FLCC vs. DJUN

Last updated Jun 4, 2026

FLCC (Federated Hermes MDT Large Cap Core ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both Large Cap Blend Equities funds. FLCC is actively managed, while DJUN is passively managed. Over the past year, FLCC returned 21.79% vs 10.92% for DJUN. Their correlation of 0.90 suggests significant overlap in exposure. FLCC charges 0.29%/yr vs 0.85%/yr for DJUN.

Performance

FLCC vs. DJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Large Cap Core ETF (FLCC) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLCC achieves a 9.03% return, which is significantly higher than DJUN's 3.78% return.

FLCC

• 1D: -0.65%
• 1M: 3.66%
• YTD: 9.03%
• 6M: 9.76%
• 1Y: 21.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DJUN

• 1D: 0.01%
• 1M: 0.88%
• YTD: 3.78%
• 6M: 4.53%
• 1Y: 10.92%
• 3Y*: 11.40%
• 5Y*: 8.19%
• 10Y*: —

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

FLCC vs. DJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FLCC Federated Hermes MDT Large Cap Core ETF	9.03%	16.61%	9.94%
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	3.78%	9.38%	5.06%

Correlation

The correlation between FLCC and DJUN is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (All Time) Calculated using the full available price history since Aug 1, 2024	0.90

The correlation between FLCC and DJUN has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

Return for Risk

FLCC vs. DJUN — Risk / Return Rank

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

FLCC

FLCC Risk / Return Rank: 51
FLCC Sharpe Ratio Rank: 51
FLCC Sortino Ratio Rank: 50
FLCC Omega Ratio Rank: 50
FLCC Calmar Ratio Rank: 48
FLCC Martin Ratio Rank: 56

DJUN

DJUN Risk / Return Rank: 77
DJUN Sharpe Ratio Rank: 67
DJUN Sortino Ratio Rank: 74
DJUN Omega Ratio Rank: 83
DJUN Calmar Ratio Rank: 71
DJUN Martin Ratio Rank: 90

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.

FLCC vs. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Large Cap Core ETF (FLCC) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). 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.

	FLCC	DJUN	Difference
Sharpe ratio Return per unit of total volatility	1.73	2.22	-0.49
Sortino ratio Return per unit of downside risk	2.43	3.35	-0.92
Omega ratio Gain probability vs. loss probability	1.31	1.50	-0.20
Calmar ratio Return relative to maximum drawdown	2.35	3.51	-1.16
Martin ratio Return relative to average drawdown	9.54	20.66	-11.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLCC vs. DJUN - Sharpe Ratio Comparison

The current FLCC Sharpe Ratio is 1.73, which is comparable to the DJUN Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of FLCC and DJUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FLCC	DJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.73	2.22	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.97	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.16	1.04	+0.11

Drawdowns

FLCC vs. DJUN - Drawdown Comparison

The maximum FLCC drawdown since its inception was -19.18%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for FLCC and DJUN.

Drawdown Indicators

	FLCC	DJUN	Difference
Max Drawdown Largest peak-to-trough decline	-19.18%	-11.96%	-7.22%
Max Drawdown (1Y) Largest decline over 1 year	-9.31%	-3.15%	-6.16%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-11.96%	—
Current Drawdown Current decline from peak	-0.77%	0.00%	-0.77%
Average Drawdown Average peak-to-trough decline	-2.34%	-1.59%	-0.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	0.53%	+1.76%

Volatility

FLCC vs. DJUN - Volatility Comparison

Federated Hermes MDT Large Cap Core ETF (FLCC) has a higher volatility of 2.62% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 0.25%. This indicates that FLCC's price experiences larger fluctuations and is considered to be riskier than DJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLCC	DJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.62%	0.25%	+2.37%
Volatility (6M) Calculated over the trailing 6-month period	9.52%	3.55%	+5.97%
Volatility (1Y) Calculated over the trailing 1-year period	12.68%	5.04%	+7.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.37%	8.52%	+8.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.37%	8.06%	+9.31%

FLCC vs. DJUN - Expense Ratio Comparison

FLCC has a 0.29% expense ratio, which is lower than DJUN's 0.85% expense ratio.

Dividends

FLCC vs. DJUN - Dividend Comparison

FLCC's dividend yield for the trailing twelve months is around 0.46%, while DJUN has not paid dividends to shareholders.

Position	TTM	2025	2024
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	0.00%	0.00%	0.00%
FLCC Federated Hermes MDT Large Cap Core ETF	0.46%	0.50%	0.20%

Frequently Asked Questions

Can I hold both FLCC and DJUN in my portfolio?

FLCC and DJUN have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLCC or DJUN?

FLCC has higher volatility (2.62%) compared to DJUN (0.25%). In terms of maximum drawdown, FLCC dropped -19.18% vs DJUN's -11.96%.

Which ETF is better, FLCC or DJUN?

On 1-year performance, FLCC leads with 21.79% vs 10.92% for DJUN. On fees, FLCC is cheaper at 0.29% per year. On volatility, DJUN has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FLCC or DJUN?

Over the 1-year period, FLCC has performed better with a 21.79% return vs 10.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FLCC or DJUN?

FLCC is cheaper with a 0.29% expense ratio, compared with 0.85% for DJUN.

Which ETF pays a higher dividend yield, FLCC or DJUN?

FLCC has the higher dividend yield at 0.46%, compared with 0.00% for DJUN.

What is the main difference between FLCC and DJUN?

They also come from different issuers: Federated Hermes and First Trust. Their fees differ too: 0.29% for FLCC and 0.85% for DJUN.

Which has better risk-adjusted returns?

DJUN currently has the higher Sharpe Ratio (2.22 vs 1.73), 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.