QJUN vs. QMAR

Last updated Jun 5, 2026

QJUN (FT Cboe Vest Nasdaq-100 Buffer ETF - June) and QMAR (FT Cboe Vest Nasdaq-100 Buffer ETF - March) are both Nasdaq-100 funds from First Trust. Both are actively managed. Over the past 3 years, QJUN returned 15.46%/yr vs 16.71%/yr for QMAR. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.90% expense ratio.

Performance

QJUN vs. QMAR - 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 FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QJUN achieves a 5.97% return, which is significantly lower than QMAR's 13.03% return.

QJUN

• 1D: 0.07%
• 1M: 0.99%
• YTD: 5.97%
• 6M: 6.64%
• 1Y: 16.51%
• 3Y*: 15.46%
• 5Y*: —
• 10Y*: —

QMAR

• 1D: -0.02%
• 1M: 2.51%
• YTD: 13.03%
• 6M: 13.97%
• 1Y: 23.15%
• 3Y*: 16.71%
• 5Y*: 12.12%
• 10Y*: —

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

QJUN vs. QMAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QJUN FT Cboe Vest Nasdaq-100 Buffer ETF - June	5.97%	13.59%	16.36%	36.34%	-17.34%	7.08%
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March	13.03%	10.89%	16.11%	35.47%	-16.56%	6.61%

Correlation

The correlation between QJUN and QMAR is 0.84, 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	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jun 22, 2021	0.92

The correlation between QJUN and QMAR has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.

QJUN vs. QMAR - Sectors Allocation Comparison

Sectors	QJUN	QMAR
Technology	54.2%	54.2%
Communication Services	15.5%	15.5%
Consumer Cyclical	12.2%	12.2%
Consumer Defensive	7.6%	7.6%
Healthcare	4.2%	4.2%
Industrials	2.8%	2.8%
Utilities	1.4%	1.4%
Basic Materials	1.2%	1.2%
Energy	0.6%	0.6%
Financial Services	0.2%	0.2%
Real Estate	0.1%	0.1%

Return for Risk

QJUN vs. QMAR — Risk / Return Rank

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

QJUN

QJUN Risk / Return Rank: 70
QJUN Sharpe Ratio Rank: 63
QJUN Sortino Ratio Rank: 66
QJUN Omega Ratio Rank: 72
QJUN Calmar Ratio Rank: 65
QJUN Martin Ratio Rank: 85

QMAR

QMAR Risk / Return Rank: 96
QMAR Sharpe Ratio Rank: 95
QMAR Sortino Ratio Rank: 97
QMAR Omega Ratio Rank: 97
QMAR Calmar Ratio Rank: 94
QMAR Martin Ratio Rank: 98

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. QMAR - 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 FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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	QMAR	Difference
Sharpe ratio: Return per unit of total volatility	2.08	3.82	-1.75
Sortino ratio: Return per unit of downside risk	3.00	6.00	-3.00
Omega ratio: Gain probability vs. loss probability	1.42	1.92	-0.50
Calmar ratio: Return relative to maximum drawdown	3.20	7.24	-4.04
Martin ratio: Return relative to average drawdown	17.42	52.23	-34.80
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. QMAR - Sharpe Ratio Comparison

The current QJUN Sharpe Ratio is 2.08, which is lower than the QMAR Sharpe Ratio of 3.82. The chart below compares the historical Sharpe Ratios of QJUN and QMAR, 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

	QJUN	QMAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.08	3.82	-1.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.91	-0.12

Drawdowns

QJUN vs. QMAR - Drawdown Comparison

The maximum QJUN drawdown since its inception was -19.92%, roughly equal to the maximum QMAR drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for QJUN and QMAR.

Drawdown Indicators

	QJUN	QMAR	Difference
Max Drawdown Largest peak-to-trough decline	-19.92%	-19.83%	-0.09%
Max Drawdown (1Y) Largest decline over 1 year	-5.18%	-3.21%	-1.97%
Max Drawdown (3Y) Largest decline over 3 years	-16.47%	-15.91%	-0.56%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.83%	—
Current Drawdown Current decline from peak	0.00%	-0.21%	+0.21%
Average Drawdown Average peak-to-trough decline	-3.88%	-3.28%	-0.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.95%	0.45%	+0.50%

Volatility

QJUN vs. QMAR - Volatility Comparison

The current volatility for FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) is 0.31%, while FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) has a volatility of 1.27%. This indicates that QJUN experiences smaller price fluctuations and is considered to be less risky than QMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QJUN	QMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.31%	1.27%	-0.96%
Volatility (6M) Calculated over the trailing 6-month period	5.67%	4.85%	+0.82%
Volatility (1Y) Calculated over the trailing 1-year period	7.99%	6.08%	+1.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.18%	13.96%	+0.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.18%	13.85%	+0.33%

QJUN vs. QMAR - Expense Ratio Comparison

Both QJUN and QMAR have an expense ratio of 0.90%.

Dividends

QJUN vs. QMAR - Dividend Comparison

Neither QJUN nor QMAR has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both QJUN and QMAR in my portfolio?

QJUN and QMAR have a correlation of 0.84, 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 QMAR?

QMAR has higher volatility (1.27%) compared to QJUN (0.31%). In terms of maximum drawdown, QJUN dropped -19.92% vs QMAR's -19.83%.

Which ETF is better, QJUN or QMAR?

On 3-year performance, QMAR leads with 16.71% vs 15.46% for QJUN. Both ETFs have the same 0.90% expense ratio. On volatility, QJUN has been the lower-risk option at 0.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QJUN or QMAR?

Over the 3-year period, QMAR has performed better with a 16.71% return vs 15.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QJUN or QMAR?

QJUN and QMAR have the same expense ratio: 0.90% per year.

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

QJUN and QMAR have nearly identical dividend yields, around 0.00%.

Which has better risk-adjusted returns?

QMAR currently has the higher Sharpe Ratio (3.82 vs 2.08), 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.