PortfoliosLab logoPortfoliosLab logo
FJUN vs. VOTE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJUN vs. VOTE - 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 Engine No. 1 Transform 500 ETF (VOTE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FJUN vs. VOTE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FJUN
FT Cboe Vest U.S. Equity Buffer ETF - June
-0.44%11.05%16.38%22.30%-4.95%5.95%
VOTE
Engine No. 1 Transform 500 ETF
-3.84%17.95%25.23%27.60%-19.74%12.08%

Returns By Period

In the year-to-date period, FJUN achieves a -0.44% return, which is significantly higher than VOTE's -3.84% return.


FJUN

1D
0.54%
1M
-1.36%
YTD
-0.44%
6M
1.41%
1Y
13.35%
3Y*
14.07%
5Y*
10.17%
10Y*

VOTE

1D
0.88%
1M
-4.29%
YTD
-3.84%
6M
-1.77%
1Y
18.40%
3Y*
18.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VOTE - Expense Ratio Comparison

FJUN has a 0.85% expense ratio, which is higher than VOTE's 0.05% expense ratio.


Return for Risk

FJUN vs. VOTE — Risk / Return Rank

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

FJUN
FJUN Risk / Return Rank: 6969
Overall Rank
FJUN Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FJUN Sortino Ratio Rank: 6767
Sortino Ratio Rank
FJUN Omega Ratio Rank: 7676
Omega Ratio Rank
FJUN Calmar Ratio Rank: 5858
Calmar Ratio Rank
FJUN Martin Ratio Rank: 8080
Martin Ratio Rank

VOTE
VOTE Risk / Return Rank: 5959
Overall Rank
VOTE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VOTE Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOTE Omega Ratio Rank: 6161
Omega Ratio Rank
VOTE Calmar Ratio Rank: 5858
Calmar Ratio Rank
VOTE Martin Ratio Rank: 6868
Martin Ratio Rank
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. VOTE - 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 Engine No. 1 Transform 500 ETF (VOTE). 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.


FJUNVOTEDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.00

+0.17

Sortino ratio

Return per unit of downside risk

1.79

1.52

+0.27

Omega ratio

Gain probability vs. loss probability

1.30

1.23

+0.07

Calmar ratio

Return relative to maximum drawdown

1.65

1.57

+0.08

Martin ratio

Return relative to average drawdown

9.66

7.30

+2.36

FJUN vs. VOTE - Sharpe Ratio Comparison

The current FJUN Sharpe Ratio is 1.17, which is comparable to the VOTE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of FJUN and VOTE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FJUNVOTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.00

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.63

+0.47

Correlation

The correlation between FJUN and VOTE is 0.97, 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.


Dividends

FJUN vs. VOTE - Dividend Comparison

FJUN has not paid dividends to shareholders, while VOTE's dividend yield for the trailing twelve months is around 1.04%.


TTM20252024202320222021
FJUN
FT Cboe Vest U.S. Equity Buffer ETF - June
0.00%0.00%0.00%0.00%0.00%0.00%
VOTE
Engine No. 1 Transform 500 ETF
1.04%1.03%1.18%1.33%1.54%0.54%

Drawdowns

FJUN vs. VOTE - Drawdown Comparison

The maximum FJUN drawdown since its inception was -13.26%, smaller than the maximum VOTE drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for FJUN and VOTE.


Loading graphics...

Drawdown Indicators


FJUNVOTEDifference

Max Drawdown

Largest peak-to-trough decline

-13.26%

-25.71%

+12.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

-12.07%

+3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-13.26%

Current Drawdown

Current decline from peak

-1.80%

-5.68%

+3.88%

Average Drawdown

Average peak-to-trough decline

-1.72%

-6.34%

+4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

2.59%

-1.15%

Volatility

FJUN vs. VOTE - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) is 3.36%, while Engine No. 1 Transform 500 ETF (VOTE) has a volatility of 5.40%. This indicates that FJUN experiences smaller price fluctuations and is considered to be less risky than VOTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FJUNVOTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

5.40%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.70%

9.74%

-5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.44%

18.50%

-7.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.53%

17.30%

-6.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.39%

17.30%

-6.91%