BDGS vs. FJUN

Last updated Jun 23, 2026

BDGS (Bridges Capital Tactical ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds. BDGS is actively managed, while FJUN is passively managed. Over the past 3 years, BDGS returned 13.55%/yr vs 13.60%/yr for FJUN. A 0.75 correlation means they provide meaningful diversification when combined. BDGS charges 0.87%/yr vs 0.85%/yr for FJUN.

Performance

BDGS vs. FJUN - 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 Buffer ETF - June (FJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BDGS achieves a 4.55% return, which is significantly lower than FJUN's 4.84% return.

BDGS

• 1D: -0.74%
• 1M: -0.80%
• YTD: 4.55%
• 6M: 4.54%
• 1Y: 12.84%
• 3Y*: 13.55%
• 5Y*: —
• 10Y*: —

FJUN

• 1D: -0.17%
• 1M: 0.37%
• YTD: 4.84%
• 6M: 4.78%
• 1Y: 14.16%
• 3Y*: 13.60%
• 5Y*: 10.79%
• 10Y*: —

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

BDGS vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BDGS Bridges Capital Tactical ETF	4.55%	10.61%	19.07%	8.23%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.84%	11.05%	16.38%	14.58%

Correlation

The correlation between BDGS and FJUN is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (All Time) Calculated using the full available price history since May 11, 2023	0.75

The correlation between BDGS and FJUN has been stable across timeframes, ranging from 0.75 to 0.75 - a consistent structural relationship.

BDGS vs. FJUN - Sectors Allocation Comparison

Sectors	BDGS	FJUN
Technology	37.4%	39.0%
Communication Services	16.6%	10.6%
Consumer Cyclical	10.9%	9.9%
Financial Services	9.3%	11.1%
Healthcare	7.5%	8.3%
Industrials	6.6%	7.8%
Consumer Defensive	4.1%	4.5%
Energy	2.6%	3.1%
Utilities	1.9%	2.1%
Real Estate	1.5%	1.8%
Basic Materials	1.5%	1.7%

Return for Risk

BDGS vs. FJUN — Risk / Return Rank

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

BDGS

BDGS Risk / Return Rank: 70
BDGS Sharpe Ratio Rank: 63
BDGS Sortino Ratio Rank: 69
BDGS Omega Ratio Rank: 73
BDGS Calmar Ratio Rank: 66
BDGS Martin Ratio Rank: 77

FJUN

FJUN Risk / Return Rank: 84
FJUN Sharpe Ratio Rank: 82
FJUN Sortino Ratio Rank: 89
FJUN Omega Ratio Rank: 90
FJUN Calmar Ratio Rank: 71
FJUN Martin Ratio Rank: 90

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. FJUN - 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 Buffer ETF - June (FJUN). 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.

	BDGS	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	2.03	2.54	-0.51
Sortino ratio: Return per unit of downside risk	3.03	3.89	-0.87
Omega ratio: Gain probability vs. loss probability	1.41	1.55	-0.14
Calmar ratio: Return relative to maximum drawdown	3.20	3.44	-0.24
Martin ratio: Return relative to average drawdown	14.21	19.85	-5.64

BDGS vs. FJUN - Sharpe Ratio Comparison

The current BDGS Sharpe Ratio is 2.03, which is comparable to the FJUN Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of BDGS and FJUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BDGS vs. FJUN - Drawdown Comparison

The maximum BDGS drawdown since its inception was -9.12%, smaller than the maximum FJUN drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for BDGS and FJUN.

Drawdown Indicators

	BDGS	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-9.12%	-13.26%	+4.14%
Max Drawdown (1Y) Largest decline over 1 year	-4.03%	-4.13%	+0.10%
Max Drawdown (3Y) Largest decline over 3 years	-9.12%	-13.26%	+4.14%
Max Drawdown (5Y) Largest decline over 5 years	—	-13.26%	—
Current Drawdown Current decline from peak	-1.84%	-0.17%	-1.67%
Average Drawdown Average peak-to-trough decline	-0.66%	-1.66%	+1.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.91%	0.72%	+0.19%

Volatility

BDGS vs. FJUN - Volatility Comparison

Bridges Capital Tactical ETF (BDGS) has a higher volatility of 2.28% compared to FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) at 0.44%. This indicates that BDGS's price experiences larger fluctuations and is considered to be riskier than FJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BDGS	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.28%	0.44%	+1.84%
Volatility (6M) Calculated over the trailing 6-month period	5.16%	4.33%	+0.83%
Volatility (1Y) Calculated over the trailing 1-year period	6.38%	5.61%	+0.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.23%	10.55%	-2.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.23%	10.24%	-2.01%

BDGS vs. FJUN - Expense Ratio Comparison

BDGS has a 0.87% expense ratio, which is higher than FJUN's 0.85% expense ratio.

Dividends

BDGS vs. FJUN - Dividend Comparison

BDGS's dividend yield for the trailing twelve months is around 0.53%, while FJUN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
BDGS Bridges Capital Tactical ETF	0.53%	0.55%	1.81%	0.84%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BDGS and FJUN in my portfolio?

BDGS and FJUN have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BDGS or FJUN?

BDGS has higher volatility (2.28%) compared to FJUN (0.44%). In terms of maximum drawdown, BDGS dropped -9.12% vs FJUN's -13.26%.

Which ETF is better, BDGS or FJUN?

On 3-year performance, FJUN leads with 13.60% vs 13.55% for BDGS. On fees, FJUN is cheaper at 0.85% per year. On volatility, FJUN has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BDGS or FJUN?

Over the 3-year period, FJUN has performed better with a 13.60% return vs 13.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BDGS or FJUN?

FJUN is cheaper with a 0.85% expense ratio, compared with 0.87% for BDGS.

Which ETF pays a higher dividend yield, BDGS or FJUN?

BDGS has the higher dividend yield at 0.53%, compared with 0.00% for FJUN.

What is the main difference between BDGS and FJUN?

They also come from different issuers: Bridges and First Trust. Their fees differ too: 0.87% for BDGS and 0.85% for FJUN.

Which has better risk-adjusted returns?

FJUN currently has the higher Sharpe Ratio (2.54 vs 2.03), 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.