DJAN vs. ENFR
DJAN (FT Cboe Vest U.S. Equity Deep Buffer ETF - January) and ENFR (Alerian Energy Infrastructure ETF) are both exchange-traded funds - DJAN is a Options Trading fund actively managed by FT Vest, while ENFR is a Energy Equities fund tracking the Alerian Midstream Energy Select Index. DJAN is actively managed, while ENFR is passively managed. Over the past 5 years, DJAN returned 7.65%/yr vs 20.42%/yr for ENFR. At a 0.36 correlation, their price movements are largely independent. DJAN charges 0.85%/yr vs 0.35%/yr for ENFR.
Performance
DJAN vs. ENFR - Performance Comparison
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Returns By Period
In the year-to-date period, DJAN achieves a 5.47% return, which is significantly lower than ENFR's 26.07% return.
DJAN
- 1D
- 0.17%
- 1M
- 1.16%
- 6M
- 4.99%
- YTD
- 5.47%
- 1Y
- 12.93%
- 3Y*
- 11.91%
- 5Y*
- 7.65%
- 10Y*
- —
ENFR
- 1D
- -0.77%
- 1M
- 0.08%
- 6M
- 27.71%
- YTD
- 26.07%
- 1Y
- 28.68%
- 3Y*
- 27.13%
- 5Y*
- 20.42%
- 10Y*
- 11.57%
DJAN vs. ENFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DJAN FT Cboe Vest U.S. Equity Deep Buffer ETF - January | 5.47% | 11.09% | 13.05% | 13.81% | -5.73% | 6.87% |
ENFR Alerian Energy Infrastructure ETF | 26.07% | 5.88% | 42.17% | 15.63% | 17.48% | 24.04% |
Correlation
The correlation between DJAN and ENFR is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2021 | 0.36 |
The correlation between DJAN and ENFR shifts across timeframes, from -0.11 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DJAN vs. ENFR — Risk / Return Rank
DJAN
ENFR
DJAN vs. ENFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - January (DJAN) and Alerian Energy Infrastructure ETF (ENFR). 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.
| DJAN | ENFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.33 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 3.39 | -0.38 |
| Martin ratioReturn relative to average drawdown | 14.65 | 8.36 | +6.30 |
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Drawdowns
DJAN vs. ENFR - Drawdown Comparison
The maximum DJAN drawdown since its inception was -9.57%, smaller than the maximum ENFR drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for DJAN and ENFR.
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Drawdown Indicators
| DJAN | ENFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.57% | -68.28% | +58.71% |
Max Drawdown (1Y)Largest decline over 1 year | -4.27% | -8.64% | +4.37% |
Max Drawdown (3Y)Largest decline over 3 years | -9.33% | -15.58% | +6.25% |
Max Drawdown (5Y)Largest decline over 5 years | -9.57% | -20.29% | +10.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.64% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.84% | +3.84% |
Average DrawdownAverage peak-to-trough decline | -1.88% | -15.89% | +14.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 3.50% | -2.62% |
Volatility
DJAN vs. ENFR - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - January (DJAN) is 2.02%, while Alerian Energy Infrastructure ETF (ENFR) has a volatility of 5.61%. This indicates that DJAN experiences smaller price fluctuations and is considered to be less risky than ENFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJAN | ENFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.02% | 5.61% | -3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 4.71% | 11.96% | -7.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.77% | 15.06% | -9.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.07% | 19.27% | -12.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.92% | 24.65% | -17.73% |
DJAN vs. ENFR - Expense Ratio Comparison
DJAN has a 0.85% expense ratio, which is higher than ENFR's 0.35% expense ratio.
Dividends
DJAN vs. ENFR - Dividend Comparison
DJAN has not paid dividends to shareholders, while ENFR's dividend yield for the trailing twelve months is around 3.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJAN FT Cboe Vest U.S. Equity Deep Buffer ETF - January | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ENFR Alerian Energy Infrastructure ETF | 3.98% | 4.77% | 4.41% | 5.48% | 5.23% | 7.86% | 7.57% | 5.81% | 3.98% | 2.98% | 3.31% | 3.34% |
Frequently Asked Questions
DJAN and ENFR have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENFR has higher volatility (5.61%) compared to DJAN (2.02%). In terms of maximum drawdown, DJAN dropped -9.57% vs ENFR's -68.28%.
On 5-year performance, ENFR leads with 20.42% vs 7.65% for DJAN. On fees, ENFR is cheaper at 0.35% per year. On volatility, DJAN has been the lower-risk option at 2.02%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ENFR has performed better with a 20.42% return vs 7.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ENFR is cheaper with a 0.35% expense ratio, compared with 0.85% for DJAN.
ENFR has the higher dividend yield at 3.98%, compared with 0.00% for DJAN.
DJAN is categorized as Options Trading, while ENFR is Energy Equities. They also come from different issuers: FT Vest and SS&C. Their fees differ too: 0.85% for DJAN and 0.35% for ENFR.
DJAN currently has the higher Sharpe Ratio (2.23 vs 1.95), 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.
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