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DMAY vs. DJUN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DMAY vs. DJUN - Performance Comparison

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

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DMAY vs. DJUN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DMAY
FT Cboe Vest U.S. Equity Deep Buffer ETF - May
-0.69%11.05%12.82%15.40%-9.98%6.14%5.51%
DJUN
FT Cboe Vest U.S. Equity Deep Buffer ETF - June
-0.64%9.38%13.92%17.58%-6.30%6.27%6.48%

Returns By Period

In the year-to-date period, DMAY achieves a -0.69% return, which is significantly lower than DJUN's -0.64% return.


DMAY

1D
1.73%
1M
-1.45%
YTD
-0.69%
6M
1.37%
1Y
13.46%
3Y*
11.21%
5Y*
6.28%
10Y*

DJUN

1D
1.60%
1M
-1.28%
YTD
-0.64%
6M
1.16%
1Y
12.04%
3Y*
11.33%
5Y*
7.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DMAY vs. DJUN - Expense Ratio Comparison

Both DMAY and DJUN have an expense ratio of 0.85%.


Return for Risk

DMAY vs. DJUN — Risk / Return Rank

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

DMAY
DMAY Risk / Return Rank: 7171
Overall Rank
DMAY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DMAY Sortino Ratio Rank: 7373
Sortino Ratio Rank
DMAY Omega Ratio Rank: 8888
Omega Ratio Rank
DMAY Calmar Ratio Rank: 5353
Calmar Ratio Rank
DMAY Martin Ratio Rank: 7171
Martin Ratio Rank

DJUN
DJUN Risk / Return Rank: 6969
Overall Rank
DJUN Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DJUN Sortino Ratio Rank: 7171
Sortino Ratio Rank
DJUN Omega Ratio Rank: 8282
Omega Ratio Rank
DJUN Calmar Ratio Rank: 5252
Calmar Ratio Rank
DJUN Martin Ratio Rank: 7171
Martin Ratio Rank
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.

DMAY vs. DJUN - Risk-Adjusted Trends Comparison

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


DMAYDJUNDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.19

+0.06

Sortino ratio

Return per unit of downside risk

1.86

1.81

+0.05

Omega ratio

Gain probability vs. loss probability

1.37

1.32

+0.04

Calmar ratio

Return relative to maximum drawdown

1.39

1.36

+0.02

Martin ratio

Return relative to average drawdown

7.42

7.41

+0.02

DMAY vs. DJUN - Sharpe Ratio Comparison

The current DMAY Sharpe Ratio is 1.26, which is comparable to the DJUN Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of DMAY and DJUN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DMAYDJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.19

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.87

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.96

-0.18

Correlation

The correlation between DMAY and DJUN is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DMAY vs. DJUN - Dividend Comparison

Neither DMAY nor DJUN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DMAY vs. DJUN - Drawdown Comparison

The maximum DMAY drawdown since its inception was -13.90%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for DMAY and DJUN.


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Drawdown Indicators


DMAYDJUNDifference

Max Drawdown

Largest peak-to-trough decline

-13.90%

-11.96%

-1.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

-7.33%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-13.90%

-11.96%

-1.94%

Current Drawdown

Current decline from peak

-1.69%

-1.61%

-0.08%

Average Drawdown

Average peak-to-trough decline

-2.30%

-1.64%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

1.40%

+0.18%

Volatility

DMAY vs. DJUN - Volatility Comparison

FT Cboe Vest U.S. Equity Deep Buffer ETF - May (DMAY) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) have volatilities of 2.88% and 2.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DMAYDJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

2.82%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.91%

3.77%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

10.87%

10.23%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.00%

8.50%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.53%

8.16%

+0.37%