DFII vs. BFJL
DFII (FT Vest Bitcoin Strategy & Target Income ETF) and BFJL (FT Vest Bitcoin Strategy Floor15 ETF - July) are both exchange-traded funds - DFII is a Cryptocurrency fund actively managed by First Trust, while BFJL is a Defined Outcome fund managed by First Trust. Their correlation of 0.93 suggests significant overlap in exposure. DFII charges 0.85%/yr vs 0.90%/yr for BFJL.
Performance
DFII vs. BFJL - Performance Comparison
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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*
- —
DFII vs. BFJL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DFII FT Vest Bitcoin Strategy & Target Income ETF | -24.78% | -16.45% |
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | -7.67% | -7.43% |
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
DFII
BFJL
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.
| DFII | BFJL | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFII | BFJL | Difference | |
|---|---|---|---|
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
| DFII | BFJL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.07% | -21.27% | -26.80% |
Max Drawdown (1Y)Largest decline over 1 year | -48.07% | — | — |
Current DrawdownCurrent decline from peak | -45.95% | -21.20% | -24.75% |
Average DrawdownAverage peak-to-trough decline | -19.01% | -11.76% | -7.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.04% | — | — |
Volatility
DFII vs. BFJL - Volatility Comparison
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Volatility by Period
| DFII | BFJL | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 |
|---|---|---|
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | 1.46% | 1.35% |
DFII FT Vest Bitcoin Strategy & Target Income ETF | 27.87% | 15.51% |
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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