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DFII vs. BFJL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFII vs. BFJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Bitcoin Strategy & Target Income ETF (DFII) and FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFII achieves a -24.78% return, which is significantly lower than BFJL's -7.67% return.


DFII

1D
-2.65%
1M
-17.17%
YTD
-24.78%
6M
-28.08%
1Y
-37.26%
3Y*
5Y*
10Y*

BFJL

1D
0.09%
1M
-1.12%
YTD
-7.67%
6M
-10.43%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFII vs. BFJL - Yearly Performance Comparison


Correlation

The correlation between DFII and BFJL is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 2, 2025

0.93

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Return for Risk

DFII vs. BFJL — Risk / Return Rank

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

DFII
DFII Risk / Return Rank: 22
Overall Rank
DFII Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DFII Sortino Ratio Rank: 22
Sortino Ratio Rank
DFII Omega Ratio Rank: 22
Omega Ratio Rank
DFII Calmar Ratio Rank: 22
Calmar Ratio Rank
DFII Martin Ratio Rank: 22
Martin Ratio Rank

BFJL
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.

DFII vs. BFJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Bitcoin Strategy & Target Income ETF (DFII) and FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL). 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.


DFIIBFJLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.86

Calmar ratioReturn relative to maximum drawdown

-0.78

Martin ratioReturn relative to average drawdown

-1.38

DFII vs. BFJL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DFIIBFJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.44

-1.14

+0.70

Drawdowns

DFII vs. BFJL - Drawdown Comparison

The maximum DFII drawdown since its inception was -48.07%, which is greater than BFJL's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for DFII and BFJL.


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Drawdown Indicators


DFIIBFJLDifference

Max Drawdown

Largest peak-to-trough decline

-48.07%

-21.27%

-26.80%

Max Drawdown (1Y)

Largest decline over 1 year

-48.07%

Current Drawdown

Current decline from peak

-45.95%

-21.20%

-24.75%

Average Drawdown

Average peak-to-trough decline

-19.01%

-11.76%

-7.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.04%

Volatility

DFII vs. BFJL - Volatility Comparison


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Volatility by Period


DFIIBFJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.03%

Volatility (6M)

Calculated over the trailing 6-month period

33.27%

Volatility (1Y)

Calculated over the trailing 1-year period

41.33%

13.76%

+27.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.08%

13.76%

+27.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.08%

13.76%

+27.32%

DFII vs. BFJL - Expense Ratio Comparison

DFII has a 0.85% expense ratio, which is lower than BFJL's 0.90% expense ratio.


Dividends

DFII vs. BFJL - Dividend Comparison

DFII's dividend yield for the trailing twelve months is around 27.87%, more than BFJL's 1.46% yield.


Frequently Asked Questions


With a correlation of 0.93, DFII and BFJL 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.

On fees, DFII is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFII is cheaper with a 0.85% expense ratio, compared with 0.90% for BFJL.

DFII has the higher dividend yield at 27.87%, compared with 1.46% for BFJL.

DFII is categorized as Cryptocurrency, while BFJL is Defined Outcome. Their fees differ too: 0.85% for DFII and 0.90% for BFJL.

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