DOGG vs. FJUL

Last updated Jun 4, 2026

DOGG (FT Vest DJIA Dogs 10 Target Income ETF) and FJUL (FT Cboe Vest U.S. Equity Buffer ETF - July) are both exchange-traded funds - DOGG is a Derivative Income fund actively managed by FT Vest, while FJUL is a Options Trading fund tracking the Cboe S&P 500 Buffer Protect Index July. DOGG is actively managed, while FJUL is passively managed. Over the past 3 years, DOGG returned 11.91%/yr vs 16.40%/yr for FJUL. At a 0.42 correlation, their price movements are largely independent. DOGG charges 0.75%/yr vs 0.85%/yr for FJUL.

Performance

DOGG vs. FJUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest DJIA Dogs 10 Target Income ETF (DOGG) and FT Cboe Vest U.S. Equity Buffer ETF - July (FJUL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DOGG achieves a 5.09% return, which is significantly lower than FJUL's 5.82% return.

DOGG

• 1D: -0.02%
• 1M: 0.22%
• YTD: 5.09%
• 6M: 4.26%
• 1Y: 15.85%
• 3Y*: 11.91%
• 5Y*: —
• 10Y*: —

FJUL

• 1D: -0.07%
• 1M: 1.96%
• YTD: 5.82%
• 6M: 6.59%
• 1Y: 18.36%
• 3Y*: 16.40%
• 5Y*: 11.40%
• 10Y*: —

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

DOGG vs. FJUL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DOGG FT Vest DJIA Dogs 10 Target Income ETF	5.09%	19.43%	-2.58%	12.69%
FJUL FT Cboe Vest U.S. Equity Buffer ETF - July	5.82%	14.19%	17.65%	14.43%

Correlation

The correlation between DOGG and FJUL is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (All Time) Calculated using the full available price history since Apr 28, 2023	0.42

The correlation between DOGG and FJUL shifts across timeframes, from 0.29 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

DOGG vs. FJUL - Sectors Allocation Comparison

Sectors	DOGG	FJUL
Consumer Cyclical	30.1%	10.1%
Healthcare	29.9%	8.4%
Consumer Defensive	19.9%	4.9%
Communication Services	10.2%	10.9%
Energy	10.0%	3.5%
Basic Materials	-	1.8%
Financial Services	-	11.9%
Industrials	-	8.1%
Real Estate	-	1.9%
Technology	-	36.2%
Utilities	-	2.3%

Return for Risk

DOGG vs. FJUL — Risk / Return Rank

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

DOGG

DOGG Risk / Return Rank: 40
DOGG Sharpe Ratio Rank: 44
DOGG Sortino Ratio Rank: 44
DOGG Omega Ratio Rank: 41
DOGG Calmar Ratio Rank: 39
DOGG Martin Ratio Rank: 31

FJUL

FJUL Risk / Return Rank: 82
FJUL Sharpe Ratio Rank: 80
FJUL Sortino Ratio Rank: 84
FJUL Omega Ratio Rank: 86
FJUL Calmar Ratio Rank: 73
FJUL Martin Ratio Rank: 88

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.

DOGG vs. FJUL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest DJIA Dogs 10 Target Income ETF (DOGG) and FT Cboe Vest U.S. Equity Buffer ETF - July (FJUL). 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.

	DOGG	FJUL	Difference
Sharpe ratio: Return per unit of total volatility	1.53	2.60	-1.08
Sortino ratio: Return per unit of downside risk	2.22	3.78	-1.56
Omega ratio: Gain probability vs. loss probability	1.27	1.52	-0.25
Calmar ratio: Return relative to maximum drawdown	1.92	3.62	-1.70
Martin ratio: Return relative to average drawdown	4.53	18.97	-14.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DOGG vs. FJUL - Sharpe Ratio Comparison

The current DOGG Sharpe Ratio is 1.53, which is lower than the FJUL Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of DOGG and FJUL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DOGG	FJUL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.53	2.60	-1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.05	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	1.13	-0.29

Drawdowns

DOGG vs. FJUL - Drawdown Comparison

The maximum DOGG drawdown since its inception was -11.19%, smaller than the maximum FJUL drawdown of -13.08%. Use the drawdown chart below to compare losses from any high point for DOGG and FJUL.

Drawdown Indicators

	DOGG	FJUL	Difference
Max Drawdown Largest peak-to-trough decline	-11.19%	-13.08%	+1.89%
Max Drawdown (1Y) Largest decline over 1 year	-8.29%	-5.10%	-3.19%
Max Drawdown (3Y) Largest decline over 3 years	-11.19%	-13.08%	+1.89%
Max Drawdown (5Y) Largest decline over 5 years	—	-13.08%	—
Current Drawdown Current decline from peak	-7.62%	-0.08%	-7.54%
Average Drawdown Average peak-to-trough decline	-3.22%	-1.87%	-1.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.50%	0.97%	+2.53%

Volatility

DOGG vs. FJUL - Volatility Comparison

FT Vest DJIA Dogs 10 Target Income ETF (DOGG) has a higher volatility of 3.20% compared to FT Cboe Vest U.S. Equity Buffer ETF - July (FJUL) at 0.75%. This indicates that DOGG's price experiences larger fluctuations and is considered to be riskier than FJUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOGG	FJUL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	0.75%	+2.45%
Volatility (6M) Calculated over the trailing 6-month period	8.04%	5.12%	+2.92%
Volatility (1Y) Calculated over the trailing 1-year period	10.43%	7.10%	+3.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.97%	10.95%	+2.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.97%	10.57%	+2.40%

DOGG vs. FJUL - Expense Ratio Comparison

DOGG has a 0.75% expense ratio, which is lower than FJUL's 0.85% expense ratio.

Dividends

DOGG vs. FJUL - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 8.90%, while FJUL has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
DOGG FT Vest DJIA Dogs 10 Target Income ETF	8.90%	8.75%	9.92%	5.89%
FJUL FT Cboe Vest U.S. Equity Buffer ETF - July	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DOGG and FJUL in my portfolio?

DOGG and FJUL have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DOGG or FJUL?

DOGG has higher volatility (3.20%) compared to FJUL (0.75%). In terms of maximum drawdown, DOGG dropped -11.19% vs FJUL's -13.08%.

Which ETF is better, DOGG or FJUL?

On 3-year performance, FJUL leads with 16.40% vs 11.91% for DOGG. On fees, DOGG is cheaper at 0.75% per year. On volatility, FJUL has been the lower-risk option at 0.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DOGG or FJUL?

Over the 3-year period, FJUL has performed better with a 16.40% return vs 11.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DOGG or FJUL?

DOGG is cheaper with a 0.75% expense ratio, compared with 0.85% for FJUL.

Which ETF pays a higher dividend yield, DOGG or FJUL?

DOGG has the higher dividend yield at 8.90%, compared with 0.00% for FJUL.

What is the main difference between DOGG and FJUL?

DOGG is categorized as Derivative Income, while FJUL is Options Trading. Their fees differ too: 0.75% for DOGG and 0.85% for FJUL.

Which has better risk-adjusted returns?

FJUL currently has the higher Sharpe Ratio (2.60 vs 1.53), 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.