BFJA vs. QCLN
BFJA (FT Vest Bitcoin Strategy Floor15 ETF - January) and QCLN (First Trust NASDAQ Clean Edge Green Energy Index Fund) are both exchange-traded funds - BFJA is a Defined Outcome fund actively managed by First Trust, while QCLN is a Alternative Energy Equities fund tracking the Nasdaq Clean Edge Green Energy Index. BFJA is actively managed, while QCLN is passively managed. Their 0.43 correlation means their historical movements had little consistent relationship. BFJA charges 0.90%/yr vs 0.59%/yr for QCLN.
Performance
BFJA vs. QCLN - Performance Comparison
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Returns By Period
BFJA
- 1D
- 0.09%
- 1M
- -0.09%
- 6M
- -8.36%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
QCLN
- 1D
- 3.65%
- 1M
- -7.79%
- 6M
- 3.48%
- YTD
- 17.28%
- 1Y
- 50.62%
- 3Y*
- 1.67%
- 5Y*
- -4.63%
- 10Y*
- 13.65%
- ALL TIME*
- 5.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $278.70 | $434.88 | $1.70K | |
| $11.71M | $13.09M | $14.29M |
BFJA vs. QCLN - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
BFJA FT Vest Bitcoin Strategy Floor15 ETF - January | -13.87% |
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | 7.92% |
Correlation
The correlation between BFJA and QCLN is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 12, 2026 | 0.43 |
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Return for Risk
BFJA vs. QCLN — Risk / Return Rank
BFJA
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QCLN
BFJA vs. QCLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Bitcoin Strategy Floor15 ETF - January (BFJA) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). 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.
| BFJA | QCLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.22 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.58 | — |
| Martin ratioReturn relative to average drawdown | — | 5.71 | — |
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Drawdowns
BFJA vs. QCLN - Drawdown Comparison
The maximum BFJA drawdown since its inception was -16.74%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for BFJA and QCLN.
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Drawdown Indicators
| BFJA | QCLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.74% | -76.18% | +59.44% |
Max Drawdown (1Y)Largest decline over 1 year | — | -32.12% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -50.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -69.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -71.73% | — |
Current DrawdownCurrent decline from peak | -15.93% | -39.41% | +23.48% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -43.36% | +32.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 8.90% | — |
Volatility
BFJA vs. QCLN - Volatility Comparison
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Volatility by Period
| BFJA | QCLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 14.86% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 33.78% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.86% | 40.74% | -26.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.86% | 39.03% | -25.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.86% | 35.58% | -21.72% |
BFJA vs. QCLN - Expense Ratio Comparison
BFJA has a 0.90% expense ratio, which is higher than QCLN's 0.59% expense ratio.
Dividends
BFJA vs. QCLN - Dividend Comparison
BFJA has not paid dividends to shareholders, while QCLN's dividend yield for the trailing twelve months is around 0.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BFJA FT Vest Bitcoin Strategy Floor15 ETF - January | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | 0.16% | 0.25% | 0.87% | 0.76% | 0.33% | 0.01% | 0.30% | 0.85% | 1.03% | 0.45% | 1.24% | 0.72% |
Frequently Asked Questions
BFJA and QCLN have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QCLN is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QCLN is cheaper with a 0.59% expense ratio, compared with 0.90% for BFJA.
QCLN has the higher dividend yield at 0.16%, compared with 0.00% for BFJA.
BFJA is categorized as Defined Outcome, while QCLN is Alternative Energy Equities. Their fees differ too: 0.90% for BFJA and 0.59% for QCLN.
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