DJUN vs. JANB

Last updated Jul 15, 2026

DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) and JANB (Aptus January Buffer ETF) are both Defined Outcome funds. DJUN is passively managed, while JANB is actively managed. Their correlation of 0.86 suggests significant overlap in exposure. DJUN charges 0.85%/yr vs 0.25%/yr for JANB.

Performance

DJUN vs. JANB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) and Aptus January Buffer ETF (JANB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DJUN achieves a 4.58% return, which is significantly lower than JANB's 6.84% return.

DJUN

• 1D: 0.27%
• 1M: 0.68%
• 6M: 4.11%
• YTD: 4.58%
• 1Y: 9.49%
• 3Y*: 10.86%
• 5Y*: 8.08%
• 10Y*: —

JANB

• 1D: 0.24%
• 1M: 1.30%
• 6M: 5.86%
• YTD: 6.84%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DJUN vs. JANB - Yearly Performance Comparison

	2026 (YTD)	2025
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	4.58%	1.93%
JANB Aptus January Buffer ETF	6.84%	2.76%

Correlation

The correlation between DJUN and JANB is 0.86, 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 Oct 14, 2025	0.86

Return for Risk

DJUN vs. JANB — Risk / Return Rank

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

DJUN

DJUN Risk / Return Rank: 86
DJUN Sharpe Ratio Rank: 84
DJUN Sortino Ratio Rank: 88
DJUN Omega Ratio Rank: 91
DJUN Calmar Ratio Rank: 75
DJUN Martin Ratio Rank: 93

JANB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DJUN vs. JANB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) and Aptus January Buffer ETF (JANB). 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.

	DJUN	JANB	Difference
Sharpe ratio: Return per unit of total volatility	2.12	—	—
Sortino ratio: Return per unit of downside risk	3.24	—	—
Omega ratio: Gain probability vs. loss probability	1.48	—	—
Calmar ratio: Return relative to maximum drawdown	3.05	—	—
Martin ratio: Return relative to average drawdown	18.41	—	—

Drawdowns

DJUN vs. JANB - Drawdown Comparison

The maximum DJUN drawdown since its inception was -11.96%, which is greater than JANB's maximum drawdown of -6.52%. Use the drawdown chart below to compare losses from any high point for DJUN and JANB.

Drawdown Indicators

	DJUN	JANB	Difference
Max Drawdown Largest peak-to-trough decline	-11.96%	-6.52%	-5.44%
Max Drawdown (1Y) Largest decline over 1 year	-3.15%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-11.96%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-11.96%	—	—
Current Drawdown Current decline from peak	-0.12%	-0.08%	-0.04%
Average Drawdown Average peak-to-trough decline	-1.57%	-1.05%	-0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.52%	—	—

Volatility

Volatility by Period

	DJUN	JANB	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.40%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.53%	7.39%	-2.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.53%	7.39%	+1.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.00%	7.39%	+0.61%

DJUN vs. JANB - Expense Ratio Comparison

DJUN has a 0.85% expense ratio, which is higher than JANB's 0.25% expense ratio.

Dividends

DJUN vs. JANB - Dividend Comparison

Neither DJUN nor JANB has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DJUN and JANB in my portfolio?

DJUN and JANB have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DJUN or JANB?

On fees, JANB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DJUN or JANB?

JANB is cheaper with a 0.25% expense ratio, compared with 0.85% for DJUN.

Which ETF pays a higher dividend yield, DJUN or JANB?

DJUN and JANB have nearly identical dividend yields, around 0.00%.

What is the main difference between DJUN and JANB?

They also come from different issuers: First Trust and Aptus Capital Advisors. Their fees differ too: 0.85% for DJUN and 0.25% for JANB.