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BDGS vs. DJUN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BDGS vs. DJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridges Capital Tactical ETF (BDGS) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). The values are adjusted to include any dividend payments, if applicable.

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BDGS vs. DJUN - Yearly Performance Comparison


2026 (YTD)202520242023
BDGS
Bridges Capital Tactical ETF
-1.41%10.61%19.07%8.31%
DJUN
FT Cboe Vest U.S. Equity Deep Buffer ETF - June
-0.64%9.38%13.92%9.85%

Returns By Period

In the year-to-date period, BDGS achieves a -1.41% return, which is significantly lower than DJUN's -0.64% return.


BDGS

1D
1.96%
1M
-1.14%
YTD
-1.41%
6M
0.11%
1Y
10.54%
3Y*
5Y*
10Y*

DJUN

1D
1.60%
1M
-1.28%
YTD
-0.64%
6M
1.16%
1Y
12.04%
3Y*
11.33%
5Y*
7.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BDGS vs. DJUN - Expense Ratio Comparison

Both BDGS and DJUN have an expense ratio of 0.85%.


Return for Risk

BDGS vs. DJUN — Risk / Return Rank

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

BDGS
BDGS Risk / Return Rank: 7373
Overall Rank
BDGS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BDGS Sortino Ratio Rank: 7070
Sortino Ratio Rank
BDGS Omega Ratio Rank: 7878
Omega Ratio Rank
BDGS Calmar Ratio Rank: 7474
Calmar Ratio Rank
BDGS Martin Ratio Rank: 8686
Martin Ratio Rank

DJUN
DJUN Risk / Return Rank: 6969
Overall Rank
DJUN Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DJUN Sortino Ratio Rank: 7171
Sortino Ratio Rank
DJUN Omega Ratio Rank: 8282
Omega Ratio Rank
DJUN Calmar Ratio Rank: 5252
Calmar Ratio Rank
DJUN Martin Ratio Rank: 7171
Martin Ratio Rank
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.

BDGS vs. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridges Capital Tactical ETF (BDGS) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). 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.


BDGSDJUNDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.19

-0.20

Sortino ratio

Return per unit of downside risk

1.67

1.81

-0.14

Omega ratio

Gain probability vs. loss probability

1.28

1.32

-0.04

Calmar ratio

Return relative to maximum drawdown

1.80

1.36

+0.43

Martin ratio

Return relative to average drawdown

9.34

7.41

+1.93

BDGS vs. DJUN - Sharpe Ratio Comparison

The current BDGS Sharpe Ratio is 0.99, which is comparable to the DJUN Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of BDGS and DJUN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BDGSDJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.19

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.51

0.96

+0.55

Correlation

The correlation between BDGS and DJUN is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BDGS vs. DJUN - Dividend Comparison

BDGS's dividend yield for the trailing twelve months is around 0.56%, while DJUN has not paid dividends to shareholders.


TTM202520242023
BDGS
Bridges Capital Tactical ETF
0.56%0.55%1.81%0.84%
DJUN
FT Cboe Vest U.S. Equity Deep Buffer ETF - June
0.00%0.00%0.00%0.00%

Drawdowns

BDGS vs. DJUN - Drawdown Comparison

The maximum BDGS drawdown since its inception was -9.12%, smaller than the maximum DJUN drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for BDGS and DJUN.


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Drawdown Indicators


BDGSDJUNDifference

Max Drawdown

Largest peak-to-trough decline

-9.12%

-11.96%

+2.84%

Max Drawdown (1Y)

Largest decline over 1 year

-5.85%

-7.33%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-11.96%

Current Drawdown

Current decline from peak

-2.15%

-1.61%

-0.54%

Average Drawdown

Average peak-to-trough decline

-0.67%

-1.64%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

1.40%

-0.27%

Volatility

BDGS vs. DJUN - Volatility Comparison

Bridges Capital Tactical ETF (BDGS) has a higher volatility of 3.39% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 2.82%. This indicates that BDGS's price experiences larger fluctuations and is considered to be riskier than DJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDGSDJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

2.82%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

5.09%

3.77%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

10.23%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.35%

8.50%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.35%

8.16%

+0.19%