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FJUN vs. BUFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FJUN and BUFR is 0.92, 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.


-0.50.00.51.00.9

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 Cboe Vest Fund of Buffer ETFs (BUFR). The values are adjusted to include any dividend payments, if applicable.

40.00%45.00%50.00%55.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
60.40%
51.43%
FJUN
BUFR

Key characteristics

Sharpe Ratio

FJUN:

2.32

BUFR:

2.67

Sortino Ratio

FJUN:

3.09

BUFR:

3.69

Omega Ratio

FJUN:

1.47

BUFR:

1.57

Calmar Ratio

FJUN:

3.27

BUFR:

3.94

Martin Ratio

FJUN:

17.21

BUFR:

22.42

Ulcer Index

FJUN:

1.08%

BUFR:

0.72%

Daily Std Dev

FJUN:

8.01%

BUFR:

6.05%

Max Drawdown

FJUN:

-10.89%

BUFR:

-13.73%

Current Drawdown

FJUN:

-1.45%

BUFR:

-0.88%

Returns By Period

In the year-to-date period, FJUN achieves a 16.85% return, which is significantly higher than BUFR's 14.87% return.


FJUN

YTD

16.85%

1M

0.41%

6M

6.68%

1Y

17.70%

5Y*

N/A

10Y*

N/A

BUFR

YTD

14.87%

1M

0.49%

6M

5.73%

1Y

15.43%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FJUN vs. BUFR - Expense Ratio Comparison

FJUN has a 0.85% expense ratio, which is lower than BUFR's 1.05% expense ratio.


BUFR
FT Cboe Vest Fund of Buffer ETFs
Expense ratio chart for BUFR: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for FJUN: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

FJUN vs. BUFR - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FJUN, currently valued at 2.32, compared to the broader market0.002.004.002.322.67
The chart of Sortino ratio for FJUN, currently valued at 3.09, compared to the broader market-2.000.002.004.006.008.0010.003.093.69
The chart of Omega ratio for FJUN, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.471.57
The chart of Calmar ratio for FJUN, currently valued at 3.27, compared to the broader market0.005.0010.0015.003.273.94
The chart of Martin ratio for FJUN, currently valued at 17.21, compared to the broader market0.0020.0040.0060.0080.00100.0017.2122.42
FJUN
BUFR

The current FJUN Sharpe Ratio is 2.32, which is comparable to the BUFR Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of FJUN and BUFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.32
2.67
FJUN
BUFR

Dividends

FJUN vs. BUFR - Dividend Comparison

Neither FJUN nor BUFR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FJUN vs. BUFR - Drawdown Comparison

The maximum FJUN drawdown since its inception was -10.89%, smaller than the maximum BUFR drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FJUN and BUFR. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.45%
-0.88%
FJUN
BUFR

Volatility

FJUN vs. BUFR - Volatility Comparison

FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) has a higher volatility of 2.46% compared to FT Cboe Vest Fund of Buffer ETFs (BUFR) at 1.64%. This indicates that FJUN's price experiences larger fluctuations and is considered to be riskier than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.46%
1.64%
FJUN
BUFR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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