TSPA vs. BUFH
TSPA (T. Rowe Price US Equity Research ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - TSPA is a Large Cap Blend Equities fund actively managed by T. Rowe Price, while BUFH is a Defined Outcome fund managed by First Trust. Over the past year, TSPA returned 22.54% vs 6.20% for BUFH. A 0.74 correlation means they provide meaningful diversification when combined. TSPA charges 0.34%/yr vs 0.95%/yr for BUFH.
Performance
TSPA vs. BUFH - Performance Comparison
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Returns By Period
In the year-to-date period, TSPA achieves a 8.72% return, which is significantly higher than BUFH's 2.30% return.
TSPA
- 1D
- -0.06%
- 1M
- -1.27%
- YTD
- 8.72%
- 6M
- 7.36%
- 1Y
- 22.54%
- 3Y*
- 21.43%
- 5Y*
- 13.62%
- 10Y*
- —
BUFH
- 1D
- 0.00%
- 1M
- 0.02%
- YTD
- 2.30%
- 6M
- 2.28%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSPA vs. BUFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSPA T. Rowe Price US Equity Research ETF | 8.72% | 12.72% |
BUFH FT Vest Laddered Max Buffer ETF | 2.30% | 3.81% |
Correlation
The correlation between TSPA and BUFH is 0.74, 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 25, 2025 | 0.74 |
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Return for Risk
TSPA vs. BUFH — Risk / Return Rank
TSPA
BUFH
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSPA vs. BUFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price US Equity Research ETF (TSPA) 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.
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.
| TSPA | BUFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | — | — |
| Martin ratioReturn relative to average drawdown | 10.98 | — | — |
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Drawdowns
TSPA vs. BUFH - Drawdown Comparison
The maximum TSPA drawdown since its inception was -24.72%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for TSPA and BUFH.
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Drawdown Indicators
| TSPA | BUFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.72% | -1.53% | -23.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.24% | -1.53% | -7.71% |
Max Drawdown (3Y)Largest decline over 3 years | -19.04% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.72% | — | — |
Current DrawdownCurrent decline from peak | -2.98% | -0.26% | -2.72% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -0.18% | -5.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | — | — |
Volatility
TSPA vs. BUFH - Volatility Comparison
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Volatility by Period
| TSPA | BUFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.34% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 2.38% | +10.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 2.38% | +14.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 2.38% | +14.65% |
TSPA vs. BUFH - Expense Ratio Comparison
TSPA has a 0.34% expense ratio, which is lower than BUFH's 0.95% expense ratio.
Dividends
TSPA vs. BUFH - Dividend Comparison
TSPA's dividend yield for the trailing twelve months is around 0.57%, while BUFH has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BUFH FT Vest Laddered Max Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSPA T. Rowe Price US Equity Research ETF | 0.57% | 0.62% | 0.50% | 0.41% | 1.16% | 0.43% |
Frequently Asked Questions
TSPA and BUFH have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, TSPA leads with 22.54% vs 6.20% for BUFH. On fees, TSPA is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TSPA has performed better with a 22.54% return vs 6.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TSPA is cheaper with a 0.34% expense ratio, compared with 0.95% for BUFH.
TSPA has the higher dividend yield at 0.57%, compared with 0.00% for BUFH.
TSPA is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: T. Rowe Price and First Trust. Their fees differ too: 0.34% for TSPA and 0.95% for BUFH.
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