OEF vs. FJUN
OEF (iShares S&P 100 ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds - OEF tracks the S&P 100 Index while FJUN tracks the Cboe S&P 500 Buffer Protect Index June. Both are passively managed. Over the past 5 years, OEF returned 14.45%/yr vs 10.54%/yr for FJUN. Their correlation of 0.92 suggests significant overlap in exposure. OEF charges 0.20%/yr vs 0.85%/yr for FJUN.
Performance
OEF vs. FJUN - Performance Comparison
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Returns By Period
In the year-to-date period, OEF achieves a 5.60% return, which is significantly higher than FJUN's 4.00% return.
OEF
- 1D
- -1.41%
- 1M
- -2.70%
- YTD
- 5.60%
- 6M
- 4.83%
- 1Y
- 23.70%
- 3Y*
- 22.31%
- 5Y*
- 14.45%
- 10Y*
- 16.63%
FJUN
- 1D
- -0.80%
- 1M
- -0.44%
- YTD
- 4.00%
- 6M
- 3.80%
- 1Y
- 12.54%
- 3Y*
- 13.29%
- 5Y*
- 10.54%
- 10Y*
- —
OEF vs. FJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 5.60% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.95% |
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 OEF and FJUN is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2020 | 0.92 |
The correlation between OEF and FJUN has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
OEF vs. FJUN — Risk / Return Rank
OEF
FJUN
OEF vs. FJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.
| OEF | FJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.48 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 3.05 | -0.89 |
| Martin ratioReturn relative to average drawdown | 8.71 | 17.51 | -8.80 |
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Drawdowns
OEF vs. FJUN - Drawdown Comparison
The maximum OEF drawdown since its inception was -54.11%, which is greater than FJUN's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for OEF and FJUN.
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Drawdown Indicators
| OEF | FJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -13.26% | -40.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -4.13% | -6.93% |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | -13.26% | -6.54% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | -13.26% | -13.21% |
Max Drawdown (10Y)Largest decline over 10 years | -31.44% | — | — |
Current DrawdownCurrent decline from peak | -4.48% | -0.97% | -3.51% |
Average DrawdownAverage peak-to-trough decline | -11.74% | -1.66% | -10.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 0.72% | +2.01% |
Volatility
OEF vs. FJUN - Volatility Comparison
iShares S&P 100 ETF (OEF) has a higher volatility of 5.27% compared to FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) at 0.94%. This indicates that OEF'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.
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Volatility by Period
| OEF | FJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 0.94% | +4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 4.40% | +6.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 5.66% | +7.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.81% | 10.56% | +7.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 10.25% | +8.23% |
OEF vs. FJUN - Expense Ratio Comparison
OEF has a 0.20% expense ratio, which is lower than FJUN's 0.85% expense ratio.
Dividends
OEF vs. FJUN - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 0.89%, 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% |
OEF iShares S&P 100 ETF | 0.89% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
Frequently Asked Questions
OEF and FJUN have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OEF has higher volatility (5.27%) compared to FJUN (0.94%). In terms of maximum drawdown, OEF dropped -54.11% vs FJUN's -13.26%.
On 5-year performance, OEF leads with 14.45% vs 10.54% for FJUN. On fees, OEF is cheaper at 0.20% 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.
Over the 5-year period, OEF has performed better with a 14.45% return vs 10.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
OEF is cheaper with a 0.20% expense ratio, compared with 0.85% for FJUN.
OEF has the higher dividend yield at 0.89%, compared with 0.00% for FJUN.
OEF tracks S&P 100 Index, while FJUN tracks Cboe S&P 500 Buffer Protect Index June. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.20% for OEF and 0.85% for FJUN.
FJUN currently has the higher Sharpe Ratio (2.23 vs 1.78), 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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