QJUN vs. QMAR

Last updated Apr 2, 2026

Compare and contrast key facts about FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR).

QJUN and QMAR 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. QMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021.

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.

QJUN vs. QMAR - 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%
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March	2.45%	10.89%	16.11%	35.47%	-16.56%	6.61%

Returns By Period

In the year-to-date period, QJUN achieves a -0.94% return, which is significantly lower than QMAR's 2.45% return.

QJUN

• 1D: 0.95%
• 1M: -1.40%
• YTD: -0.94%
• 6M: 1.19%
• 1Y: 18.53%
• 3Y*: 15.62%
• 5Y*: —
• 10Y*: —

QMAR

• 1D: 0.57%
• 1M: 1.34%
• YTD: 2.45%
• 6M: 4.74%
• 1Y: 19.05%
• 3Y*: 15.09%
• 5Y*: 10.57%
• 10Y*: —

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

QJUN vs. QMAR - Expense Ratio Comparison

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

QJUN

FT Cboe Vest Nasdaq-100 Buffer ETF - June

QMAR

FT Cboe Vest Nasdaq-100 Buffer ETF - March

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: 78
QJUN Sharpe Ratio Rank: 71
QJUN Sortino Ratio Rank: 78
QJUN Omega Ratio Rank: 80
QJUN Calmar Ratio Rank: 73
QJUN Martin Ratio Rank: 90

QMAR

QMAR Risk / Return Rank: 84
QMAR Sharpe Ratio Rank: 76
QMAR Sortino Ratio Rank: 83
QMAR Omega Ratio Rank: 95
QMAR Calmar Ratio Rank: 73
QMAR Martin Ratio Rank: 93

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	1.32	1.44	-0.12
Sortino ratio Return per unit of downside risk	2.09	2.29	-0.20
Omega ratio Gain probability vs. loss probability	1.32	1.47	-0.15
Calmar ratio Return relative to maximum drawdown	2.15	2.11	+0.03
Martin ratio Return relative to average drawdown	12.59	14.64	-2.05
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 1.32, which is comparable to the QMAR Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of QJUN and QMAR, 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	QMAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.32	1.44	-0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.77	-0.07

Correlation

The correlation between QJUN and QMAR 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. QMAR - Dividend Comparison

Neither QJUN nor QMAR has paid dividends to shareholders.

Tickers have no history of dividend payments

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	-8.97%	-9.23%	+0.26%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.83%	—
Current Drawdown Current decline from peak	-2.11%	-0.32%	-1.79%
Average Drawdown Average peak-to-trough decline	-4.02%	-3.39%	-0.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.53%	1.33%	+0.20%

Volatility

QJUN vs. QMAR - Volatility Comparison

FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) has a higher volatility of 4.15% compared to FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) at 3.53%. This indicates that QJUN's price experiences larger fluctuations and is considered to be riskier 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	4.15%	3.53%	+0.62%
Volatility (6M) Calculated over the trailing 6-month period	6.40%	4.65%	+1.75%
Volatility (1Y) Calculated over the trailing 1-year period	14.07%	13.26%	+0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.40%	14.04%	+0.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.40%	14.02%	+0.38%