PRMR vs. FJUN

Last updated Jun 27, 2026

PRMR (PeakShares RMR Prime Equity ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds. PRMR is actively managed, while FJUN is passively managed. A 0.79 correlation means they provide meaningful diversification when combined. PRMR charges 1.05%/yr vs 0.85%/yr for FJUN.

Performance

PRMR vs. FJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PeakShares RMR Prime Equity ETF (PRMR) 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, PRMR achieves a 10.98% return, which is significantly higher than FJUN's 3.52% return.

PRMR

• 1D: -0.38%
• 1M: 2.69%
• YTD: 10.98%
• 6M: 9.62%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FJUN

• 1D: -0.49%
• 1M: -0.96%
• YTD: 3.52%
• 6M: 3.08%
• 1Y: 10.72%
• 3Y*: 12.96%
• 5Y*: 10.38%
• 10Y*: —

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

PRMR vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025
PRMR PeakShares RMR Prime Equity ETF	10.98%	-0.71%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	3.52%	0.64%

Correlation

The correlation between PRMR and FJUN is 0.79, 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 Dec 9, 2025	0.79

Return for Risk

PRMR vs. FJUN — Risk / Return Rank

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

PRMR

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

FJUN

FJUN Risk / Return Rank: 74
FJUN Sharpe Ratio Rank: 69
FJUN Sortino Ratio Rank: 75
FJUN Omega Ratio Rank: 79
FJUN Calmar Ratio Rank: 61
FJUN Martin Ratio Rank: 84

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.

PRMR vs. FJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PeakShares RMR Prime Equity ETF (PRMR) 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.

	PRMR	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	—	1.92	—
Sortino ratio: Return per unit of downside risk	—	2.90	—
Omega ratio: Gain probability vs. loss probability	—	1.40	—
Calmar ratio: Return relative to maximum drawdown	—	2.61	—
Martin ratio: Return relative to average drawdown	—	14.75	—

Drawdowns

PRMR vs. FJUN - Drawdown Comparison

The maximum PRMR drawdown since its inception was -9.41%, smaller than the maximum FJUN drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for PRMR and FJUN.

Drawdown Indicators

	PRMR	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-9.41%	-13.26%	+3.85%
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	-1.52%	-1.42%	-0.10%
Average Drawdown Average peak-to-trough decline	-2.40%	-1.66%	-0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.73%	—

Volatility

Volatility by Period

	PRMR	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.05%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.42%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.87%	5.64%	+9.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.87%	10.55%	+4.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.87%	10.24%	+4.63%

PRMR vs. FJUN - Expense Ratio Comparison

PRMR has a 1.05% expense ratio, which is higher than FJUN's 0.85% expense ratio.

Dividends

PRMR vs. FJUN - Dividend Comparison

Neither PRMR nor FJUN has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PRMR and FJUN in my portfolio?

PRMR and FJUN have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRMR 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, PRMR or FJUN?

FJUN is cheaper with a 0.85% expense ratio, compared with 1.05% for PRMR.

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

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

What is the main difference between PRMR and FJUN?

They also come from different issuers: PeakShares and First Trust. Their fees differ too: 1.05% for PRMR and 0.85% for FJUN.