BKLC vs. FJUN

Last updated Jun 24, 2026

BKLC (BNY Mellon US Large Cap Core Equity ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds - BKLC tracks the Morningstar US Large Cap Index while FJUN tracks the Cboe S&P 500 Buffer Protect Index June. Both are passively managed. Over the past 5 years, BKLC returned 13.37%/yr vs 10.54%/yr for FJUN. Their correlation of 0.94 suggests significant overlap in exposure. BKLC charges 0.00%/yr vs 0.85%/yr for FJUN.

Performance

BKLC vs. FJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon US Large Cap Core Equity ETF (BKLC) 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, BKLC achieves a 8.23% return, which is significantly higher than FJUN's 4.00% return.

BKLC

• 1D: -1.40%
• 1M: -1.17%
• YTD: 8.23%
• 6M: 7.30%
• 1Y: 23.79%
• 3Y*: 21.56%
• 5Y*: 13.37%
• 10Y*: —

FJUN

• 1D: -0.80%
• 1M: -0.44%
• YTD: 4.00%
• 6M: 3.80%
• 1Y: 12.54%
• 3Y*: 13.29%
• 5Y*: 10.54%
• 10Y*: —

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

BKLC vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BKLC BNY Mellon US Large Cap Core Equity ETF	8.23%	18.06%	25.56%	30.88%	-20.52%	27.41%	22.41%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.00%	11.05%	16.38%	22.30%	-4.95%	11.47%	9.90%

Correlation

The correlation between BKLC and FJUN is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jun 22, 2020	0.94

The correlation between BKLC and FJUN has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

BKLC vs. FJUN - Sectors Allocation Comparison

Sectors	BKLC	FJUN
Technology	38.8%	39.0%
Communication Services	10.9%	10.6%
Financial Services	10.7%	11.1%
Consumer Cyclical	10.1%	9.9%
Healthcare	8.4%	8.3%
Industrials	8.1%	7.8%
Consumer Defensive	4.4%	4.5%
Energy	3.2%	3.1%
Utilities	2.0%	2.1%
Basic Materials	1.8%	1.7%
Real Estate	1.7%	1.8%

Return for Risk

BKLC vs. FJUN — Risk / Return Rank

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

BKLC

BKLC Risk / Return Rank: 58
BKLC Sharpe Ratio Rank: 58
BKLC Sortino Ratio Rank: 54
BKLC Omega Ratio Rank: 57
BKLC Calmar Ratio Rank: 55
BKLC Martin Ratio Rank: 66

FJUN

FJUN Risk / Return Rank: 80
FJUN Sharpe Ratio Rank: 76
FJUN Sortino Ratio Rank: 83
FJUN Omega Ratio Rank: 86
FJUN Calmar Ratio Rank: 66
FJUN Martin Ratio Rank: 88

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.

BKLC vs. FJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon US Large Cap Core Equity ETF (BKLC) 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.

	BKLC	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.23	-0.37
Sortino ratio: Return per unit of downside risk	2.52	3.38	-0.87
Omega ratio: Gain probability vs. loss probability	1.34	1.48	-0.14
Calmar ratio: Return relative to maximum drawdown	2.62	3.05	-0.42
Martin ratio: Return relative to average drawdown	11.54	17.51	-5.96

BKLC vs. FJUN - Sharpe Ratio Comparison

The current BKLC Sharpe Ratio is 1.87, which is comparable to the FJUN Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of BKLC 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

BKLC vs. FJUN - Drawdown Comparison

The maximum BKLC drawdown since its inception was -26.14%, which is greater than FJUN's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for BKLC and FJUN.

Drawdown Indicators

	BKLC	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-26.14%	-13.26%	-12.88%
Max Drawdown (1Y) Largest decline over 1 year	-9.10%	-4.13%	-4.97%
Max Drawdown (3Y) Largest decline over 3 years	-19.05%	-13.26%	-5.79%
Max Drawdown (5Y) Largest decline over 5 years	-26.14%	-13.26%	-12.88%
Current Drawdown Current decline from peak	-3.16%	-0.97%	-2.19%
Average Drawdown Average peak-to-trough decline	-5.24%	-1.66%	-3.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	0.72%	+1.35%

Volatility

BKLC vs. FJUN - Volatility Comparison

BNY Mellon US Large Cap Core Equity ETF (BKLC) has a higher volatility of 5.04% compared to FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) at 0.94%. This indicates that BKLC'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

	BKLC	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.04%	0.94%	+4.10%
Volatility (6M) Calculated over the trailing 6-month period	10.09%	4.40%	+5.69%
Volatility (1Y) Calculated over the trailing 1-year period	12.83%	5.66%	+7.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.28%	10.56%	+6.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.47%	10.25%	+7.22%

BKLC vs. FJUN - Expense Ratio Comparison

BKLC has a 0.00% expense ratio, which is lower than FJUN's 0.85% expense ratio.

Dividends

BKLC vs. FJUN - Dividend Comparison

BKLC's dividend yield for the trailing twelve months is around 1.04%, while FJUN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
BKLC BNY Mellon US Large Cap Core Equity ETF	1.04%	1.05%	1.22%	1.35%	1.64%	1.10%	0.84%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BKLC and FJUN in my portfolio?

With a correlation of 0.91, BKLC and FJUN move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BKLC or FJUN?

BKLC has higher volatility (5.04%) compared to FJUN (0.94%). In terms of maximum drawdown, BKLC dropped -26.14% vs FJUN's -13.26%.

Which ETF is better, BKLC or FJUN?

On 5-year performance, BKLC leads with 13.37% vs 10.54% for FJUN. On fees, BKLC is cheaper at 0.00% per year. On volatility, FJUN has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BKLC or FJUN?

Over the 5-year period, BKLC has performed better with a 13.37% return vs 10.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BKLC or FJUN?

BKLC is cheaper with a 0.00% expense ratio, compared with 0.85% for FJUN.

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

BKLC has the higher dividend yield at 1.04%, compared with 0.00% for FJUN.

What is the main difference between BKLC and FJUN?

BKLC tracks Morningstar US Large Cap Index, while FJUN tracks Cboe S&P 500 Buffer Protect Index June. They also come from different issuers: BNY Mellon and First Trust. Their fees differ too: 0.00% for BKLC and 0.85% for FJUN.

Which has better risk-adjusted returns?

FJUN currently has the higher Sharpe Ratio (2.23 vs 1.87), 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.