FMCE vs. DJUN
FMCE (FM Compounders Equity ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both Large Cap Blend Equities funds. FMCE is actively managed, while DJUN is passively managed. Over the past year, FMCE returned 12.07% vs 10.33% for DJUN. A 0.74 correlation means they provide meaningful diversification when combined. FMCE charges 0.72%/yr vs 0.85%/yr for DJUN.
Performance
FMCE vs. DJUN - Performance Comparison
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Returns By Period
In the year-to-date period, FMCE achieves a 6.86% return, which is significantly higher than DJUN's 3.29% return.
FMCE
- 1D
- -1.15%
- 1M
- -0.09%
- YTD
- 6.86%
- 6M
- 6.05%
- 1Y
- 12.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DJUN
- 1D
- -0.59%
- 1M
- -0.24%
- YTD
- 3.29%
- 6M
- 3.23%
- 1Y
- 10.33%
- 3Y*
- 11.14%
- 5Y*
- 7.86%
- 10Y*
- —
FMCE vs. DJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FMCE FM Compounders Equity ETF | 6.86% | 11.11% | -2.72% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 3.29% | 9.38% | -0.44% |
Correlation
The correlation between FMCE and DJUN is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2024 | 0.74 |
The correlation between FMCE and DJUN has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.
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Return for Risk
FMCE vs. DJUN — Risk / Return Rank
FMCE
DJUN
FMCE vs. DJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FM Compounders Equity ETF (FMCE) 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.
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.
| FMCE | DJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.53 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 3.32 | -2.19 |
| Martin ratioReturn relative to average drawdown | 3.94 | 20.38 | -16.44 |
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Drawdowns
FMCE vs. DJUN - Drawdown Comparison
The maximum FMCE drawdown since its inception was -11.69%, roughly equal to the maximum DJUN drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for FMCE and DJUN.
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Drawdown Indicators
| FMCE | DJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.69% | -11.96% | +0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -3.15% | -7.62% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.96% | — |
Current DrawdownCurrent decline from peak | -1.49% | -0.71% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -1.58% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 0.51% | +2.56% |
Volatility
FMCE vs. DJUN - Volatility Comparison
FM Compounders Equity ETF (FMCE) has a higher volatility of 4.20% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 0.67%. This indicates that FMCE'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.
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Volatility by Period
| FMCE | DJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 0.67% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 3.59% | +6.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 4.51% | +8.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 8.52% | +5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 8.03% | +6.36% |
FMCE vs. DJUN - Expense Ratio Comparison
FMCE has a 0.72% expense ratio, which is lower than DJUN's 0.85% expense ratio.
Dividends
FMCE vs. DJUN - Dividend Comparison
FMCE's dividend yield for the trailing twelve months is around 2.99%, 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% |
FMCE FM Compounders Equity ETF | 2.99% | 3.20% | 0.22% |
Frequently Asked Questions
FMCE and DJUN have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FMCE has higher volatility (4.20%) compared to DJUN (0.67%). In terms of maximum drawdown, FMCE dropped -11.69% vs DJUN's -11.96%.
On 1-year performance, FMCE leads with 12.07% vs 10.33% for DJUN. On fees, FMCE is cheaper at 0.72% per year. On volatility, DJUN has been the lower-risk option at 0.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FMCE has performed better with a 12.07% return vs 10.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FMCE is cheaper with a 0.72% expense ratio, compared with 0.85% for DJUN.
FMCE has the higher dividend yield at 2.99%, compared with 0.00% for DJUN.
They also come from different issuers: First Manhattan and First Trust. Their fees differ too: 0.72% for FMCE and 0.85% for DJUN.
DJUN currently has the higher Sharpe Ratio (2.32 vs 0.96), 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.
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