FJUN vs. ITOT

Last updated Aug 4, 2026

FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - FJUN is a Defined Outcome fund tracking the Cboe S&P 500 Buffer Protect Index June, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. Both are passively managed. Over the past 5 years, FJUN returned 10.65%/yr vs 12.06%/yr for ITOT. Their correlation of 0.94 means they have usually moved in the same direction. FJUN charges 0.85%/yr vs 0.03%/yr for ITOT.

Performance

FJUN vs. ITOT - 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 iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FJUN achieves a 6.19% return, which is significantly lower than ITOT's 12.18% return.

FJUN

• 1D: 0.83%
• 1M: 1.23%
• 6M: 5.12%
• YTD: 6.19%
• 1Y: 12.32%
• 3Y*: 13.23%
• 5Y*: 10.65%
• 10Y*: —
• ALL TIME*: 11.58%

ITOT

• 1D: 1.46%
• 1M: 1.37%
• 6M: 9.88%
• YTD: 12.18%
• 1Y: 23.59%
• 3Y*: 20.38%
• 5Y*: 12.06%
• 10Y*: 14.61%
• ALL TIME*: 10.62%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	$1.33M	$1.93M	$4.52M
ITOT iShares Core S&P Total U.S. Stock Market ETF	$218.20M	$235.22M	$304.20M

FJUN vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	6.19%	11.05%	16.38%	22.30%	-4.95%	11.47%	9.90%
ITOT iShares Core S&P Total U.S. Stock Market ETF	12.18%	17.00%	23.80%	26.12%	-19.47%	25.68%	25.26%

Correlation

The correlation between FJUN and ITOT is 0.91, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.91
Correlation (3Y) Balances recent behavior with more history.	0.94
Correlation (5Y) Shows whether the relationship held over a longer period.	0.96
Correlation (All Time) Calculated using the full available price history since Jun 22, 2020	0.94

The correlation between FJUN and ITOT has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

FJUN vs. ITOT - Sectors Allocation Comparison

Sectors	FJUN	ITOT
Technology	37.9%	36.4%
Financial Services	11.7%	11.9%
Communication Services	10.0%	9.1%
Consumer Cyclical	9.6%	9.5%
Healthcare	9.1%	9.5%
Industrials	8.4%	9.9%
Consumer Defensive	4.6%	4.3%
Energy	3.0%	3.1%
Utilities	2.3%	2.2%
Real Estate	1.9%	2.3%
Basic Materials	1.7%	1.9%

Return for Risk

FJUN vs. ITOT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FJUN

FJUN Risk / Return Rank: 85
FJUN Sharpe Ratio Rank: 82
FJUN Sortino Ratio Rank: 87
FJUN Omega Ratio Rank: 89
FJUN Calmar Ratio Rank: 78
FJUN Martin Ratio Rank: 91

ITOT

ITOT Risk / Return Rank: 78
ITOT Sharpe Ratio Rank: 78
ITOT Sortino Ratio Rank: 76
ITOT Omega Ratio Rank: 76
ITOT Calmar Ratio Rank: 75
ITOT Martin Ratio Rank: 83

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FJUN vs. ITOT - 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 iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	2.03	1.81	+0.22
Sortino ratio: Return per unit of downside risk	3.09	2.50	+0.59
Omega ratio: Gain probability vs. loss probability	1.43	1.32	+0.11
Calmar ratio: Return relative to maximum drawdown	2.99	2.66	+0.33
Martin ratio: Return relative to average drawdown	16.21	11.42	+4.80

FJUN vs. ITOT - Sharpe Ratio Comparison

The current FJUN Sharpe Ratio is 2.03, which is comparable to the ITOT Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of FJUN and ITOT, 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. ITOT - Drawdown Comparison

The maximum FJUN drawdown since its inception was -13.26%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FJUN and ITOT.

Drawdown Indicators

	FJUN	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-13.26%	-55.20%	+41.94%
Max Drawdown (1Y) Largest decline over 1 year	-4.13%	-8.90%	+4.77%
Max Drawdown (3Y) Largest decline over 3 years	-13.26%	-19.44%	+6.18%
Max Drawdown (5Y) Largest decline over 5 years	-13.26%	-25.36%	+12.10%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.64%	-6.93%	+5.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.76%	2.07%	-1.31%

Volatility

FJUN vs. ITOT - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) is 2.50%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 3.80%. This indicates that FJUN experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FJUN	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.50%	3.80%	-1.30%
Volatility (6M) Calculated over the trailing 6-month period	5.07%	10.35%	-5.28%
Volatility (1Y) Calculated over the trailing 1-year period	6.09%	13.11%	-7.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.59%	17.48%	-6.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.22%	18.28%	-8.06%

FJUN vs. ITOT - Expense Ratio Comparison

FJUN has a 0.85% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

FJUN vs. ITOT - Dividend Comparison

FJUN has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 0.99%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ITOT iShares Core S&P Total U.S. Stock Market ETF	0.99%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%

Frequently Asked Questions

Can I hold both FJUN and ITOT in my portfolio?

With a correlation of 0.91, FJUN and ITOT 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 ITOT?

ITOT has higher volatility (3.80%) compared to FJUN (2.50%). In terms of maximum drawdown, FJUN dropped -13.26% vs ITOT's -55.20%.

Which ETF is better, FJUN or ITOT?

On 5-year performance, ITOT leads with 12.06% vs 10.65% for FJUN. On fees, ITOT is cheaper at 0.03% per year. On volatility, FJUN has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FJUN or ITOT?

Over the 5-year period, ITOT has performed better with a 12.06% return vs 10.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FJUN or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.85% for FJUN.

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

ITOT has the higher dividend yield at 0.99%, compared with 0.00% for FJUN.

What is the main difference between FJUN and ITOT?

FJUN is categorized as Defined Outcome, while ITOT is Large Cap Blend Equities. FJUN tracks Cboe S&P 500 Buffer Protect Index June, while ITOT tracks S&P Total Market Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.85% for FJUN and 0.03% for ITOT.

Which has better risk-adjusted returns?

FJUN currently has the higher Sharpe Ratio (2.03 vs 1.81), 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.