YMAR vs. BUFP

Last updated Apr 1, 2026

Compare and contrast key facts about FT Vest International Equity Moderate Buffer ETF - March (YMAR) and PGIM Laddered S&P 500 Buffer 12 ETF (BUFP).

YMAR and BUFP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YMAR is a passively managed fund by FT Vest that tracks the performance of the iShares MSCI EAFE ETF. It was launched on Mar 19, 2021. BUFP is a passively managed fund by PGIM that tracks the performance of the S&P 500. It was launched on Jun 11, 2024. Both YMAR and BUFP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

YMAR vs. BUFP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest International Equity Moderate Buffer ETF - March (YMAR) and PGIM Laddered S&P 500 Buffer 12 ETF (BUFP). The values are adjusted to include any dividend payments, if applicable.

YMAR vs. BUFP - Yearly Performance Comparison

	2026 (YTD)	2025	2024
YMAR FT Vest International Equity Moderate Buffer ETF - March	1.24%	18.55%	-1.98%
BUFP PGIM Laddered S&P 500 Buffer 12 ETF	-1.34%	12.92%	6.36%

Returns By Period

In the year-to-date period, YMAR achieves a 1.24% return, which is significantly higher than BUFP's -1.34% return.

YMAR

• 1D: 1.61%
• 1M: -1.24%
• YTD: 1.24%
• 6M: 4.17%
• 1Y: 14.11%
• 3Y*: 9.75%
• 5Y*: 6.22%
• 10Y*: —

BUFP

• 1D: 1.96%
• 1M: -2.04%
• YTD: -1.34%
• 6M: 1.19%
• 1Y: 13.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

YMAR vs. BUFP - Expense Ratio Comparison

YMAR has a 0.90% expense ratio, which is higher than BUFP's 0.50% expense ratio.

YMAR

FT Vest International Equity Moderate Buffer ETF - March

BUFP

PGIM Laddered S&P 500 Buffer 12 ETF

Return for Risk

YMAR vs. BUFP — Risk / Return Rank

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

YMAR

YMAR Risk / Return Rank: 84
YMAR Sharpe Ratio Rank: 80
YMAR Sortino Ratio Rank: 84
YMAR Omega Ratio Rank: 87
YMAR Calmar Ratio Rank: 75
YMAR Martin Ratio Rank: 92

BUFP

BUFP Risk / Return Rank: 75
BUFP Sharpe Ratio Rank: 69
BUFP Sortino Ratio Rank: 73
BUFP Omega Ratio Rank: 81
BUFP Calmar Ratio Rank: 67
BUFP Martin Ratio Rank: 85

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.

YMAR vs. BUFP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest International Equity Moderate Buffer ETF - March (YMAR) and PGIM Laddered S&P 500 Buffer 12 ETF (BUFP). 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.

	YMAR	BUFP	Difference
Sharpe ratio Return per unit of total volatility	1.53	1.23	+0.31
Sortino ratio Return per unit of downside risk	2.27	1.86	+0.42
Omega ratio Gain probability vs. loss probability	1.36	1.31	+0.04
Calmar ratio Return relative to maximum drawdown	2.05	1.71	+0.34
Martin ratio Return relative to average drawdown	13.19	9.81	+3.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YMAR vs. BUFP - Sharpe Ratio Comparison

The current YMAR Sharpe Ratio is 1.53, which is comparable to the BUFP Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of YMAR and BUFP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	YMAR	BUFP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.53	1.23	+0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	1.02	-0.46

Correlation

The correlation between YMAR and BUFP is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

YMAR vs. BUFP - Dividend Comparison

YMAR has not paid dividends to shareholders, while BUFP's dividend yield for the trailing twelve months is around 0.01%.

	TTM	2025	2024
YMAR FT Vest International Equity Moderate Buffer ETF - March	0.00%	0.00%	0.00%
BUFP PGIM Laddered S&P 500 Buffer 12 ETF	0.01%	0.01%	0.02%

Drawdowns

YMAR vs. BUFP - Drawdown Comparison

The maximum YMAR drawdown since its inception was -22.60%, which is greater than BUFP's maximum drawdown of -11.98%. Use the drawdown chart below to compare losses from any high point for YMAR and BUFP.

Drawdown Indicators

	YMAR	BUFP	Difference
Max Drawdown Largest peak-to-trough decline	-22.60%	-11.98%	-10.62%
Max Drawdown (1Y) Largest decline over 1 year	-6.66%	-8.16%	+1.50%
Max Drawdown (5Y) Largest decline over 5 years	-22.60%	—	—
Current Drawdown Current decline from peak	-1.29%	-2.54%	+1.25%
Average Drawdown Average peak-to-trough decline	-4.16%	-1.08%	-3.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.03%	1.42%	-0.39%

Volatility

YMAR vs. BUFP - Volatility Comparison

FT Vest International Equity Moderate Buffer ETF - March (YMAR) has a higher volatility of 3.66% compared to PGIM Laddered S&P 500 Buffer 12 ETF (BUFP) at 3.41%. This indicates that YMAR's price experiences larger fluctuations and is considered to be riskier than BUFP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YMAR	BUFP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.66%	3.41%	+0.25%
Volatility (6M) Calculated over the trailing 6-month period	4.91%	4.99%	-0.08%
Volatility (1Y) Calculated over the trailing 1-year period	9.25%	11.11%	-1.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.37%	9.79%	+1.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.35%	9.79%	+1.56%