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KAT vs. DJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KAT vs. DJUN - Performance Comparison

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

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Returns By Period

In the year-to-date period, KAT achieves a 1.07% return, which is significantly lower than DJUN's 3.79% return.


KAT

1D
0.70%
1M
0.55%
YTD
1.07%
6M
2.87%
1Y
3Y*
5Y*
10Y*

DJUN

1D
0.01%
1M
0.71%
YTD
3.79%
6M
4.47%
1Y
10.96%
3Y*
11.39%
5Y*
8.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KAT vs. DJUN - Yearly Performance Comparison


2026 (YTD)2025
KAT
Scharf ETF
1.07%0.98%
DJUN
FT Cboe Vest U.S. Equity Deep Buffer ETF - June
3.79%3.30%

Correlation

The correlation between KAT and DJUN is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 26, 2025

0.57

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Return for Risk

KAT vs. DJUN — Risk / Return Rank

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

KAT

DJUN
DJUN Risk / Return Rank: 7878
Overall Rank
DJUN Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DJUN Sortino Ratio Rank: 7676
Sortino Ratio Rank
DJUN Omega Ratio Rank: 8585
Omega Ratio Rank
DJUN Calmar Ratio Rank: 7171
Calmar Ratio Rank
DJUN Martin Ratio Rank: 9090
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.

KAT vs. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scharf ETF (KAT) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

KAT vs. DJUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KATDJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

1.04

-0.79

Drawdowns

KAT vs. DJUN - Drawdown Comparison

The maximum KAT drawdown since its inception was -9.25%, smaller than the maximum DJUN drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for KAT and DJUN.


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Drawdown Indicators


KATDJUNDifference

Max Drawdown

Largest peak-to-trough decline

-9.25%

-11.96%

+2.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

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

-4.31%

0.00%

-4.31%

Average Drawdown

Average peak-to-trough decline

-3.21%

-1.59%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

Volatility

KAT vs. DJUN - Volatility Comparison


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Volatility by Period


KATDJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

4.98%

+5.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.48%

8.52%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.48%

8.06%

+2.42%

KAT vs. DJUN - Expense Ratio Comparison

KAT has a 0.75% expense ratio, which is lower than DJUN's 0.85% expense ratio.


Dividends

KAT vs. DJUN - Dividend Comparison

Neither KAT nor DJUN has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KAT and DJUN have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KAT is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KAT is cheaper with a 0.75% expense ratio, compared with 0.85% for DJUN.

KAT and DJUN have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Scharf Investments and First Trust. Their fees differ too: 0.75% for KAT and 0.85% for DJUN.

Portfolio Optimizer

Find the right allocation for KAT and DJUN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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