KAT vs. FJUN

Last updated Jun 23, 2026

KAT (Scharf ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds. KAT is actively managed, while FJUN is passively managed. A 0.63 correlation means they provide meaningful diversification when combined. KAT charges 0.75%/yr vs 0.85%/yr for FJUN.

Performance

KAT vs. FJUN - 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 Buffer ETF - June (FJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KAT achieves a -2.36% return, which is significantly lower than FJUN's 4.84% return.

KAT

• 1D: -0.78%
• 1M: -2.67%
• YTD: -2.36%
• 6M: -2.49%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FJUN

• 1D: -0.17%
• 1M: 0.37%
• YTD: 4.84%
• 6M: 4.78%
• 1Y: 14.16%
• 3Y*: 13.60%
• 5Y*: 10.79%
• 10Y*: —

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

KAT vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025
KAT Scharf ETF	-2.36%	0.85%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.84%	3.61%

Correlation

The correlation between KAT and FJUN is 0.63, 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 25, 2025	0.63

KAT vs. FJUN - Sectors Allocation Comparison

Sectors	KAT	FJUN
Financial Services	25.1%	11.1%
Healthcare	22.3%	8.3%
Industrials	14.6%	7.8%
Technology	14.3%	39.0%
Energy	6.6%	3.1%
Communication Services	6.6%	10.6%
Consumer Cyclical	5.0%	9.9%
Basic Materials	3.3%	1.7%
Consumer Defensive	2.3%	4.5%
Real Estate	-	1.8%
Utilities	-	2.1%

Return for Risk

KAT vs. FJUN — Risk / Return Rank

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

KAT

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

FJUN

FJUN Risk / Return Rank: 84
FJUN Sharpe Ratio Rank: 82
FJUN Sortino Ratio Rank: 89
FJUN Omega Ratio Rank: 90
FJUN Calmar Ratio Rank: 71
FJUN 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.

KAT vs. FJUN - 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 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.

	KAT	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	—	2.54	—
Sortino ratio: Return per unit of downside risk	—	3.89	—
Omega ratio: Gain probability vs. loss probability	—	1.55	—
Calmar ratio: Return relative to maximum drawdown	—	3.44	—
Martin ratio: Return relative to average drawdown	—	19.85	—

Drawdowns

KAT vs. FJUN - Drawdown Comparison

The maximum KAT drawdown since its inception was -9.25%, smaller than the maximum FJUN drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for KAT and FJUN.

Drawdown Indicators

	KAT	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-9.25%	-13.26%	+4.01%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.13%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.26%	—
Current Drawdown Current decline from peak	-7.56%	-0.17%	-7.39%
Average Drawdown Average peak-to-trough decline	-3.33%	-1.66%	-1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.72%	—

Volatility

Volatility by Period

	KAT	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.33%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.62%	5.61%	+5.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.62%	10.55%	+0.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.62%	10.24%	+0.38%

KAT vs. FJUN - Expense Ratio Comparison

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

Dividends

KAT vs. FJUN - Dividend Comparison

Neither KAT nor FJUN has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both KAT and FJUN in my portfolio?

KAT and FJUN have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KAT or FJUN?

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.

Which ETF is cheaper, KAT or FJUN?

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

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

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

What is the main difference between KAT and FJUN?

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