BFJL vs. DFII
BFJL (FT Vest Bitcoin Strategy Floor15 ETF - July) and DFII (FT Vest Bitcoin Strategy & Target Income ETF) are both exchange-traded funds - BFJL is a Defined Outcome fund tracking the iShares Bitcoin Trust ETF (IBIT), while DFII is a Cryptocurrency fund actively managed by First Trust. BFJL is passively managed, while DFII is actively managed. Over the past year, BFJL returned -14.80% vs -43.11% for DFII. Their correlation of 0.89 means they have usually moved in the same direction. BFJL charges 0.90%/yr vs 0.85%/yr for DFII.
Performance
BFJL vs. DFII - Performance Comparison
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Returns By Period
In the year-to-date period, BFJL achieves a -5.11% return, which is significantly higher than DFII's -27.40% return.
BFJL
- 1D
- -1.29%
- 1M
- 1.35%
- 6M
- -3.14%
- YTD
- -5.11%
- 1Y
- -14.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -11.29%
DFII
- 1D
- -2.83%
- 1M
- 2.62%
- 6M
- -23.81%
- YTD
- -27.40%
- 1Y
- -43.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -17.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $12.56K | $8.09K | $4.95K | |
| $88.68K | $90.02K | $142.07K |
BFJL vs. DFII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | -5.11% | -7.43% |
DFII FT Vest Bitcoin Strategy & Target Income ETF | -27.40% | -18.11% |
Correlation
The correlation between BFJL and DFII is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2025 | 0.89 |
The correlation between BFJL and DFII has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.
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Return for Risk
BFJL vs. DFII — Risk / Return Rank
BFJL
DFII
BFJL vs. DFII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL) and FT Vest Bitcoin Strategy & Target Income ETF (DFII). 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.
| BFJL | DFII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.82 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.88 | +0.14 |
| Martin ratioReturn relative to average drawdown | -1.00 | -1.36 | +0.36 |
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Drawdowns
BFJL vs. DFII - Drawdown Comparison
The maximum BFJL drawdown since its inception was -21.27%, smaller than the maximum DFII drawdown of -51.04%. Use the drawdown chart below to compare losses from any high point for BFJL and DFII.
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Drawdown Indicators
| BFJL | DFII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.27% | -51.04% | +29.77% |
Max Drawdown (1Y)Largest decline over 1 year | -21.27% | -51.04% | +29.77% |
Current DrawdownCurrent decline from peak | -19.01% | -47.83% | +28.82% |
Average DrawdownAverage peak-to-trough decline | -12.90% | -22.41% | +9.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.74% | 33.07% | -17.33% |
Volatility
BFJL vs. DFII - Volatility Comparison
The current volatility for FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL) is 3.65%, while FT Vest Bitcoin Strategy & Target Income ETF (DFII) has a volatility of 8.18%. This indicates that BFJL experiences smaller price fluctuations and is considered to be less risky than DFII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BFJL | DFII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 8.18% | -4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 5.54% | 32.47% | -26.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 42.19% | -28.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 40.35% | -27.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.17% | 40.35% | -27.18% |
BFJL vs. DFII - Expense Ratio Comparison
BFJL has a 0.90% expense ratio, which is higher than DFII's 0.85% expense ratio.
Dividends
BFJL vs. DFII - Dividend Comparison
BFJL's dividend yield for the trailing twelve months is around 1.42%, less than DFII's 27.67% yield.
| Position | TTM | 2025 |
|---|---|---|
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | 1.42% | 1.35% |
DFII FT Vest Bitcoin Strategy & Target Income ETF | 24.34% | 15.51% |
Frequently Asked Questions
BFJL and DFII have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFII has higher volatility (8.18%) compared to BFJL (3.65%). In terms of maximum drawdown, BFJL dropped -21.27% vs DFII's -51.04%.
On 1-year performance, BFJL leads with -14.80% vs -43.11% for DFII. On fees, DFII is cheaper at 0.85% per year. On volatility, BFJL has been the lower-risk option at 3.65%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BFJL has performed better with a -14.80% return vs -43.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFII is cheaper with a 0.85% expense ratio, compared with 0.90% for BFJL.
DFII has the higher dividend yield at 24.34%, compared with 1.42% for BFJL.
BFJL is categorized as Defined Outcome, while DFII is Cryptocurrency. Their fees differ too: 0.90% for BFJL and 0.85% for DFII.
DFII currently has the higher Sharpe Ratio (-1.06 vs -1.19), 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.
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