FTCS vs. FJUN

Last updated Jun 24, 2026

FTCS (First Trust Capital Strength ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds from First Trust - FTCS tracks the The Capital Strength Index while FJUN tracks the Cboe S&P 500 Buffer Protect Index June. Both are passively managed. Over the past 5 years, FTCS returned 5.84%/yr vs 10.54%/yr for FJUN. A 0.74 correlation means they provide meaningful diversification when combined. FTCS charges 0.53%/yr vs 0.85%/yr for FJUN.

Performance

FTCS vs. FJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Capital Strength ETF (FTCS) and FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTCS achieves a 1.20% return, which is significantly lower than FJUN's 4.00% return.

FTCS

• 1D: 0.65%
• 1M: -1.25%
• YTD: 1.20%
• 6M: 0.40%
• 1Y: 5.00%
• 3Y*: 9.52%
• 5Y*: 5.84%
• 10Y*: 10.48%

FJUN

• 1D: -0.80%
• 1M: -0.44%
• YTD: 4.00%
• 6M: 3.80%
• 1Y: 12.54%
• 3Y*: 13.29%
• 5Y*: 10.54%
• 10Y*: —

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

FTCS vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FTCS First Trust Capital Strength ETF	1.20%	6.46%	11.19%	8.48%	-10.22%	26.75%	16.17%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.00%	11.05%	16.38%	22.30%	-4.95%	11.47%	9.90%

Correlation

The correlation between FTCS and FJUN is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jun 22, 2020	0.74

Over the past year, the correlation between FTCS and FJUN has dropped to 0.49 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

FTCS vs. FJUN - Sectors Allocation Comparison

Sectors	FTCS	FJUN
Financial Services	20.0%	11.1%
Industrials	19.6%	7.8%
Healthcare	18.5%	8.3%
Consumer Defensive	14.2%	4.5%
Technology	13.6%	39.0%
Consumer Cyclical	7.7%	9.9%
Communication Services	2.3%	10.6%
Energy	2.1%	3.1%
Basic Materials	2.1%	1.7%
Real Estate	-	1.8%
Utilities	-	2.1%

Return for Risk

FTCS vs. FJUN — Risk / Return Rank

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

FTCS

FTCS Risk / Return Rank: 16
FTCS Sharpe Ratio Rank: 16
FTCS Sortino Ratio Rank: 16
FTCS Omega Ratio Rank: 15
FTCS Calmar Ratio Rank: 16
FTCS Martin Ratio Rank: 16

FJUN

FJUN Risk / Return Rank: 80
FJUN Sharpe Ratio Rank: 76
FJUN Sortino Ratio Rank: 83
FJUN Omega Ratio Rank: 86
FJUN Calmar Ratio Rank: 66
FJUN Martin Ratio Rank: 88

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.

FTCS vs. FJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) and FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN). 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.

	FTCS	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	0.51	2.23	-1.73
Sortino ratio: Return per unit of downside risk	0.81	3.38	-2.57
Omega ratio: Gain probability vs. loss probability	1.09	1.48	-0.39
Calmar ratio: Return relative to maximum drawdown	0.65	3.05	-2.40
Martin ratio: Return relative to average drawdown	1.49	17.51	-16.02

FTCS vs. FJUN - Sharpe Ratio Comparison

The current FTCS Sharpe Ratio is 0.51, which is lower than the FJUN Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of FTCS and FJUN, 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

FTCS vs. FJUN - Drawdown Comparison

The maximum FTCS drawdown since its inception was -53.64%, which is greater than FJUN's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for FTCS and FJUN.

Drawdown Indicators

	FTCS	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-53.64%	-13.26%	-40.38%
Max Drawdown (1Y) Largest decline over 1 year	-7.74%	-4.13%	-3.61%
Max Drawdown (3Y) Largest decline over 3 years	-12.62%	-13.26%	+0.64%
Max Drawdown (5Y) Largest decline over 5 years	-20.93%	-13.26%	-7.67%
Max Drawdown (10Y) Largest decline over 10 years	-31.93%	—	—
Current Drawdown Current decline from peak	-5.85%	-0.97%	-4.88%
Average Drawdown Average peak-to-trough decline	-6.92%	-1.66%	-5.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.36%	0.72%	+2.64%

Volatility

FTCS vs. FJUN - Volatility Comparison

First Trust Capital Strength ETF (FTCS) has a higher volatility of 3.07% compared to FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) at 0.94%. This indicates that FTCS's price experiences larger fluctuations and is considered to be riskier than FJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTCS	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	0.94%	+2.13%
Volatility (6M) Calculated over the trailing 6-month period	7.25%	4.40%	+2.85%
Volatility (1Y) Calculated over the trailing 1-year period	9.95%	5.66%	+4.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.14%	10.56%	+2.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.53%	10.25%	+5.28%

FTCS vs. FJUN - Expense Ratio Comparison

FTCS has a 0.53% expense ratio, which is lower than FJUN's 0.85% expense ratio.

Dividends

FTCS vs. FJUN - Dividend Comparison

FTCS's dividend yield for the trailing twelve months is around 1.11%, while FJUN has not paid dividends to shareholders.

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%
FTCS First Trust Capital Strength ETF	1.11%	1.04%	1.33%	1.47%	1.23%	1.06%	0.93%	1.26%	1.26%	1.15%	1.43%	1.50%

Frequently Asked Questions

Can I hold both FTCS and FJUN in my portfolio?

FTCS and FJUN have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTCS or FJUN?

FTCS has higher volatility (3.07%) compared to FJUN (0.94%). In terms of maximum drawdown, FTCS dropped -53.64% vs FJUN's -13.26%.

Which ETF is better, FTCS or FJUN?

On 5-year performance, FJUN leads with 10.54% vs 5.84% for FTCS. On fees, FTCS is cheaper at 0.53% per year. On volatility, FJUN has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTCS or FJUN?

Over the 5-year period, FJUN has performed better with a 10.54% return vs 5.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTCS or FJUN?

FTCS is cheaper with a 0.53% expense ratio, compared with 0.85% for FJUN.

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

FTCS has the higher dividend yield at 1.11%, compared with 0.00% for FJUN.

What is the main difference between FTCS and FJUN?

FTCS tracks The Capital Strength Index, while FJUN tracks Cboe S&P 500 Buffer Protect Index June. Their fees differ too: 0.53% for FTCS and 0.85% for FJUN.

Which has better risk-adjusted returns?

FJUN currently has the higher Sharpe Ratio (2.23 vs 0.51), 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.