SECT vs. FJUN

Last updated Jun 24, 2026

SECT (Main Sector Rotation ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds. SECT is actively managed, while FJUN is passively managed. Over the past 5 years, SECT returned 12.27%/yr vs 10.54%/yr for FJUN. Their correlation of 0.89 suggests significant overlap in exposure. SECT charges 0.78%/yr vs 0.85%/yr for FJUN.

Performance

SECT vs. FJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Main Sector Rotation ETF (SECT) 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, SECT achieves a 9.97% return, which is significantly higher than FJUN's 4.00% return.

SECT

• 1D: -2.17%
• 1M: 1.43%
• YTD: 9.97%
• 6M: 9.01%
• 1Y: 27.12%
• 3Y*: 19.54%
• 5Y*: 12.27%
• 10Y*: —

FJUN

• 1D: -0.80%
• 1M: -0.44%
• YTD: 4.00%
• 6M: 3.80%
• 1Y: 12.54%
• 3Y*: 13.29%
• 5Y*: 10.54%
• 10Y*: —

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

SECT vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SECT Main Sector Rotation ETF	9.97%	17.80%	18.61%	21.10%	-12.80%	28.88%	24.63%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.00%	11.05%	16.38%	22.30%	-4.95%	11.47%	9.90%

Correlation

The correlation between SECT and FJUN is 0.87, 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	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jun 22, 2020	0.89

The correlation between SECT and FJUN has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

SECT vs. FJUN - Sectors Allocation Comparison

Sectors	SECT	FJUN
Technology	45.7%	39.0%
Financial Services	17.3%	11.1%
Industrials	11.3%	7.8%
Consumer Cyclical	10.5%	9.9%
Utilities	6.0%	2.1%
Energy	3.8%	3.1%
Basic Materials	3.5%	1.7%
Communication Services	1.4%	10.6%
Consumer Defensive	0.4%	4.5%
Healthcare	0.2%	8.3%
Real Estate	0.0%	1.8%

Return for Risk

SECT vs. FJUN — Risk / Return Rank

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

SECT

SECT Risk / Return Rank: 60
SECT Sharpe Ratio Rank: 63
SECT Sortino Ratio Rank: 59
SECT Omega Ratio Rank: 61
SECT Calmar Ratio Rank: 55
SECT Martin Ratio Rank: 61

FJUN

FJUN Risk / Return Rank: 80
FJUN Sharpe Ratio Rank: 76
FJUN Sortino Ratio Rank: 83
FJUN Omega Ratio Rank: 86
FJUN Calmar Ratio Rank: 66
FJUN Martin Ratio Rank: 88

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.

SECT vs. FJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Main Sector Rotation ETF (SECT) 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.

	SECT	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	1.95	2.23	-0.29
Sortino ratio: Return per unit of downside risk	2.61	3.38	-0.77
Omega ratio: Gain probability vs. loss probability	1.35	1.48	-0.13
Calmar ratio: Return relative to maximum drawdown	2.54	3.05	-0.50
Martin ratio: Return relative to average drawdown	10.29	17.51	-7.22

SECT vs. FJUN - Sharpe Ratio Comparison

The current SECT Sharpe Ratio is 1.95, which is comparable to the FJUN Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of SECT 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

SECT vs. FJUN - Drawdown Comparison

The maximum SECT drawdown since its inception was -38.09%, which is greater than FJUN's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for SECT and FJUN.

Drawdown Indicators

	SECT	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-38.09%	-13.26%	-24.83%
Max Drawdown (1Y) Largest decline over 1 year	-10.71%	-4.13%	-6.58%
Max Drawdown (3Y) Largest decline over 3 years	-21.71%	-13.26%	-8.45%
Max Drawdown (5Y) Largest decline over 5 years	-21.71%	-13.26%	-8.45%
Current Drawdown Current decline from peak	-2.20%	-0.97%	-1.23%
Average Drawdown Average peak-to-trough decline	-4.64%	-1.66%	-2.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	0.72%	+1.92%

Volatility

SECT vs. FJUN - Volatility Comparison

Main Sector Rotation ETF (SECT) has a higher volatility of 6.36% compared to FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) at 0.94%. This indicates that SECT'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

	SECT	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.36%	0.94%	+5.42%
Volatility (6M) Calculated over the trailing 6-month period	11.10%	4.40%	+6.70%
Volatility (1Y) Calculated over the trailing 1-year period	14.03%	5.66%	+8.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.97%	10.56%	+7.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.17%	10.25%	+9.92%

SECT vs. FJUN - Expense Ratio Comparison

SECT has a 0.78% expense ratio, which is lower than FJUN's 0.85% expense ratio.

Dividends

SECT vs. FJUN - Dividend Comparison

SECT's dividend yield for the trailing twelve months is around 0.61%, 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%
SECT Main Sector Rotation ETF	0.61%	0.32%	0.45%	0.84%	0.86%	0.60%	1.37%	0.77%	1.67%	0.50%

Frequently Asked Questions

Can I hold both SECT and FJUN in my portfolio?

SECT and FJUN have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SECT or FJUN?

SECT has higher volatility (6.36%) compared to FJUN (0.94%). In terms of maximum drawdown, SECT dropped -38.09% vs FJUN's -13.26%.

Which ETF is better, SECT or FJUN?

On 5-year performance, SECT leads with 12.27% vs 10.54% for FJUN. On fees, SECT is cheaper at 0.78% 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, SECT or FJUN?

Over the 5-year period, SECT has performed better with a 12.27% return vs 10.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SECT or FJUN?

SECT is cheaper with a 0.78% expense ratio, compared with 0.85% for FJUN.

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

SECT has the higher dividend yield at 0.61%, compared with 0.00% for FJUN.

What is the main difference between SECT and FJUN?

They also come from different issuers: Main Management and First Trust. Their fees differ too: 0.78% for SECT and 0.85% for FJUN.

Which has better risk-adjusted returns?

FJUN currently has the higher Sharpe Ratio (2.23 vs 1.95), 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.