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RSJN vs. JULB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSJN vs. JULB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Equal Weight Buffer ETF - June (RSJN) and Aptus July Buffer ETF (JULB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSJN achieves a 7.32% return, which is significantly higher than JULB's 6.38% return.


RSJN

1D
-0.09%
1M
1.08%
YTD
7.32%
6M
6.90%
1Y
13.77%
3Y*
5Y*
10Y*

JULB

1D
-0.37%
1M
0.61%
YTD
6.38%
6M
6.05%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSJN vs. JULB - Yearly Performance Comparison


Correlation

The correlation between RSJN and JULB is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 14, 2025

0.78

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Return for Risk

RSJN vs. JULB — Risk / Return Rank

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

RSJN
RSJN Risk / Return Rank: 7272
Overall Rank
RSJN Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
RSJN Sortino Ratio Rank: 7373
Sortino Ratio Rank
RSJN Omega Ratio Rank: 6969
Omega Ratio Rank
RSJN Calmar Ratio Rank: 7474
Calmar Ratio Rank
RSJN Martin Ratio Rank: 7777
Martin Ratio Rank

JULB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

RSJN vs. JULB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Equal Weight Buffer ETF - June (RSJN) and Aptus July Buffer ETF (JULB). 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.


RSJNJULBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

3.39

Martin ratioReturn relative to average drawdown

13.38

RSJN vs. JULB - Sharpe Ratio Comparison


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Drawdowns

RSJN vs. JULB - Drawdown Comparison

The maximum RSJN drawdown since its inception was -12.44%, which is greater than JULB's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for RSJN and JULB.


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Drawdown Indicators


RSJNJULBDifference

Max Drawdown

Largest peak-to-trough decline

-12.44%

-5.24%

-7.20%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

Current Drawdown

Current decline from peak

-1.12%

-0.43%

-0.69%

Average Drawdown

Average peak-to-trough decline

-1.54%

-0.83%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

Volatility

RSJN vs. JULB - Volatility Comparison


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Volatility by Period


RSJNJULBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.74%

Volatility (6M)

Calculated over the trailing 6-month period

5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

7.02%

6.84%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.08%

6.84%

+3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.08%

6.84%

+3.24%

RSJN vs. JULB - Expense Ratio Comparison

RSJN has a 0.85% expense ratio, which is higher than JULB's 0.25% expense ratio.


Dividends

RSJN vs. JULB - Dividend Comparison

Neither RSJN nor JULB has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RSJN and JULB have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JULB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JULB is cheaper with a 0.25% expense ratio, compared with 0.85% for RSJN.

RSJN and JULB have nearly identical dividend yields, around 0.00%.

They also come from different issuers: First Trust and Aptus Capital Advisors. Their fees differ too: 0.85% for RSJN and 0.25% for JULB.

Portfolio Optimizer

Find the right allocation for RSJN and JULB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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