TILT vs. BUFH
TILT (FlexShares Morningstar US Market Factor Tilt Index Fund) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - TILT is a Large Cap Blend Equities fund tracking the Morningstar US Market Factor Tilt Index, while BUFH is a Defined Outcome fund managed by First Trust. A 0.70 correlation means they provide meaningful diversification when combined. TILT charges 0.25%/yr vs 0.95%/yr for BUFH.
Performance
TILT vs. BUFH - Performance Comparison
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Returns By Period
In the year-to-date period, TILT achieves a 10.68% return, which is significantly higher than BUFH's 2.45% return.
TILT
- 1D
- -0.67%
- 1M
- 4.39%
- YTD
- 10.68%
- 6M
- 10.81%
- 1Y
- 28.46%
- 3Y*
- 20.80%
- 5Y*
- 11.59%
- 10Y*
- 13.96%
BUFH
- 1D
- -0.05%
- 1M
- 0.75%
- YTD
- 2.45%
- 6M
- 2.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TILT vs. BUFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TILT FlexShares Morningstar US Market Factor Tilt Index Fund | 10.68% | 13.89% |
BUFH FT Vest Laddered Max Buffer ETF | 2.45% | 3.89% |
Correlation
The correlation between TILT and BUFH is 0.70, 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 | 0.70 |
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Return for Risk
TILT vs. BUFH — Risk / Return Rank
TILT
BUFH
TILT vs. BUFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) 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.
| TILT | BUFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.42 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | — | — |
| Martin ratioReturn relative to average drawdown | 14.71 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TILT | BUFH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 2.91 | -2.08 |
Drawdowns
TILT vs. BUFH - Drawdown Comparison
The maximum TILT drawdown since its inception was -38.46%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for TILT and BUFH.
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Drawdown Indicators
| TILT | BUFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -1.53% | -36.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.85% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.46% | — | — |
Current DrawdownCurrent decline from peak | -0.67% | -0.05% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -0.18% | -4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | — | — |
Volatility
TILT vs. BUFH - Volatility Comparison
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Volatility by Period
| TILT | BUFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.29% | 2.37% | +9.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 2.37% | +15.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 2.37% | +16.38% |
TILT vs. BUFH - Expense Ratio Comparison
TILT has a 0.25% expense ratio, which is lower than BUFH's 0.95% expense ratio.
Dividends
TILT vs. BUFH - Dividend Comparison
TILT's dividend yield for the trailing twelve months is around 1.07%, while BUFH has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
TILT FlexShares Morningstar US Market Factor Tilt Index Fund | 1.07% | 1.15% | 1.23% | 1.44% | 1.60% | 1.16% | 1.49% | 1.54% | 1.97% | 1.55% | 1.60% | 1.98% |
Frequently Asked Questions
TILT and BUFH have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TILT is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TILT is cheaper with a 0.25% expense ratio, compared with 0.95% for BUFH.
TILT has the higher dividend yield at 1.07%, compared with 0.00% for BUFH.
TILT is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: FlexShares and First Trust. Their fees differ too: 0.25% for TILT and 0.95% for BUFH.
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