SCHK vs. FJUN

Last updated Jun 25, 2026

SCHK (Schwab 1000 Index ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds - SCHK tracks the Schwab 1000 Index while FJUN tracks the Cboe S&P 500 Buffer Protect Index June. Both are passively managed. Over the past 5 years, SCHK returned 12.15%/yr vs 10.46%/yr for FJUN. Their correlation of 0.94 suggests significant overlap in exposure. SCHK charges 0.03%/yr vs 0.85%/yr for FJUN.

Performance

SCHK vs. FJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index ETF (SCHK) and FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCHK achieves a 8.17% return, which is significantly higher than FJUN's 3.89% return.

SCHK

• 1D: -0.34%
• 1M: -1.28%
• YTD: 8.17%
• 6M: 6.80%
• 1Y: 21.87%
• 3Y*: 20.60%
• 5Y*: 12.15%
• 10Y*: —

FJUN

• 1D: -0.10%
• 1M: -0.54%
• YTD: 3.89%
• 6M: 3.53%
• 1Y: 11.85%
• 3Y*: 13.25%
• 5Y*: 10.46%
• 10Y*: —

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

SCHK vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SCHK Schwab 1000 Index ETF	8.17%	17.23%	24.48%	26.63%	-19.51%	26.17%	24.50%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	3.89%	11.05%	16.38%	22.30%	-4.95%	11.47%	9.90%

Correlation

The correlation between SCHK and FJUN is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jun 22, 2020	0.94

The correlation between SCHK and FJUN has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

SCHK vs. FJUN - Sectors Allocation Comparison

Sectors	SCHK	FJUN
Technology	38.0%	39.0%
Financial Services	11.2%	11.1%
Communication Services	10.1%	10.6%
Consumer Cyclical	9.8%	9.9%
Industrials	8.9%	7.8%
Healthcare	8.4%	8.3%
Consumer Defensive	4.3%	4.5%
Energy	3.2%	3.1%
Utilities	2.1%	2.1%
Real Estate	2.0%	1.8%
Basic Materials	1.9%	1.7%

Return for Risk

SCHK vs. FJUN — Risk / Return Rank

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

SCHK

SCHK Risk / Return Rank: 58
SCHK Sharpe Ratio Rank: 56
SCHK Sortino Ratio Rank: 54
SCHK Omega Ratio Rank: 55
SCHK Calmar Ratio Rank: 56
SCHK Martin Ratio Rank: 66

FJUN

FJUN Risk / Return Rank: 79
FJUN Sharpe Ratio Rank: 76
FJUN Sortino Ratio Rank: 83
FJUN Omega Ratio Rank: 85
FJUN Calmar Ratio Rank: 66
FJUN Martin Ratio Rank: 87

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.

SCHK vs. FJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index ETF (SCHK) and FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN). 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.

	SCHK	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	1.72	2.12	-0.40
Sortino ratio: Return per unit of downside risk	2.36	3.21	-0.85
Omega ratio: Gain probability vs. loss probability	1.31	1.45	-0.14
Calmar ratio: Return relative to maximum drawdown	2.45	2.88	-0.43
Martin ratio: Return relative to average drawdown	10.86	16.48	-5.62

SCHK vs. FJUN - Sharpe Ratio Comparison

The current SCHK Sharpe Ratio is 1.72, which is comparable to the FJUN Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SCHK and FJUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCHK vs. FJUN - Drawdown Comparison

The maximum SCHK drawdown since its inception was -34.80%, which is greater than FJUN's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for SCHK and FJUN.

Drawdown Indicators

	SCHK	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-34.80%	-13.26%	-21.54%
Max Drawdown (1Y) Largest decline over 1 year	-8.97%	-4.13%	-4.84%
Max Drawdown (3Y) Largest decline over 3 years	-19.21%	-13.26%	-5.95%
Max Drawdown (5Y) Largest decline over 5 years	-25.44%	-13.26%	-12.18%
Current Drawdown Current decline from peak	-3.31%	-1.07%	-2.24%
Average Drawdown Average peak-to-trough decline	-5.16%	-1.66%	-3.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	0.72%	+1.30%

Volatility

SCHK vs. FJUN - Volatility Comparison

Schwab 1000 Index ETF (SCHK) has a higher volatility of 4.95% compared to FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) at 0.94%. This indicates that SCHK's price experiences larger fluctuations and is considered to be riskier than FJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHK	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.95%	0.94%	+4.01%
Volatility (6M) Calculated over the trailing 6-month period	10.07%	4.39%	+5.68%
Volatility (1Y) Calculated over the trailing 1-year period	12.82%	5.64%	+7.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.34%	10.56%	+6.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.12%	10.24%	+8.88%

SCHK vs. FJUN - Expense Ratio Comparison

SCHK has a 0.03% expense ratio, which is lower than FJUN's 0.85% expense ratio.

Dividends

SCHK vs. FJUN - Dividend Comparison

SCHK's dividend yield for the trailing twelve months is around 1.03%, while FJUN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHK Schwab 1000 Index ETF	1.03%	1.09%	1.20%	1.38%	1.57%	1.17%	1.58%	1.82%	1.80%	0.31%

Frequently Asked Questions

Can I hold both SCHK and FJUN in my portfolio?

With a correlation of 0.91, SCHK and FJUN move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SCHK or FJUN?

SCHK has higher volatility (4.95%) compared to FJUN (0.94%). In terms of maximum drawdown, SCHK dropped -34.80% vs FJUN's -13.26%.

Which ETF is better, SCHK or FJUN?

On 5-year performance, SCHK leads with 12.15% vs 10.46% for FJUN. On fees, SCHK is cheaper at 0.03% per year. On volatility, FJUN has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCHK or FJUN?

Over the 5-year period, SCHK has performed better with a 12.15% return vs 10.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCHK or FJUN?

SCHK is cheaper with a 0.03% expense ratio, compared with 0.85% for FJUN.

Which ETF pays a higher dividend yield, SCHK or FJUN?

SCHK has the higher dividend yield at 1.03%, compared with 0.00% for FJUN.

What is the main difference between SCHK and FJUN?

SCHK tracks Schwab 1000 Index, while FJUN tracks Cboe S&P 500 Buffer Protect Index June. They also come from different issuers: Charles Schwab and First Trust. Their fees differ too: 0.03% for SCHK and 0.85% for FJUN.

Which has better risk-adjusted returns?

FJUN currently has the higher Sharpe Ratio (2.12 vs 1.72), 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.