PRCS vs. DJUN

Last updated Jun 4, 2026

PRCS (Parnassus Core Select ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both Large Cap Blend Equities funds. PRCS is actively managed, while DJUN is passively managed. Over the past year, PRCS returned 12.71% vs 10.92% for DJUN. Their correlation of 0.86 suggests significant overlap in exposure. PRCS charges 0.58%/yr vs 0.85%/yr for DJUN.

Performance

PRCS vs. DJUN - Performance Comparison

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

Returns By Period

In the year-to-date period, PRCS achieves a 2.88% return, which is significantly lower than DJUN's 3.78% return.

PRCS

• 1D: -0.46%
• 1M: 1.15%
• YTD: 2.88%
• 6M: 2.48%
• 1Y: 12.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DJUN

• 1D: 0.01%
• 1M: 0.88%
• YTD: 3.78%
• 6M: 4.53%
• 1Y: 10.92%
• 3Y*: 11.40%
• 5Y*: 8.19%
• 10Y*: —

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

PRCS vs. DJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PRCS Parnassus Core Select ETF	2.88%	11.69%	-3.56%
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	3.78%	9.38%	-1.34%

Correlation

The correlation between PRCS and DJUN is 0.82, 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	0.82
Correlation (All Time) Calculated using the full available price history since Dec 13, 2024	0.86

The correlation between PRCS and DJUN has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

Return for Risk

PRCS vs. DJUN — Risk / Return Rank

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

PRCS

PRCS Risk / Return Rank: 27
PRCS Sharpe Ratio Rank: 29
PRCS Sortino Ratio Rank: 28
PRCS Omega Ratio Rank: 28
PRCS Calmar Ratio Rank: 22
PRCS Martin Ratio Rank: 29

DJUN

DJUN Risk / Return Rank: 77
DJUN Sharpe Ratio Rank: 67
DJUN Sortino Ratio Rank: 74
DJUN Omega Ratio Rank: 83
DJUN Calmar Ratio Rank: 71
DJUN 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.

PRCS vs. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Parnassus Core Select ETF (PRCS) 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.

	PRCS	DJUN	Difference
Sharpe ratio Return per unit of total volatility	1.02	2.22	-1.20
Sortino ratio Return per unit of downside risk	1.48	3.35	-1.87
Omega ratio Gain probability vs. loss probability	1.18	1.50	-0.32
Calmar ratio Return relative to maximum drawdown	1.00	3.51	-2.51
Martin ratio Return relative to average drawdown	3.94	20.66	-16.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRCS vs. DJUN - Sharpe Ratio Comparison

The current PRCS Sharpe Ratio is 1.02, which is lower than the DJUN Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of PRCS and DJUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PRCS	DJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	2.22	-1.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.97	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	1.04	-0.61

Drawdowns

PRCS vs. DJUN - Drawdown Comparison

The maximum PRCS drawdown since its inception was -18.20%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for PRCS and DJUN.

Drawdown Indicators

	PRCS	DJUN	Difference
Max Drawdown Largest peak-to-trough decline	-18.20%	-11.96%	-6.24%
Max Drawdown (1Y) Largest decline over 1 year	-12.77%	-3.15%	-9.62%
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	-0.89%	0.00%	-0.89%
Average Drawdown Average peak-to-trough decline	-3.00%	-1.59%	-1.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	0.53%	+2.70%

Volatility

PRCS vs. DJUN - Volatility Comparison

Parnassus Core Select ETF (PRCS) has a higher volatility of 2.40% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 0.25%. This indicates that PRCS's price experiences larger fluctuations and is considered to be riskier than DJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRCS	DJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.40%	0.25%	+2.15%
Volatility (6M) Calculated over the trailing 6-month period	9.78%	3.55%	+6.23%
Volatility (1Y) Calculated over the trailing 1-year period	12.52%	5.04%	+7.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.86%	8.52%	+8.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.86%	8.06%	+8.80%

PRCS vs. DJUN - Expense Ratio Comparison

PRCS has a 0.58% expense ratio, which is lower than DJUN's 0.85% expense ratio.

Dividends

PRCS vs. DJUN - Dividend Comparison

PRCS's dividend yield for the trailing twelve months is around 0.13%, while DJUN has not paid dividends to shareholders.

Position	TTM	2025
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	0.00%	0.00%
PRCS Parnassus Core Select ETF	0.13%	0.13%

Frequently Asked Questions

Can I hold both PRCS and DJUN in my portfolio?

PRCS and DJUN have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRCS or DJUN?

PRCS has higher volatility (2.40%) compared to DJUN (0.25%). In terms of maximum drawdown, PRCS dropped -18.20% vs DJUN's -11.96%.

Which ETF is better, PRCS or DJUN?

On 1-year performance, PRCS leads with 12.71% vs 10.92% for DJUN. On fees, PRCS is cheaper at 0.58% per year. On volatility, DJUN has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PRCS or DJUN?

Over the 1-year period, PRCS has performed better with a 12.71% return vs 10.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PRCS or DJUN?

PRCS is cheaper with a 0.58% expense ratio, compared with 0.85% for DJUN.

Which ETF pays a higher dividend yield, PRCS or DJUN?

PRCS has the higher dividend yield at 0.13%, compared with 0.00% for DJUN.

What is the main difference between PRCS and DJUN?

They also come from different issuers: Parnassus and First Trust. Their fees differ too: 0.58% for PRCS and 0.85% for DJUN.

Which has better risk-adjusted returns?

DJUN currently has the higher Sharpe Ratio (2.22 vs 1.02), 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.