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FJAN vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FJAN vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Buffer ETF - January (FJAN) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FJAN achieves a 6.51% return, which is significantly lower than DBE's 83.68% return.


FJAN

1D
-0.28%
1M
2.55%
YTD
6.51%
6M
7.67%
1Y
18.90%
3Y*
15.10%
5Y*
11.19%
10Y*

DBE

1D
2.33%
1M
-5.45%
YTD
83.68%
6M
74.95%
1Y
84.41%
3Y*
23.42%
5Y*
19.66%
10Y*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FJAN vs. DBE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FJAN
FT Vest U.S. Equity Buffer ETF - January
6.51%12.74%15.24%21.65%-3.96%12.58%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%47.62%

Correlation

The correlation between FJAN and DBE is -0.32, 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

-0.32

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2021

0.07

The correlation between FJAN and DBE shifts across timeframes, from -0.32 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FJAN vs. DBE — Risk / Return Rank

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

FJAN
FJAN Risk / Return Rank: 7979
Overall Rank
FJAN Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FJAN Sortino Ratio Rank: 8282
Sortino Ratio Rank
FJAN Omega Ratio Rank: 8585
Omega Ratio Rank
FJAN Calmar Ratio Rank: 6565
Calmar Ratio Rank
FJAN Martin Ratio Rank: 8383
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DBE Omega Ratio Rank: 6565
Omega Ratio Rank
DBE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBE Martin Ratio Rank: 6363
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.

FJAN vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Buffer ETF - January (FJAN) and Invesco DB Energy Fund (DBE). 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.


FJANDBEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.52

1.40

+0.12

Calmar ratioReturn relative to maximum drawdown

3.21

5.89

-2.68

Martin ratioReturn relative to average drawdown

16.85

11.53

+5.32

FJAN vs. DBE - Sharpe Ratio Comparison

The current FJAN Sharpe Ratio is 2.57, which is comparable to the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of FJAN and DBE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FJANDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

2.43

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

0.67

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

0.09

+1.05

Drawdowns

FJAN vs. DBE - Drawdown Comparison

The maximum FJAN drawdown since its inception was -13.58%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for FJAN and DBE.


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Drawdown Indicators


FJANDBEDifference

Max Drawdown

Largest peak-to-trough decline

-13.58%

-86.69%

+73.11%

Max Drawdown (1Y)

Largest decline over 1 year

-5.91%

-14.41%

+8.50%

Max Drawdown (3Y)

Largest decline over 3 years

-12.92%

-23.89%

+10.97%

Max Drawdown (5Y)

Largest decline over 5 years

-13.58%

-38.74%

+25.16%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-0.28%

-30.27%

+29.99%

Average Drawdown

Average peak-to-trough decline

-2.00%

-57.31%

+55.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

7.35%

-6.23%

Volatility

FJAN vs. DBE - Volatility Comparison

The current volatility for FT Vest U.S. Equity Buffer ETF - January (FJAN) is 1.36%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that FJAN experiences smaller price fluctuations and is considered to be less risky than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJANDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

12.95%

-11.59%

Volatility (6M)

Calculated over the trailing 6-month period

5.81%

30.86%

-25.05%

Volatility (1Y)

Calculated over the trailing 1-year period

7.38%

34.97%

-27.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.49%

29.39%

-18.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.39%

28.33%

-17.94%

FJAN vs. DBE - Expense Ratio Comparison

FJAN has a 0.85% expense ratio, which is higher than DBE's 0.78% expense ratio.


Dividends

FJAN vs. DBE - Dividend Comparison

FJAN has not paid dividends to shareholders, while DBE's dividend yield for the trailing twelve months is around 2.10%.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.10%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
FJAN
FT Vest U.S. Equity Buffer ETF - January
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FJAN and DBE have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (12.95%) compared to FJAN (1.36%). In terms of maximum drawdown, FJAN dropped -13.58% vs DBE's -86.69%.

On 5-year performance, DBE leads with 19.66% vs 11.19% for FJAN. On fees, DBE is cheaper at 0.78% per year. On volatility, FJAN has been the lower-risk option at 1.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBE has performed better with a 19.66% return vs 11.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBE is cheaper with a 0.78% expense ratio, compared with 0.85% for FJAN.

DBE has the higher dividend yield at 2.10%, compared with 0.00% for FJAN.

FJAN is categorized as Defined Outcome, while DBE is Oil & Gas. FJAN tracks S&P 500, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: FT Vest and Invesco. Their fees differ too: 0.85% for FJAN and 0.78% for DBE.

FJAN currently has the higher Sharpe Ratio (2.57 vs 2.43), 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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