QJUN vs. MGC
Compare and contrast key facts about FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) and Vanguard Mega Cap ETF (MGC).
QJUN and MGC 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. MGC is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mega Cap Index. It was launched on Dec 17, 2007.
Performance
QJUN vs. MGC - Performance Comparison
Loading graphics...
QJUN vs. MGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QJUN FT Cboe Vest Nasdaq-100 Buffer ETF - June | -0.94% | 13.59% | 16.36% | 36.34% | -17.34% | 7.08% |
MGC Vanguard Mega Cap ETF | -4.86% | 19.31% | 27.16% | 29.77% | -19.95% | 13.27% |
Returns By Period
In the year-to-date period, QJUN achieves a -0.94% return, which is significantly higher than MGC's -4.86% return.
QJUN
- 1D
- 0.95%
- 1M
- -1.40%
- YTD
- -0.94%
- 6M
- 1.19%
- 1Y
- 18.53%
- 3Y*
- 15.62%
- 5Y*
- —
- 10Y*
- —
MGC
- 1D
- 0.81%
- 1M
- -4.09%
- YTD
- -4.86%
- 6M
- -2.26%
- 1Y
- 18.99%
- 3Y*
- 19.96%
- 5Y*
- 12.41%
- 10Y*
- 14.78%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QJUN vs. MGC - Expense Ratio Comparison
QJUN has a 0.90% expense ratio, which is higher than MGC's 0.05% expense ratio.
Return for Risk
QJUN vs. MGC — Risk / Return Rank
QJUN
MGC
QJUN vs. MGC - 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 Vanguard Mega Cap ETF (MGC). 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 | MGC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.01 | +0.31 |
Sortino ratioReturn per unit of downside risk | 2.09 | 1.56 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.23 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.64 | +0.51 |
Martin ratioReturn relative to average drawdown | 12.59 | 7.19 | +5.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| QJUN | MGC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.01 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.72 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.56 | +0.14 |
Correlation
The correlation between QJUN and MGC is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QJUN vs. MGC - Dividend Comparison
QJUN has not paid dividends to shareholders, while MGC's dividend yield for the trailing twelve months is around 1.01%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QJUN FT Cboe Vest Nasdaq-100 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% |
MGC Vanguard Mega Cap ETF | 1.01% | 0.93% | 1.15% | 1.35% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.83% | 2.14% | 2.11% |
Drawdowns
QJUN vs. MGC - Drawdown Comparison
The maximum QJUN drawdown since its inception was -19.92%, smaller than the maximum MGC drawdown of -51.93%. Use the drawdown chart below to compare losses from any high point for QJUN and MGC.
Loading graphics...
Drawdown Indicators
| QJUN | MGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.92% | -51.93% | +32.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.97% | -11.93% | +2.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.07% | — |
Current DrawdownCurrent decline from peak | -2.11% | -6.33% | +4.22% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -7.12% | +3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 2.72% | -1.19% |
Volatility
QJUN vs. MGC - Volatility Comparison
The current volatility for FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) is 4.15%, while Vanguard Mega Cap ETF (MGC) has a volatility of 5.54%. This indicates that QJUN experiences smaller price fluctuations and is considered to be less risky than MGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| QJUN | MGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 5.54% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 6.40% | 9.86% | -3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 18.80% | -4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 17.26% | -2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.40% | 18.19% | -3.79% |