DCOR vs. FJUN

Last updated Jun 24, 2026

DCOR (Dimensional US Core Equity 1 ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds. DCOR is actively managed, while FJUN is passively managed. Over the past year, DCOR returned 25.01% vs 12.54% for FJUN. Their correlation of 0.91 suggests significant overlap in exposure. DCOR charges 0.14%/yr vs 0.85%/yr for FJUN.

Performance

DCOR vs. FJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity 1 ETF (DCOR) 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, DCOR achieves a 9.96% return, which is significantly higher than FJUN's 4.00% return.

DCOR

• 1D: -1.25%
• 1M: -0.16%
• YTD: 9.96%
• 6M: 8.83%
• 1Y: 25.01%
• 3Y*: —
• 5Y*: —
• 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)

DCOR vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DCOR Dimensional US Core Equity 1 ETF	9.96%	15.96%	21.19%	7.96%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.00%	11.05%	16.38%	5.95%

Correlation

The correlation between DCOR and FJUN is 0.88, 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	0.88
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023	0.91

The correlation between DCOR and FJUN has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

DCOR vs. FJUN - Sectors Allocation Comparison

Sectors	DCOR	FJUN
Technology	31.9%	39.0%
Financial Services	13.8%	11.1%
Industrials	11.6%	7.8%
Consumer Cyclical	10.3%	9.9%
Healthcare	8.8%	8.3%
Communication Services	8.7%	10.6%
Energy	5.0%	3.1%
Consumer Defensive	4.7%	4.5%
Basic Materials	2.7%	1.7%
Utilities	2.2%	2.1%
Real Estate	0.2%	1.8%

Return for Risk

DCOR vs. FJUN — Risk / Return Rank

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

DCOR

DCOR Risk / Return Rank: 66
DCOR Sharpe Ratio Rank: 66
DCOR Sortino Ratio Rank: 64
DCOR Omega Ratio Rank: 63
DCOR Calmar Ratio Rank: 64
DCOR Martin Ratio Rank: 74

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.

DCOR vs. FJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity 1 ETF (DCOR) 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.

	DCOR	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	2.03	2.23	-0.20
Sortino ratio: Return per unit of downside risk	2.79	3.38	-0.60
Omega ratio: Gain probability vs. loss probability	1.36	1.48	-0.11
Calmar ratio: Return relative to maximum drawdown	3.04	3.05	-0.01
Martin ratio: Return relative to average drawdown	13.29	17.51	-4.22

DCOR vs. FJUN - Sharpe Ratio Comparison

The current DCOR Sharpe Ratio is 2.03, which is comparable to the FJUN Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of DCOR 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

DCOR vs. FJUN - Drawdown Comparison

The maximum DCOR drawdown since its inception was -19.10%, which is greater than FJUN's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for DCOR and FJUN.

Drawdown Indicators

	DCOR	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-19.10%	-13.26%	-5.84%
Max Drawdown (1Y) Largest decline over 1 year	-8.26%	-4.13%	-4.13%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.26%	—
Current Drawdown Current decline from peak	-2.11%	-0.97%	-1.14%
Average Drawdown Average peak-to-trough decline	-2.18%	-1.66%	-0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	0.72%	+1.17%

Volatility

DCOR vs. FJUN - Volatility Comparison

Dimensional US Core Equity 1 ETF (DCOR) has a higher volatility of 4.58% compared to FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) at 0.94%. This indicates that DCOR'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

	DCOR	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.58%	0.94%	+3.64%
Volatility (6M) Calculated over the trailing 6-month period	9.60%	4.40%	+5.20%
Volatility (1Y) Calculated over the trailing 1-year period	12.39%	5.66%	+6.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.22%	10.56%	+4.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.22%	10.25%	+4.97%

DCOR vs. FJUN - Expense Ratio Comparison

DCOR has a 0.14% expense ratio, which is lower than FJUN's 0.85% expense ratio.

Dividends

DCOR vs. FJUN - Dividend Comparison

DCOR's dividend yield for the trailing twelve months is around 0.93%, while FJUN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
DCOR Dimensional US Core Equity 1 ETF	0.93%	0.97%	0.98%	0.40%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DCOR and FJUN in my portfolio?

DCOR and FJUN have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DCOR or FJUN?

DCOR has higher volatility (4.58%) compared to FJUN (0.94%). In terms of maximum drawdown, DCOR dropped -19.10% vs FJUN's -13.26%.

Which ETF is better, DCOR or FJUN?

On 1-year performance, DCOR leads with 25.01% vs 12.54% for FJUN. On fees, DCOR is cheaper at 0.14% 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, DCOR or FJUN?

Over the 1-year period, DCOR has performed better with a 25.01% return vs 12.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DCOR or FJUN?

DCOR is cheaper with a 0.14% expense ratio, compared with 0.85% for FJUN.

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

DCOR has the higher dividend yield at 0.93%, compared with 0.00% for FJUN.

What is the main difference between DCOR and FJUN?

They also come from different issuers: Dimensional and First Trust. Their fees differ too: 0.14% for DCOR and 0.85% for FJUN.

Which has better risk-adjusted returns?

FJUN currently has the higher Sharpe Ratio (2.23 vs 2.03), 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.