CFA vs. DJUN
CFA (VictoryShares US 500 Volatility Weighted ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both Large Cap Blend Equities funds - CFA tracks the Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index while DJUN tracks the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. Both are passively managed. Over the past 5 years, CFA returned 7.77%/yr vs 8.19%/yr for DJUN. Their correlation of 0.82 suggests significant overlap in exposure. CFA charges 0.35%/yr vs 0.85%/yr for DJUN.
Performance
CFA vs. DJUN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CFA achieves a 6.66% return, which is significantly higher than DJUN's 3.78% return.
CFA
- 1D
- -0.30%
- 1M
- 1.81%
- YTD
- 6.66%
- 6M
- 6.96%
- 1Y
- 13.49%
- 3Y*
- 13.78%
- 5Y*
- 7.77%
- 10Y*
- 11.41%
DJUN
- 1D
- 0.01%
- 1M
- 0.88%
- YTD
- 3.78%
- 6M
- 4.53%
- 1Y
- 10.92%
- 3Y*
- 11.40%
- 5Y*
- 8.19%
- 10Y*
- —
CFA vs. DJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CFA VictoryShares US 500 Volatility Weighted ETF | 6.66% | 8.63% | 15.34% | 11.85% | -11.39% | 26.09% | 23.30% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 3.78% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.48% |
Correlation
The correlation between CFA and DJUN is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2020 | 0.82 |
The correlation between CFA and DJUN shifts across timeframes, from 0.70 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CFA vs. DJUN — Risk / Return Rank
CFA
DJUN
CFA vs. DJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US 500 Volatility Weighted ETF (CFA) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). 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.
| CFA | DJUN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 2.22 | -0.95 |
Sortino ratioReturn per unit of downside risk | 1.89 | 3.35 | -1.45 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.50 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 3.51 | -1.61 |
Martin ratioReturn relative to average drawdown | 7.03 | 20.66 | -13.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CFA | DJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 2.22 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.97 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 1.04 | -0.42 |
Drawdowns
CFA vs. DJUN - Drawdown Comparison
The maximum CFA drawdown since its inception was -37.74%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for CFA and DJUN.
Loading charts...
Drawdown Indicators
| CFA | DJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -11.96% | -25.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -3.15% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | -11.96% | -5.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.88% | -11.96% | -8.92% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | — | — |
Current DrawdownCurrent decline from peak | -0.30% | 0.00% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -1.59% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 0.53% | +1.39% |
Volatility
CFA vs. DJUN - Volatility Comparison
VictoryShares US 500 Volatility Weighted ETF (CFA) has a higher volatility of 2.40% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 0.25%. This indicates that CFA's price experiences larger fluctuations and is considered to be riskier than DJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CFA | DJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 0.25% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 3.55% | +4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 5.04% | +5.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.06% | 8.52% | +6.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 8.06% | +9.15% |
CFA vs. DJUN - Expense Ratio Comparison
CFA has a 0.35% expense ratio, which is lower than DJUN's 0.85% expense ratio.
Dividends
CFA vs. DJUN - Dividend Comparison
CFA's dividend yield for the trailing twelve months is around 1.24%, while DJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFA VictoryShares US 500 Volatility Weighted ETF | 1.24% | 1.29% | 1.32% | 1.42% | 1.59% | 1.04% | 1.21% | 1.35% | 1.50% | 1.15% | 1.37% | 1.31% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CFA and DJUN have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CFA has higher volatility (2.40%) compared to DJUN (0.25%). In terms of maximum drawdown, CFA dropped -37.74% vs DJUN's -11.96%.
On 5-year performance, DJUN leads with 8.19% vs 7.77% for CFA. On fees, CFA is cheaper at 0.35% per year. On volatility, DJUN has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DJUN has performed better with a 8.19% return vs 7.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CFA is cheaper with a 0.35% expense ratio, compared with 0.85% for DJUN.
CFA has the higher dividend yield at 1.24%, compared with 0.00% for DJUN.
CFA tracks Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index, while DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. They also come from different issuers: VictoryShares and First Trust. Their fees differ too: 0.35% for CFA and 0.85% for DJUN.
DJUN currently has the higher Sharpe Ratio (2.22 vs 1.27), 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.
Find the right allocation for CFA and DJUN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer