NELS vs. FJUN

Last updated Jul 11, 2026

NELS (Nelson Select ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both exchange-traded funds - NELS is a Large Cap Blend Equities fund actively managed by Nelson Capital Management, while FJUN is a Defined Outcome fund tracking the Cboe S&P 500 Buffer Protect Index June. NELS is actively managed, while FJUN is passively managed. Their correlation of 0.85 suggests significant overlap in exposure. NELS charges 1.69%/yr vs 0.85%/yr for FJUN.

Performance

NELS vs. FJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nelson Select ETF (NELS) 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, NELS achieves a 12.19% return, which is significantly higher than FJUN's 5.82% return.

NELS

• 1D: 0.36%
• 1M: 1.82%
• 6M: 10.03%
• YTD: 12.19%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FJUN

• 1D: 0.27%
• 1M: 1.05%
• 6M: 5.05%
• YTD: 5.82%
• 1Y: 12.07%
• 3Y*: 13.40%
• 5Y*: 10.67%
• 10Y*: —

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

NELS vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025
NELS Nelson Select ETF	12.19%	1.83%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	5.82%	2.38%

Correlation

The correlation between NELS and FJUN is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025	0.85

Return for Risk

NELS vs. FJUN — Risk / Return Rank

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

NELS

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: 81
FJUN Sortino Ratio Rank: 88
FJUN Omega Ratio Rank: 88
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.

NELS vs. FJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nelson Select ETF (NELS) 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.

	NELS	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	—	2.05	—
Sortino ratio: Return per unit of downside risk	—	3.16	—
Omega ratio: Gain probability vs. loss probability	—	1.43	—
Calmar ratio: Return relative to maximum drawdown	—	2.86	—
Martin ratio: Return relative to average drawdown	—	16.17	—

Drawdowns

NELS vs. FJUN - Drawdown Comparison

The maximum NELS drawdown since its inception was -9.30%, smaller than the maximum FJUN drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for NELS and FJUN.

Drawdown Indicators

	NELS	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-9.30%	-13.26%	+3.96%
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	-0.49%	0.00%	-0.49%
Average Drawdown Average peak-to-trough decline	-1.66%	-1.65%	-0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.73%	—

Volatility

Volatility by Period

	NELS	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.86%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.64%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.40%	5.76%	+8.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.40%	10.56%	+3.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.40%	10.23%	+4.17%

NELS vs. FJUN - Expense Ratio Comparison

NELS has a 1.69% expense ratio, which is higher than FJUN's 0.85% expense ratio.

Dividends

NELS vs. FJUN - Dividend Comparison

Neither NELS nor FJUN has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both NELS and FJUN in my portfolio?

NELS and FJUN have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, NELS or FJUN?

On fees, FJUN is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, NELS or FJUN?

FJUN is cheaper with a 0.85% expense ratio, compared with 1.69% for NELS.

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

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

What is the main difference between NELS and FJUN?

NELS is categorized as Large Cap Blend Equities, while FJUN is Defined Outcome. They also come from different issuers: Nelson Capital Management and First Trust. Their fees differ too: 1.69% for NELS and 0.85% for FJUN.