FJUN vs. SPY
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) and SPDR S&P 500 ETF (SPY).
FJUN and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FJUN is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 Buffer Protect Index June. It was launched on Jun 19, 2020. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both FJUN and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FJUN or SPY.
Performance
FJUN vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, FJUN achieves a 16.87% return, which is significantly lower than SPY's 26.08% return.
FJUN
16.87%
1.28%
8.04%
21.55%
N/A
N/A
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| FJUN | SPY | |
|---|---|---|
| Sharpe Ratio | 2.75 | 2.70 |
| Sortino Ratio | 3.72 | 3.60 |
| Omega Ratio | 1.56 | 1.50 |
| Calmar Ratio | 3.82 | 3.90 |
| Martin Ratio | 20.52 | 17.52 |
| Ulcer Index | 1.06% | 1.87% |
| Daily Std Dev | 7.90% | 12.14% |
| Max Drawdown | -10.89% | -55.19% |
| Current Drawdown | -0.21% | -0.85% |
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FJUN vs. SPY - Expense Ratio Comparison
FJUN has a 0.85% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between FJUN and SPY is 0.95, 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.
Risk-Adjusted Performance
FJUN vs. SPY - 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 SPDR S&P 500 ETF (SPY). 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.
Dividends
FJUN vs. SPY - Dividend Comparison
FJUN has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
FJUN vs. SPY - Drawdown Comparison
The maximum FJUN drawdown since its inception was -10.89%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FJUN and SPY. For additional features, visit the drawdowns tool.
Volatility
FJUN vs. SPY - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) is 2.42%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.98%. This indicates that FJUN experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.