FJUN vs. BUFR

Last updated Jun 4, 2026

FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) and BUFR (FT Vest Laddered Buffer ETF) are both exchange-traded funds - FJUN is a Large Cap Blend Equities fund tracking the Cboe S&P 500 Buffer Protect Index June, while BUFR is a Defined Outcome fund actively managed by First Trust. FJUN is passively managed, while BUFR is actively managed. Over the past 5 years, FJUN returned 11.05%/yr vs 9.98%/yr for BUFR. Their correlation of 0.93 suggests significant overlap in exposure. FJUN charges 0.85%/yr vs 0.95%/yr for BUFR.

Performance

FJUN vs. BUFR - 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 FT Vest Laddered Buffer ETF (BUFR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FJUN achieves a 4.64% return, which is significantly lower than BUFR's 6.42% return.

FJUN

• 1D: -0.18%
• 1M: 1.03%
• YTD: 4.64%
• 6M: 5.30%
• 1Y: 13.82%
• 3Y*: 14.38%
• 5Y*: 11.05%
• 10Y*: —

BUFR

• 1D: -0.21%
• 1M: 2.16%
• YTD: 6.42%
• 6M: 7.11%
• 1Y: 17.61%
• 3Y*: 14.50%
• 5Y*: 9.98%
• 10Y*: —

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

FJUN vs. BUFR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.64%	11.05%	16.38%	22.30%	-4.95%	11.47%	6.93%
BUFR FT Vest Laddered Buffer ETF	6.42%	12.44%	14.68%	19.63%	-7.57%	11.88%	7.57%

Correlation

The correlation between FJUN and BUFR is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Aug 12, 2020	0.93

The correlation between FJUN and BUFR has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

FJUN vs. BUFR - Sectors Allocation Comparison

Sectors	FJUN	BUFR
Technology	36.2%	35.8%
Financial Services	11.9%	11.8%
Communication Services	10.9%	11.3%
Consumer Cyclical	10.1%	10.2%
Healthcare	8.4%	8.4%
Industrials	8.1%	7.9%
Consumer Defensive	4.9%	4.9%
Energy	3.5%	3.5%
Utilities	2.3%	2.4%
Real Estate	1.9%	1.9%
Basic Materials	1.8%	1.8%

Return for Risk

FJUN vs. BUFR — Risk / Return Rank

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

FJUN

FJUN Risk / Return Rank: 77
FJUN Sharpe Ratio Rank: 70
FJUN Sortino Ratio Rank: 77
FJUN Omega Ratio Rank: 81
FJUN Calmar Ratio Rank: 68
FJUN Martin Ratio Rank: 88

BUFR

BUFR Risk / Return Rank: 84
BUFR Sharpe Ratio Rank: 82
BUFR Sortino Ratio Rank: 86
BUFR Omega Ratio Rank: 87
BUFR Calmar Ratio Rank: 75
BUFR Martin Ratio Rank: 89

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. BUFR - 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 FT Vest Laddered Buffer ETF (BUFR). 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.

	FJUN	BUFR	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.71	-0.43
Sortino ratio: Return per unit of downside risk	3.44	3.95	-0.51
Omega ratio: Gain probability vs. loss probability	1.49	1.55	-0.06
Calmar ratio: Return relative to maximum drawdown	3.36	3.84	-0.48
Martin ratio: Return relative to average drawdown	18.98	20.78	-1.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FJUN vs. BUFR - Sharpe Ratio Comparison

The current FJUN Sharpe Ratio is 2.28, which is comparable to the BUFR Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of FJUN and BUFR, 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

	FJUN	BUFR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	2.71	-0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.05	0.96	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	1.17	1.07	+0.10

Drawdowns

FJUN vs. BUFR - Drawdown Comparison

The maximum FJUN drawdown since its inception was -13.26%, roughly equal to the maximum BUFR drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FJUN and BUFR.

Drawdown Indicators

	FJUN	BUFR	Difference
Max Drawdown Largest peak-to-trough decline	-13.26%	-13.73%	+0.47%
Max Drawdown (1Y) Largest decline over 1 year	-4.13%	-4.61%	+0.48%
Max Drawdown (3Y) Largest decline over 3 years	-13.26%	-12.81%	-0.45%
Max Drawdown (5Y) Largest decline over 5 years	-13.26%	-13.73%	+0.47%
Current Drawdown Current decline from peak	-0.18%	-0.21%	+0.03%
Average Drawdown Average peak-to-trough decline	-1.67%	-2.09%	+0.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.73%	0.85%	-0.12%

Volatility

FJUN vs. BUFR - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) is 0.41%, while FT Vest Laddered Buffer ETF (BUFR) has a volatility of 1.03%. This indicates that FJUN experiences smaller price fluctuations and is considered to be less risky than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FJUN	BUFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.41%	1.03%	-0.62%
Volatility (6M) Calculated over the trailing 6-month period	4.35%	4.95%	-0.60%
Volatility (1Y) Calculated over the trailing 1-year period	6.11%	6.53%	-0.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.55%	10.44%	+0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.27%	10.23%	+0.04%

FJUN vs. BUFR - Expense Ratio Comparison

FJUN has a 0.85% expense ratio, which is lower than BUFR's 0.95% expense ratio.

Dividends

FJUN vs. BUFR - Dividend Comparison

Neither FJUN nor BUFR has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FJUN and BUFR in my portfolio?

With a correlation of 0.94, FJUN and BUFR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FJUN or BUFR?

BUFR has higher volatility (1.03%) compared to FJUN (0.41%). In terms of maximum drawdown, FJUN dropped -13.26% vs BUFR's -13.73%.

Which ETF is better, FJUN or BUFR?

On 5-year performance, FJUN leads with 11.05% vs 9.98% for BUFR. On fees, FJUN is cheaper at 0.85% per year. On volatility, FJUN has been the lower-risk option at 0.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FJUN or BUFR?

Over the 5-year period, FJUN has performed better with a 11.05% return vs 9.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FJUN or BUFR?

FJUN is cheaper with a 0.85% expense ratio, compared with 0.95% for BUFR.

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

FJUN and BUFR have nearly identical dividend yields, around 0.00%.

What is the main difference between FJUN and BUFR?

FJUN is categorized as Large Cap Blend Equities, while BUFR is Defined Outcome. Their fees differ too: 0.85% for FJUN and 0.95% for BUFR.

Which has better risk-adjusted returns?

BUFR currently has the higher Sharpe Ratio (2.71 vs 2.28), 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.