FJUN vs. BUFX

Last updated Jun 4, 2026

FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) and BUFX (FT Vest Laddered Enhance & Moderate 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 BUFX is a Defined Outcome fund managed by First Trust. Their correlation of 0.89 suggests significant overlap in exposure. FJUN charges 0.85%/yr vs 0.96%/yr for BUFX.

Performance

FJUN vs. BUFX - 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 Enhance & Moderate Buffer ETF (BUFX). 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 higher than BUFX's 4.10% return.

FJUN

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

BUFX

• 1D: -0.05%
• 1M: 1.35%
• YTD: 4.10%
• 6M: 4.88%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FJUN vs. BUFX - Yearly Performance Comparison

	2026 (YTD)	2025
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.64%	7.54%
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF	4.10%	5.62%

Correlation

The correlation between FJUN and BUFX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.89

Return for Risk

FJUN vs. BUFX — 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

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. BUFX - 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 Enhance & Moderate Buffer ETF (BUFX). 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	BUFX	Difference
Sharpe ratio: Return per unit of total volatility	2.28	—	—
Sortino ratio: Return per unit of downside risk	3.44	—	—
Omega ratio: Gain probability vs. loss probability	1.49	—	—
Calmar ratio: Return relative to maximum drawdown	3.36	—	—
Martin ratio: Return relative to average drawdown	18.98	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FJUN	BUFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.17	2.68	-1.51

Drawdowns

FJUN vs. BUFX - Drawdown Comparison

The maximum FJUN drawdown since its inception was -13.26%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for FJUN and BUFX.

Drawdown Indicators

	FJUN	BUFX	Difference
Max Drawdown Largest peak-to-trough decline	-13.26%	-2.87%	-10.39%
Max Drawdown (1Y) Largest decline over 1 year	-4.13%	—	—
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	-0.18%	-0.07%	-0.11%
Average Drawdown Average peak-to-trough decline	-1.67%	-0.24%	-1.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.73%	—	—

Volatility

Volatility by Period

	FJUN	BUFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.41%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.11%	3.98%	+2.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.55%	3.98%	+6.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.27%	3.98%	+6.29%

FJUN vs. BUFX - Expense Ratio Comparison

FJUN has a 0.85% expense ratio, which is lower than BUFX's 0.96% expense ratio.

Dividends

FJUN vs. BUFX - Dividend Comparison

Neither FJUN nor BUFX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FJUN and BUFX in my portfolio?

FJUN and BUFX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FJUN or BUFX?

On fees, FJUN is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FJUN or BUFX?

FJUN is cheaper with a 0.85% expense ratio, compared with 0.96% for BUFX.

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

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

What is the main difference between FJUN and BUFX?

FJUN is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. Their fees differ too: 0.85% for FJUN and 0.96% for BUFX.