DJUN vs. VTI
DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - DJUN tracks the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past 5 years, DJUN returned 8.02%/yr vs 12.36%/yr for VTI. Their correlation of 0.91 suggests significant overlap in exposure. DJUN charges 0.85%/yr vs 0.03%/yr for VTI.
Performance
DJUN vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, DJUN achieves a 3.90% return, which is significantly lower than VTI's 10.35% return.
DJUN
- 1D
- -0.12%
- 1M
- 0.35%
- YTD
- 3.90%
- 6M
- 3.92%
- 1Y
- 11.14%
- 3Y*
- 11.36%
- 5Y*
- 8.02%
- 10Y*
- —
VTI
- 1D
- -0.32%
- 1M
- 0.55%
- YTD
- 10.35%
- 6M
- 9.59%
- 1Y
- 27.18%
- 3Y*
- 21.19%
- 5Y*
- 12.36%
- 10Y*
- 15.31%
DJUN vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 3.90% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.78% |
VTI Vanguard Total Stock Market ETF | 10.35% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 25.49% |
Correlation
The correlation between DJUN and VTI is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2020 | 0.91 |
The correlation between DJUN and VTI has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
DJUN vs. VTI — Risk / Return Rank
DJUN
VTI
DJUN vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.38 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.06 | +0.52 |
| Martin ratioReturn relative to average drawdown | 22.05 | 13.68 | +8.37 |
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Drawdowns
DJUN vs. VTI - Drawdown Comparison
The maximum DJUN drawdown since its inception was -11.96%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DJUN and VTI.
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Drawdown Indicators
| DJUN | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.96% | -55.45% | +43.49% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | -8.92% | +5.77% |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | -19.30% | +7.34% |
Max Drawdown (5Y)Largest decline over 5 years | -11.96% | -25.36% | +13.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -0.12% | -1.48% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -1.58% | -8.01% | +6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.51% | 1.99% | -1.48% |
Volatility
DJUN vs. VTI - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) is 0.28%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.74%. This indicates that DJUN experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJUN | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.28% | 4.74% | -4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 3.54% | 9.96% | -6.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.47% | 12.76% | -8.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.51% | 17.49% | -8.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.02% | 18.35% | -10.33% |
DJUN vs. VTI - Expense Ratio Comparison
DJUN has a 0.85% expense ratio, which is higher than VTI's 0.03% expense ratio.
Dividends
DJUN vs. VTI - Dividend Comparison
DJUN has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.02% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
DJUN and VTI have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTI has higher volatility (4.74%) compared to DJUN (0.28%). In terms of maximum drawdown, DJUN dropped -11.96% vs VTI's -55.45%.
On 5-year performance, VTI leads with 12.36% vs 8.02% for DJUN. On fees, VTI is cheaper at 0.03% per year. On volatility, DJUN has been the lower-risk option at 0.28%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VTI has performed better with a 12.36% return vs 8.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTI is cheaper with a 0.03% expense ratio, compared with 0.85% for DJUN.
VTI has the higher dividend yield at 1.02%, compared with 0.00% for DJUN.
DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.85% for DJUN and 0.03% for VTI.
DJUN currently has the higher Sharpe Ratio (2.53 vs 2.14), 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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