43%	11.51%	15.54%	19.05%	-9.88%	12.51%	10.57%	17.71%	-2.19%	11.41%

Correlation

The correlation between STTIX and BUIGX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.30

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: 16
STTIX Sharpe Ratio Rank: 17
STTIX Sortino Ratio Rank: 18
STTIX Omega Ratio Rank: 16
STTIX Calmar Ratio Rank: 16
STTIX Martin Ratio Rank: 14

BUIGX

BUIGX Risk / Return Rank: 70
BUIGX Sharpe Ratio Rank: 50
BUIGX Sortino Ratio Rank: 51
BUIGX Omega Ratio Rank: 76
BUIGX Calmar Ratio Rank: 80
BUIGX Martin Ratio Rank: 92

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.

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.

	STTIX	BUIGX	Difference
Sharpe ratio: Return per unit of total volatility	1.08	1.93	-0.85
Sortino ratio: Return per unit of downside risk	1.67	2.75	-1.09
Omega ratio: Gain probability vs. loss probability	1.19	1.45	-0.26
Calmar ratio: Return relative to maximum drawdown	1.34	3.49	-2.15
Martin ratio: Return relative to average drawdown	3.75	17.56	-13.80

STTIX vs. BUIGX - Sharpe Ratio Comparison

The current STTIX Sharpe Ratio is 1.08, which is lower than the BUIGX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of STTIX and BUIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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	-2.86%	-5.12%	+2.26%
Max Drawdown (3Y) Largest decline over 3 years	-13.10%	-13.94%	+0.84%
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	-6.20%	-0.25%	-5.95%
Average Drawdown Average peak-to-trough decline	-4.74%	-2.31%	-2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.02%	1.01%	+0.01%

Volatility

STTIX vs. BUIGX - Volatility Comparison

The current volatility for North SquareTrilogy Alternative Return Fund (STTIX) is 0.90%, while Cboe Vest US Large Cap 10% Buffer Fund (BUIGX) has a volatility of 2.20%. 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	0.90%	2.20%	-1.30%
Volatility (6M) Calculated over the trailing 6-month period	2.49%	5.63%	-3.14%
Volatility (1Y) Calculated over the trailing 1-year period	3.53%	9.24%	-5.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.83%	11.56%	-1.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.80%	11.68%	-3.88%

STTIX vs. BUIGX - Expense Ratio Comparison

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

Dividends

STTIX vs. BUIGX - Dividend Comparison

STTIX's dividend yield for the trailing twelve months is around 4.68%, while BUIGX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
STTIX North SquareTrilogy Alternative Return Fund	4.68%	4.26%	17.39%	2.10%	1.03%	0.49%	1.02%	1.68%	1.73%	0.96%	0.99%	1.07%

Frequently Asked Questions

Can I hold both STTIX and BUIGX in my portfolio?

STTIX and BUIGX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STTIX or BUIGX?

BUIGX has higher volatility (2.20%) compared to STTIX (0.90%). In terms of maximum drawdown, STTIX dropped -18.71% vs BUIGX's -22.01%.

Which has better risk-adjusted returns?

BUIGX currently has the higher Sharpe Ratio (1.93 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.