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VNSE vs. BUFH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNSE vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Vaughan Nelson Select ETF (VNSE) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VNSE achieves a 8.44% return, which is significantly higher than BUFH's 3.05% return.


VNSE

1D
1.16%
1M
0.98%
6M
5.95%
YTD
8.44%
1Y
14.59%
3Y*
12.03%
5Y*
9.32%
10Y*
ALL TIME*
13.98%

BUFH

1D
0.12%
1M
0.43%
6M
2.73%
YTD
3.05%
1Y
6.20%
3Y*
5Y*
10Y*
ALL TIME*
6.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$306.65K$225.75K$191.92K
$8.18K$4.57K$18.77K

VNSE vs. BUFH - Yearly Performance Comparison


Correlation

The correlation between VNSE and BUFH is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.76

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2025

0.71

The correlation between VNSE and BUFH has been stable across timeframes, ranging from 0.71 to 0.76 - a consistent structural relationship.

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Return for Risk

VNSE vs. BUFH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VNSE
VNSE Risk / Return Rank: 3535
Overall Rank
VNSE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VNSE Sortino Ratio Rank: 3535
Sortino Ratio Rank
VNSE Omega Ratio Rank: 3434
Omega Ratio Rank
VNSE Calmar Ratio Rank: 3232
Calmar Ratio Rank
VNSE Martin Ratio Rank: 3939
Martin Ratio Rank

BUFH
BUFH Risk / Return Rank: 9393
Overall Rank
BUFH Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BUFH Sortino Ratio Rank: 9595
Sortino Ratio Rank
BUFH Omega Ratio Rank: 9595
Omega Ratio Rank
BUFH Calmar Ratio Rank: 9090
Calmar Ratio Rank
BUFH Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VNSE vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Vaughan Nelson Select ETF (VNSE) 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.


VNSEBUFHDifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-2.60

Omega ratioGain probability vs. loss probability

1.16

1.55

-0.38

Calmar ratioReturn relative to maximum drawdown

1.10

3.95

-2.85

Martin ratioReturn relative to average drawdown

4.23

18.47

-14.24

VNSE vs. BUFH - Sharpe Ratio Comparison

The current VNSE Sharpe Ratio is 0.89, which is lower than the BUFH Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of VNSE and BUFH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VNSE vs. BUFH - Drawdown Comparison

The maximum VNSE drawdown since its inception was -24.21%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for VNSE and BUFH.


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Drawdown Indicators


VNSEBUFHDifference

Max Drawdown

Largest peak-to-trough decline

-24.21%

-1.53%

-22.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-1.53%

-10.36%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

Max Drawdown (5Y)

Largest decline over 5 years

-24.21%

Current Drawdown

Current decline from peak

-1.47%

0.00%

-1.47%

Average Drawdown

Average peak-to-trough decline

-5.43%

-0.17%

-5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

0.33%

+2.75%

Volatility

VNSE vs. BUFH - Volatility Comparison

Natixis Vaughan Nelson Select ETF (VNSE) has a higher volatility of 3.91% compared to FT Vest Laddered Max Buffer ETF (BUFH) at 0.53%. This indicates that VNSE's price experiences larger fluctuations and is considered to be riskier than BUFH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNSEBUFHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

0.53%

+3.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

1.88%

+9.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.60%

2.41%

+12.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

2.33%

+15.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

2.33%

+14.78%

VNSE vs. BUFH - Expense Ratio Comparison

VNSE has a 0.80% expense ratio, which is lower than BUFH's 0.95% expense ratio.


Dividends

VNSE vs. BUFH - Dividend Comparison

VNSE's dividend yield for the trailing twelve months is around 0.20%, while BUFH has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BUFH
FT Vest Laddered Max Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNSE
Natixis Vaughan Nelson Select ETF
0.20%0.21%0.00%0.21%7.01%19.65%0.06%

Frequently Asked Questions


VNSE and BUFH have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VNSE has higher volatility (3.91%) compared to BUFH (0.53%). In terms of maximum drawdown, VNSE dropped -24.21% vs BUFH's -1.53%.

On 1-year performance, VNSE leads with 14.59% vs 6.20% for BUFH. On fees, VNSE is cheaper at 0.80% per year. On volatility, BUFH has been the lower-risk option at 0.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VNSE has performed better with a 14.59% return vs 6.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VNSE is cheaper with a 0.80% expense ratio, compared with 0.95% for BUFH.

VNSE has the higher dividend yield at 0.20%, compared with 0.00% for BUFH.

VNSE is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Natixis and First Trust. Their fees differ too: 0.80% for VNSE and 0.95% for BUFH.

BUFH currently has the higher Sharpe Ratio (2.52 vs 0.89), 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.

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