VV vs. BUFX

Last updated Jun 24, 2026

VV (Vanguard Large-Cap ETF) and BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) are both exchange-traded funds - VV is a Large Cap Blend Equities fund tracking the CRSP US Large Cap Index, while BUFX is a Defined Outcome fund managed by First Trust. Their correlation of 0.91 suggests significant overlap in exposure. VV charges 0.04%/yr vs 0.96%/yr for BUFX.

Performance

VV vs. BUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap ETF (VV) 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, VV achieves a 7.90% return, which is significantly higher than BUFX's 3.84% return.

VV

• 1D: -1.44%
• 1M: -1.27%
• YTD: 7.90%
• 6M: 6.95%
• 1Y: 23.37%
• 3Y*: 21.00%
• 5Y*: 12.65%
• 10Y*: 15.62%

BUFX

• 1D: -0.27%
• 1M: 0.09%
• YTD: 3.84%
• 6M: 3.89%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VV vs. BUFX - Yearly Performance Comparison

	2026 (YTD)	2025
VV Vanguard Large-Cap ETF	7.90%	13.02%
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF	3.84%	5.43%

Correlation

The correlation between VV and BUFX is 0.91, 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 Jun 25, 2025	0.91

Return for Risk

VV vs. BUFX — Risk / Return Rank

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

VV

VV Risk / Return Rank: 57
VV Sharpe Ratio Rank: 57
VV Sortino Ratio Rank: 55
VV Omega Ratio Rank: 56
VV Calmar Ratio Rank: 54
VV Martin Ratio Rank: 65

BUFX

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

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.

VV vs. BUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) 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.

	VV	BUFX	Difference
Sharpe ratio: Return per unit of total volatility	1.86	—	—
Sortino ratio: Return per unit of downside risk	2.54	—	—
Omega ratio: Gain probability vs. loss probability	1.33	—	—
Calmar ratio: Return relative to maximum drawdown	2.55	—	—
Martin ratio: Return relative to average drawdown	11.23	—	—

Drawdowns

VV vs. BUFX - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for VV and BUFX.

Drawdown Indicators

	VV	BUFX	Difference
Max Drawdown Largest peak-to-trough decline	-54.81%	-2.87%	-51.94%
Max Drawdown (1Y) Largest decline over 1 year	-9.21%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.66%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.28%	—	—
Current Drawdown Current decline from peak	-3.21%	-0.59%	-2.62%
Average Drawdown Average peak-to-trough decline	-6.83%	-0.24%	-6.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	—	—

Volatility

Volatility by Period

	VV	BUFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.94%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.93%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.66%	4.05%	+8.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.33%	4.05%	+13.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.21%	4.05%	+14.16%

VV vs. BUFX - Expense Ratio Comparison

VV has a 0.04% expense ratio, which is lower than BUFX's 0.96% expense ratio.

Dividends

VV vs. BUFX - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.00%, while BUFX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BUFX FT Vest Laddered Enhance & Moderate 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%
VV Vanguard Large-Cap ETF	1.00%	1.08%	1.24%	1.41%	1.66%	1.19%	1.46%	1.81%	2.09%	1.75%	1.98%	1.96%

Frequently Asked Questions

Can I hold both VV and BUFX in my portfolio?

With a correlation of 0.91, VV 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, VV or BUFX?

On fees, VV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VV or BUFX?

VV is cheaper with a 0.04% expense ratio, compared with 0.96% for BUFX.

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

VV has the higher dividend yield at 1.00%, compared with 0.00% for BUFX.

What is the main difference between VV and BUFX?

VV is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: Vanguard and First Trust. Their fees differ too: 0.04% for VV and 0.96% for BUFX.