QJUN vs. FTIF

Last updated Apr 1, 2026

Compare and contrast key facts about FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF).

QJUN and FTIF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QJUN is an actively managed fund by First Trust. It was launched on Jun 18, 2021. FTIF is a passively managed fund by First Trust that tracks the performance of the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. It was launched on Mar 13, 2023.

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.

QJUN vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
QJUN FT Cboe Vest Nasdaq-100 Buffer ETF - June	-1.87%	13.59%	16.36%	25.38%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	19.63%	7.79%	0.50%	12.52%

Returns By Period

In the year-to-date period, QJUN achieves a -1.87% return, which is significantly lower than FTIF's 19.63% return.

QJUN

• 1D: 2.27%
• 1M: -2.08%
• YTD: -1.87%
• 6M: 0.43%
• 1Y: 18.13%
• 3Y*: 15.26%
• 5Y*: —
• 10Y*: —

FTIF

• 1D: 0.42%
• 1M: 1.49%
• YTD: 19.63%
• 6M: 23.49%
• 1Y: 32.50%
• 3Y*: 12.74%
• 5Y*: —
• 10Y*: —

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

QJUN vs. FTIF - Expense Ratio Comparison

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

QJUN

FT Cboe Vest Nasdaq-100 Buffer ETF - June

FTIF

First Trust Bloomberg Inflation Sensitive Equity ETF

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: 79
QJUN Sharpe Ratio Rank: 72
QJUN Sortino Ratio Rank: 79
QJUN Omega Ratio Rank: 80
QJUN Calmar Ratio Rank: 75
QJUN Martin Ratio Rank: 90

FTIF

FTIF Risk / Return Rank: 78
FTIF Sharpe Ratio Rank: 76
FTIF Sortino Ratio Rank: 77
FTIF Omega Ratio Rank: 79
FTIF Calmar Ratio Rank: 73
FTIF Martin Ratio Rank: 82

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.

	QJUN	FTIF	Difference
Sharpe ratio Return per unit of total volatility	1.30	1.42	-0.13
Sortino ratio Return per unit of downside risk	2.05	2.00	+0.06
Omega ratio Gain probability vs. loss probability	1.31	1.31	+0.01
Calmar ratio Return relative to maximum drawdown	2.01	1.93	+0.08
Martin ratio Return relative to average drawdown	11.81	9.48	+2.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QJUN vs. FTIF - Sharpe Ratio Comparison

The current QJUN Sharpe Ratio is 1.30, which is comparable to the FTIF Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of QJUN and FTIF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QJUN	FTIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	1.42	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.69	0.00

Correlation

The correlation between QJUN and FTIF is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

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 1.17%.

	TTM	2025	2024	2023
QJUN FT Cboe Vest Nasdaq-100 Buffer ETF - June	0.00%	0.00%	0.00%	0.00%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.17%	1.45%	2.88%	1.55%

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	-8.97%	-17.27%	+8.30%
Current Drawdown Current decline from peak	-3.03%	-0.57%	-2.46%
Average Drawdown Average peak-to-trough decline	-4.02%	-6.28%	+2.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.52%	3.51%	-1.99%

Volatility

QJUN vs. FTIF - Volatility Comparison

FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) have volatilities of 4.07% and 4.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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	4.07%	4.25%	-0.18%
Volatility (6M) Calculated over the trailing 6-month period	6.33%	11.64%	-5.31%
Volatility (1Y) Calculated over the trailing 1-year period	14.04%	22.96%	-8.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.40%	19.28%	-4.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.40%	19.28%	-4.88%