TACU vs. BUFX

Last updated Jun 26, 2026

TACU (T. Rowe Price Active Core U.S. Equity ETF) and BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) are both exchange-traded funds - TACU is a Large Cap Blend Equities fund actively managed by T. Rowe Price, while BUFX is a Defined Outcome fund managed by First Trust. Their correlation of 0.92 suggests significant overlap in exposure. TACU charges 0.14%/yr vs 0.96%/yr for BUFX.

Performance

TACU vs. BUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Active Core U.S. Equity ETF (TACU) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TACU achieves a 7.69% return, which is significantly higher than BUFX's 3.81% return.

TACU

• 1D: -0.01%
• 1M: -1.70%
• YTD: 7.69%
• 6M: 6.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFX

• 1D: 0.05%
• 1M: -0.07%
• YTD: 3.81%
• 6M: 3.64%
• 1Y: 9.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TACU vs. BUFX - Yearly Performance Comparison

	2026 (YTD)	2025
TACU T. Rowe Price Active Core U.S. Equity ETF	7.69%	-0.70%
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF	3.81%	0.47%

Correlation

The correlation between TACU and BUFX is 0.92, 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 Dec 11, 2025	0.92

Return for Risk

TACU vs. BUFX — Risk / Return Rank

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

TACU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BUFX

BUFX Risk / Return Rank: 87
BUFX Sharpe Ratio Rank: 85
BUFX Sortino Ratio Rank: 91
BUFX Omega Ratio Rank: 92
BUFX Calmar Ratio Rank: 75
BUFX 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.

TACU vs. BUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Active Core U.S. Equity ETF (TACU) 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.

	TACU	BUFX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.40	—
Sortino ratio: Return per unit of downside risk	—	3.79	—
Omega ratio: Gain probability vs. loss probability	—	1.53	—
Calmar ratio: Return relative to maximum drawdown	—	3.38	—
Martin ratio: Return relative to average drawdown	—	19.91	—

Drawdowns

TACU vs. BUFX - Drawdown Comparison

The maximum TACU drawdown since its inception was -8.91%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for TACU and BUFX.

Drawdown Indicators

	TACU	BUFX	Difference
Max Drawdown Largest peak-to-trough decline	-8.91%	-2.87%	-6.04%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.87%	—
Current Drawdown Current decline from peak	-2.89%	-0.61%	-2.28%
Average Drawdown Average peak-to-trough decline	-1.62%	-0.25%	-1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.49%	—

Volatility

Volatility by Period

	TACU	BUFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.39%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.85%	4.03%	+9.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.85%	4.03%	+9.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.85%	4.03%	+9.82%

TACU vs. BUFX - Expense Ratio Comparison

TACU has a 0.14% expense ratio, which is lower than BUFX's 0.96% expense ratio.

Dividends

TACU vs. BUFX - Dividend Comparison

Neither TACU nor BUFX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both TACU and BUFX in my portfolio?

With a correlation of 0.92, TACU 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.

Which ETF is better, TACU or BUFX?

On fees, TACU is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TACU or BUFX?

TACU is cheaper with a 0.14% expense ratio, compared with 0.96% for BUFX.

Which ETF pays a higher dividend yield, TACU or BUFX?

TACU and BUFX have nearly identical dividend yields, around 0.00%.

What is the main difference between TACU and BUFX?

TACU is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: T. Rowe Price and First Trust. Their fees differ too: 0.14% for TACU and 0.96% for BUFX.