YMAG vs. BUFH

Last updated Jun 4, 2026

YMAG (YieldMax Magnificent 7 Fund of Option Income ETFs) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - YMAG is a Large Cap Blend Equities fund actively managed by YieldMax, while BUFH is a Defined Outcome fund managed by First Trust. A 0.64 correlation means they provide meaningful diversification when combined. YMAG charges 1.28%/yr vs 0.95%/yr for BUFH.

Performance

YMAG vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YMAG achieves a 3.80% return, which is significantly higher than BUFH's 2.45% return.

YMAG

• 1D: -0.86%
• 1M: 2.07%
• YTD: 3.80%
• 6M: 4.38%
• 1Y: 27.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFH

• 1D: -0.05%
• 1M: 0.75%
• YTD: 2.45%
• 6M: 2.82%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

YMAG vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	3.80%	19.28%
BUFH FT Vest Laddered Max Buffer ETF	2.45%	3.89%

Correlation

The correlation between YMAG and BUFH is 0.64, 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	0.64

Return for Risk

YMAG vs. BUFH — Risk / Return Rank

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

YMAG

YMAG Risk / Return Rank: 43
YMAG Sharpe Ratio Rank: 47
YMAG Sortino Ratio Rank: 44
YMAG Omega Ratio Rank: 44
YMAG Calmar Ratio Rank: 37
YMAG Martin Ratio Rank: 41

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.

YMAG vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) 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.

	YMAG	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	1.68	—	—
Sortino ratio: Return per unit of downside risk	2.27	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	1.89	—	—
Martin ratio: Return relative to average drawdown	6.63	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	YMAG	BUFH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.19	2.91	-1.72

Drawdowns

YMAG vs. BUFH - Drawdown Comparison

The maximum YMAG drawdown since its inception was -25.96%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for YMAG and BUFH.

Drawdown Indicators

	YMAG	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-25.96%	-1.53%	-24.43%
Max Drawdown (1Y) Largest decline over 1 year	-14.38%	—	—
Current Drawdown Current decline from peak	-2.71%	-0.05%	-2.66%
Average Drawdown Average peak-to-trough decline	-4.52%	-0.18%	-4.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.08%	—	—

Volatility

Volatility by Period

	YMAG	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.67%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.52%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.19%	2.37%	+13.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.88%	2.37%	+18.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.88%	2.37%	+18.51%

YMAG vs. BUFH - Expense Ratio Comparison

YMAG has a 1.28% expense ratio, which is higher than BUFH's 0.95% expense ratio.

Dividends

YMAG vs. BUFH - Dividend Comparison

YMAG's dividend yield for the trailing twelve months is around 52.16%, while BUFH has not paid dividends to shareholders.

Position	TTM	2025	2024
BUFH FT Vest Laddered Max Buffer ETF	0.00%	0.00%	0.00%
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	52.16%	52.27%	35.22%

Frequently Asked Questions

Can I hold both YMAG and BUFH in my portfolio?

YMAG and BUFH have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, YMAG or BUFH?

On fees, BUFH is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, YMAG or BUFH?

BUFH is cheaper with a 0.95% expense ratio, compared with 1.28% for YMAG.

Which ETF pays a higher dividend yield, YMAG or BUFH?

YMAG has the higher dividend yield at 52.16%, compared with 0.00% for BUFH.

What is the main difference between YMAG and BUFH?

YMAG is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: YieldMax and First Trust. Their fees differ too: 1.28% for YMAG and 0.95% for BUFH.