BUFR vs. FJUN

Last updated Jun 5, 2026

BUFR (FT Vest Laddered Buffer ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both exchange-traded funds - BUFR is a Defined Outcome fund actively managed by First Trust, while FJUN is a Large Cap Blend Equities fund tracking the Cboe S&P 500 Buffer Protect Index June. BUFR is actively managed, while FJUN is passively managed. Over the past 5 years, BUFR returned 10.02%/yr vs 11.07%/yr for FJUN. Their correlation of 0.93 suggests significant overlap in exposure. BUFR charges 0.95%/yr vs 0.85%/yr for FJUN.

Performance

BUFR vs. FJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Buffer ETF (BUFR) 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, BUFR achieves a 6.63% return, which is significantly higher than FJUN's 4.73% return.

BUFR

• 1D: 0.19%
• 1M: 2.10%
• YTD: 6.63%
• 6M: 7.31%
• 1Y: 17.88%
• 3Y*: 14.63%
• 5Y*: 10.02%
• 10Y*: —

FJUN

• 1D: 0.09%
• 1M: 0.87%
• YTD: 4.73%
• 6M: 5.29%
• 1Y: 13.94%
• 3Y*: 14.49%
• 5Y*: 11.07%
• 10Y*: —

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

BUFR vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BUFR FT Vest Laddered Buffer ETF	6.63%	12.44%	14.68%	19.63%	-7.57%	11.88%	7.57%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.73%	11.05%	16.38%	22.30%	-4.95%	11.47%	6.93%

Correlation

The correlation between BUFR and FJUN is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Aug 12, 2020	0.93

The correlation between BUFR and FJUN has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

BUFR vs. FJUN - Sectors Allocation Comparison

Sectors	BUFR	FJUN
Technology	35.8%	36.2%
Financial Services	11.8%	11.9%
Communication Services	11.3%	10.9%
Consumer Cyclical	10.2%	10.1%
Healthcare	8.4%	8.4%
Industrials	7.9%	8.1%
Consumer Defensive	4.9%	4.9%
Energy	3.5%	3.5%
Utilities	2.4%	2.3%
Real Estate	1.9%	1.9%
Basic Materials	1.8%	1.8%

Return for Risk

BUFR vs. FJUN — Risk / Return Rank

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

BUFR

BUFR Risk / Return Rank: 86
BUFR Sharpe Ratio Rank: 85
BUFR Sortino Ratio Rank: 88
BUFR Omega Ratio Rank: 89
BUFR Calmar Ratio Rank: 78
BUFR Martin Ratio Rank: 90

FJUN

FJUN Risk / Return Rank: 78
FJUN Sharpe Ratio Rank: 72
FJUN Sortino Ratio Rank: 79
FJUN Omega Ratio Rank: 83
FJUN Calmar Ratio Rank: 69
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.

BUFR vs. FJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Buffer ETF (BUFR) 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.

	BUFR	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	2.75	2.30	+0.45
Sortino ratio: Return per unit of downside risk	4.00	3.46	+0.54
Omega ratio: Gain probability vs. loss probability	1.56	1.49	+0.07
Calmar ratio: Return relative to maximum drawdown	3.90	3.39	+0.51
Martin ratio: Return relative to average drawdown	21.10	19.19	+1.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BUFR vs. FJUN - Sharpe Ratio Comparison

The current BUFR Sharpe Ratio is 2.75, which is comparable to the FJUN Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of BUFR 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.

Sharpe Ratios by Period

	BUFR	FJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.75	2.30	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	1.05	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	1.08	1.17	-0.09

Drawdowns

BUFR vs. FJUN - Drawdown Comparison

The maximum BUFR drawdown since its inception was -13.73%, roughly equal to the maximum FJUN drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for BUFR and FJUN.

Drawdown Indicators

	BUFR	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-13.73%	-13.26%	-0.47%
Max Drawdown (1Y) Largest decline over 1 year	-4.61%	-4.13%	-0.48%
Max Drawdown (3Y) Largest decline over 3 years	-12.81%	-13.26%	+0.45%
Max Drawdown (5Y) Largest decline over 5 years	-13.73%	-13.26%	-0.47%
Current Drawdown Current decline from peak	-0.01%	-0.10%	+0.09%
Average Drawdown Average peak-to-trough decline	-2.09%	-1.67%	-0.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	0.73%	+0.12%

Volatility

BUFR vs. FJUN - Volatility Comparison

FT Vest Laddered Buffer ETF (BUFR) has a higher volatility of 1.02% compared to FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) at 0.35%. This indicates that BUFR'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

	BUFR	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.02%	0.35%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	4.95%	4.35%	+0.60%
Volatility (1Y) Calculated over the trailing 1-year period	6.52%	6.08%	+0.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.44%	10.55%	-0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.22%	10.26%	-0.04%

BUFR vs. FJUN - Expense Ratio Comparison

BUFR has a 0.95% expense ratio, which is higher than FJUN's 0.85% expense ratio.

Dividends

BUFR vs. FJUN - Dividend Comparison

Neither BUFR nor FJUN has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BUFR and FJUN in my portfolio?

With a correlation of 0.94, BUFR 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, BUFR or FJUN?

BUFR has higher volatility (1.02%) compared to FJUN (0.35%). In terms of maximum drawdown, BUFR dropped -13.73% vs FJUN's -13.26%.

Which ETF is better, BUFR or FJUN?

On 5-year performance, FJUN leads with 11.07% vs 10.02% for BUFR. On fees, FJUN is cheaper at 0.85% per year. On volatility, FJUN has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUFR or FJUN?

Over the 5-year period, FJUN has performed better with a 11.07% return vs 10.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUFR or FJUN?

FJUN is cheaper with a 0.85% expense ratio, compared with 0.95% for BUFR.

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

BUFR and FJUN have nearly identical dividend yields, around 0.00%.

What is the main difference between BUFR and FJUN?

BUFR is categorized as Defined Outcome, while FJUN is Large Cap Blend Equities. Their fees differ too: 0.95% for BUFR and 0.85% for FJUN.

Which has better risk-adjusted returns?

BUFR currently has the higher Sharpe Ratio (2.75 vs 2.30), 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.