QJUN vs. FTIF

Last updated Jul 14, 2026

QJUN (FT Cboe Vest Nasdaq-100 Buffer ETF - June) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both exchange-traded funds - QJUN is a Nasdaq-100 fund actively managed by First Trust, while FTIF is a Large Cap Blend Equities fund tracking the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. QJUN is actively managed, while FTIF is passively managed. Over the past 3 years, QJUN returned 13.55%/yr vs 11.67%/yr for FTIF. At a 0.42 correlation, their price movements are largely independent. QJUN charges 0.90%/yr vs 0.60%/yr for FTIF.

Performance

QJUN vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QJUN achieves a 4.01% return, which is significantly lower than FTIF's 20.29% return.

QJUN

• 1D: -1.27%
• 1M: -1.93%
• 6M: 3.21%
• YTD: 4.01%
• 1Y: 11.61%
• 3Y*: 13.55%
• 5Y*: 10.15%
• 10Y*: —

FTIF

• 1D: 0.76%
• 1M: -3.51%
• 6M: 15.29%
• YTD: 20.29%
• 1Y: 23.46%
• 3Y*: 11.67%
• 5Y*: —
• 10Y*: —

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

QJUN vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
QJUN FT Cboe Vest Nasdaq-100 Buffer ETF - June	4.01%	13.59%	16.36%	27.66%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	20.29%	7.79%	0.50%	12.31%

Correlation

The correlation between QJUN and FTIF is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.42

QJUN vs. FTIF - Sectors Allocation Comparison

Sectors	QJUN	FTIF
Technology	58.7%	2.0%
Communication Services	14.3%	-
Consumer Cyclical	11.4%	4.0%
Consumer Defensive	6.4%	-
Healthcare	3.7%	-
Industrials	2.6%	18.0%
Utilities	1.2%	-
Basic Materials	1.0%	22.0%
Energy	0.5%	38.0%
Financial Services	0.2%	-
Real Estate	0.1%	14.0%

Return for Risk

QJUN vs. FTIF — Risk / Return Rank

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

QJUN

QJUN Risk / Return Rank: 58
QJUN Sharpe Ratio Rank: 50
QJUN Sortino Ratio Rank: 50
QJUN Omega Ratio Rank: 57
QJUN Calmar Ratio Rank: 56
QJUN Martin Ratio Rank: 76

FTIF

FTIF Risk / Return Rank: 66
FTIF Sharpe Ratio Rank: 57
FTIF Sortino Ratio Rank: 58
FTIF Omega Ratio Rank: 54
FTIF Calmar Ratio Rank: 85
FTIF Martin Ratio Rank: 74

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.

QJUN vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). 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.

	QJUN	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.39	1.54	-0.16
Sortino ratio: Return per unit of downside risk	1.97	2.20	-0.23
Omega ratio: Gain probability vs. loss probability	1.28	1.27	+0.01
Calmar ratio: Return relative to maximum drawdown	2.25	3.72	-1.47
Martin ratio: Return relative to average drawdown	11.21	10.81	+0.41

QJUN vs. FTIF - Sharpe Ratio Comparison

The current QJUN Sharpe Ratio is 1.39, which is comparable to the FTIF Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of QJUN and FTIF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QJUN vs. FTIF - Drawdown Comparison

The maximum QJUN drawdown since its inception was -19.92%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for QJUN and FTIF.

Drawdown Indicators

	QJUN	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-19.92%	-27.83%	+7.91%
Max Drawdown (1Y) Largest decline over 1 year	-5.18%	-6.34%	+1.16%
Max Drawdown (3Y) Largest decline over 3 years	-16.47%	-27.83%	+11.36%
Max Drawdown (5Y) Largest decline over 5 years	-19.92%	—	—
Current Drawdown Current decline from peak	-2.11%	-4.86%	+2.75%
Average Drawdown Average peak-to-trough decline	-3.82%	-5.94%	+2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.04%	2.30%	-1.26%

Volatility

QJUN vs. FTIF - Volatility Comparison

FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) has a higher volatility of 4.20% compared to First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) at 3.85%. This indicates that QJUN's price experiences larger fluctuations and is considered to be riskier than FTIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QJUN	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.20%	3.85%	+0.35%
Volatility (6M) Calculated over the trailing 6-month period	6.84%	10.62%	-3.78%
Volatility (1Y) Calculated over the trailing 1-year period	8.42%	15.29%	-6.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.23%	18.83%	-4.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.15%	18.83%	-4.68%

QJUN vs. FTIF - Expense Ratio Comparison

QJUN has a 0.90% expense ratio, which is higher than FTIF's 0.60% expense ratio.

Dividends

QJUN vs. FTIF - Dividend Comparison

QJUN has not paid dividends to shareholders, while FTIF's dividend yield for the trailing twelve months is around 1.11%.

Position	TTM	2025	2024	2023
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.11%	1.45%	2.88%	1.55%
QJUN FT Cboe Vest Nasdaq-100 Buffer ETF - June	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QJUN and FTIF in my portfolio?

QJUN and FTIF have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QJUN or FTIF?

QJUN has higher volatility (4.20%) compared to FTIF (3.85%). In terms of maximum drawdown, QJUN dropped -19.92% vs FTIF's -27.83%.

Which ETF is better, QJUN or FTIF?

On 3-year performance, QJUN leads with 13.55% vs 11.67% for FTIF. On fees, FTIF is cheaper at 0.60% per year. On volatility, FTIF has been the lower-risk option at 3.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QJUN or FTIF?

Over the 3-year period, QJUN has performed better with a 13.55% return vs 11.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QJUN or FTIF?

FTIF is cheaper with a 0.60% expense ratio, compared with 0.90% for QJUN.

Which ETF pays a higher dividend yield, QJUN or FTIF?

FTIF has the higher dividend yield at 1.11%, compared with 0.00% for QJUN.

What is the main difference between QJUN and FTIF?

QJUN is categorized as Nasdaq-100, while FTIF is Large Cap Blend Equities. Their fees differ too: 0.90% for QJUN and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (1.54 vs 1.39), 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.