FJUN vs. ABIG

Last updated Jun 23, 2026

FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) and ABIG (Argent Large Cap ETF) are both Large Cap Blend Equities funds. FJUN is passively managed, while ABIG is actively managed. Over the past year, FJUN returned 14.16% vs 18.27% for ABIG. Their correlation of 0.84 suggests significant overlap in exposure. FJUN charges 0.85%/yr vs 0.49%/yr for ABIG.

Performance

FJUN vs. ABIG - Performance Comparison

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

Returns By Period

In the year-to-date period, FJUN achieves a 4.84% return, which is significantly lower than ABIG's 5.44% return.

FJUN

• 1D: -0.17%
• 1M: 0.37%
• YTD: 4.84%
• 6M: 4.78%
• 1Y: 14.16%
• 3Y*: 13.60%
• 5Y*: 10.79%
• 10Y*: —

ABIG

• 1D: -1.29%
• 1M: 0.40%
• YTD: 5.44%
• 6M: 5.51%
• 1Y: 18.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FJUN vs. ABIG - Yearly Performance Comparison

	2026 (YTD)	2025
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.84%	23.94%
ABIG Argent Large Cap ETF	5.44%	27.75%

Correlation

The correlation between FJUN and ABIG is 0.83, 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	0.83
Correlation (All Time) Calculated using the full available price history since Apr 9, 2025	0.84

The correlation between FJUN and ABIG has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.

Return for Risk

FJUN vs. ABIG — Risk / Return Rank

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

FJUN

FJUN Risk / Return Rank: 84
FJUN Sharpe Ratio Rank: 82
FJUN Sortino Ratio Rank: 89
FJUN Omega Ratio Rank: 90
FJUN Calmar Ratio Rank: 71
FJUN Martin Ratio Rank: 90

ABIG

ABIG Risk / Return Rank: 35
ABIG Sharpe Ratio Rank: 39
ABIG Sortino Ratio Rank: 38
ABIG Omega Ratio Rank: 37
ABIG Calmar Ratio Rank: 28
ABIG Martin Ratio Rank: 33

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.

FJUN vs. ABIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) and Argent Large Cap ETF (ABIG). 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.

	FJUN	ABIG	Difference
Sharpe ratio: Return per unit of total volatility	2.54	1.35	+1.19
Sortino ratio: Return per unit of downside risk	3.89	1.90	+1.99
Omega ratio: Gain probability vs. loss probability	1.55	1.24	+0.31
Calmar ratio: Return relative to maximum drawdown	3.44	1.34	+2.10
Martin ratio: Return relative to average drawdown	19.85	4.79	+15.06

FJUN vs. ABIG - Sharpe Ratio Comparison

The current FJUN Sharpe Ratio is 2.54, which is higher than the ABIG Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of FJUN and ABIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FJUN vs. ABIG - Drawdown Comparison

The maximum FJUN drawdown since its inception was -13.26%, roughly equal to the maximum ABIG drawdown of -13.70%. Use the drawdown chart below to compare losses from any high point for FJUN and ABIG.

Drawdown Indicators

	FJUN	ABIG	Difference
Max Drawdown Largest peak-to-trough decline	-13.26%	-13.70%	+0.44%
Max Drawdown (1Y) Largest decline over 1 year	-4.13%	-13.70%	+9.57%
Max Drawdown (3Y) Largest decline over 3 years	-13.26%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.26%	—	—
Current Drawdown Current decline from peak	-0.17%	-2.28%	+2.11%
Average Drawdown Average peak-to-trough decline	-1.66%	-2.23%	+0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.72%	3.83%	-3.11%

Volatility

FJUN vs. ABIG - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) is 0.44%, while Argent Large Cap ETF (ABIG) has a volatility of 4.80%. This indicates that FJUN experiences smaller price fluctuations and is considered to be less risky than ABIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FJUN	ABIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.44%	4.80%	-4.36%
Volatility (6M) Calculated over the trailing 6-month period	4.33%	10.64%	-6.31%
Volatility (1Y) Calculated over the trailing 1-year period	5.61%	13.59%	-7.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.55%	16.81%	-6.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.24%	16.81%	-6.57%

FJUN vs. ABIG - Expense Ratio Comparison

FJUN has a 0.85% expense ratio, which is higher than ABIG's 0.49% expense ratio.

Dividends

FJUN vs. ABIG - Dividend Comparison

FJUN has not paid dividends to shareholders, while ABIG's dividend yield for the trailing twelve months is around 0.09%.

Position	TTM	2025
ABIG Argent Large Cap ETF	0.09%	0.10%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	0.00%	0.00%

Frequently Asked Questions

Can I hold both FJUN and ABIG in my portfolio?

FJUN and ABIG have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FJUN or ABIG?

ABIG has higher volatility (4.80%) compared to FJUN (0.44%). In terms of maximum drawdown, FJUN dropped -13.26% vs ABIG's -13.70%.

Which ETF is better, FJUN or ABIG?

On 1-year performance, ABIG leads with 18.27% vs 14.16% for FJUN. On fees, ABIG is cheaper at 0.49% per year. On volatility, FJUN has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FJUN or ABIG?

Over the 1-year period, ABIG has performed better with a 18.27% return vs 14.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FJUN or ABIG?

ABIG is cheaper with a 0.49% expense ratio, compared with 0.85% for FJUN.

Which ETF pays a higher dividend yield, FJUN or ABIG?

ABIG has the higher dividend yield at 0.09%, compared with 0.00% for FJUN.

What is the main difference between FJUN and ABIG?

They also come from different issuers: First Trust and Argent. Their fees differ too: 0.85% for FJUN and 0.49% for ABIG.

Which has better risk-adjusted returns?

FJUN currently has the higher Sharpe Ratio (2.54 vs 1.35), 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.