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FJUN vs. BLCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJUN vs. BLCR - 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 Blackrock Large Cap Core ETF (BLCR). The values are adjusted to include any dividend payments, if applicable.

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FJUN vs. BLCR - Yearly Performance Comparison


2026 (YTD)202520242023
FJUN
FT Cboe Vest U.S. Equity Buffer ETF - June
-0.44%11.05%16.38%11.51%
BLCR
Blackrock Large Cap Core ETF
-1.47%30.93%17.07%14.18%

Returns By Period

In the year-to-date period, FJUN achieves a -0.44% return, which is significantly higher than BLCR's -1.47% return.


FJUN

1D
0.54%
1M
-1.36%
YTD
-0.44%
6M
1.41%
1Y
13.35%
3Y*
14.07%
5Y*
10.17%
10Y*

BLCR

1D
1.63%
1M
-3.72%
YTD
-1.47%
6M
3.77%
1Y
35.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FJUN vs. BLCR - Expense Ratio Comparison

FJUN has a 0.85% expense ratio, which is higher than BLCR's 0.36% expense ratio.


Return for Risk

FJUN vs. BLCR — Risk / Return Rank

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

FJUN
FJUN Risk / Return Rank: 6969
Overall Rank
FJUN Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FJUN Sortino Ratio Rank: 6767
Sortino Ratio Rank
FJUN Omega Ratio Rank: 7676
Omega Ratio Rank
FJUN Calmar Ratio Rank: 5858
Calmar Ratio Rank
FJUN Martin Ratio Rank: 8080
Martin Ratio Rank

BLCR
BLCR Risk / Return Rank: 8686
Overall Rank
BLCR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BLCR Sortino Ratio Rank: 8585
Sortino Ratio Rank
BLCR Omega Ratio Rank: 8585
Omega Ratio Rank
BLCR Calmar Ratio Rank: 8888
Calmar Ratio Rank
BLCR Martin Ratio Rank: 9090
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.

FJUN vs. BLCR - 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 Blackrock Large Cap Core ETF (BLCR). 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.


FJUNBLCRDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.70

-0.53

Sortino ratio

Return per unit of downside risk

1.79

2.36

-0.57

Omega ratio

Gain probability vs. loss probability

1.30

1.35

-0.04

Calmar ratio

Return relative to maximum drawdown

1.65

3.03

-1.38

Martin ratio

Return relative to average drawdown

9.66

12.57

-2.90

FJUN vs. BLCR - Sharpe Ratio Comparison

The current FJUN Sharpe Ratio is 1.17, which is lower than the BLCR Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of FJUN and BLCR, 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


FJUNBLCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.70

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

1.44

-0.34

Correlation

The correlation between FJUN and BLCR is 0.89, 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

FJUN vs. BLCR - Dividend Comparison

FJUN has not paid dividends to shareholders, while BLCR's dividend yield for the trailing twelve months is around 0.28%.


TTM202520242023
FJUN
FT Cboe Vest U.S. Equity Buffer ETF - June
0.00%0.00%0.00%0.00%
BLCR
Blackrock Large Cap Core ETF
0.28%0.33%0.75%0.13%

Drawdowns

FJUN vs. BLCR - Drawdown Comparison

The maximum FJUN drawdown since its inception was -13.26%, smaller than the maximum BLCR drawdown of -21.29%. Use the drawdown chart below to compare losses from any high point for FJUN and BLCR.


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Drawdown Indicators


FJUNBLCRDifference

Max Drawdown

Largest peak-to-trough decline

-13.26%

-21.29%

+8.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

-12.13%

+3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-13.26%

Current Drawdown

Current decline from peak

-1.80%

-5.59%

+3.79%

Average Drawdown

Average peak-to-trough decline

-1.72%

-2.29%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

2.92%

-1.48%

Volatility

FJUN vs. BLCR - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) is 3.36%, while Blackrock Large Cap Core ETF (BLCR) has a volatility of 7.08%. This indicates that FJUN experiences smaller price fluctuations and is considered to be less risky than BLCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJUNBLCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

7.08%

-3.72%

Volatility (6M)

Calculated over the trailing 6-month period

4.70%

12.55%

-7.85%

Volatility (1Y)

Calculated over the trailing 1-year period

11.44%

21.17%

-9.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.53%

17.60%

-7.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.39%

17.60%

-7.21%