SPCT vs. FJUN

Last updated Jul 12, 2026

SPCT (Liberty One Spectrum ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both exchange-traded funds - SPCT is a Large Cap Blend Equities fund actively managed by Liberty One, while FJUN is a Defined Outcome fund tracking the Cboe S&P 500 Buffer Protect Index June. SPCT is actively managed, while FJUN is passively managed. At a 0.45 correlation, their price movements are largely independent. Both charge a 0.85% expense ratio.

Performance

SPCT vs. FJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty One Spectrum ETF (SPCT) 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, SPCT achieves a 9.09% return, which is significantly higher than FJUN's 5.82% return.

SPCT

• 1D: 0.54%
• 1M: 1.72%
• 6M: 7.40%
• YTD: 9.09%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FJUN

• 1D: 0.27%
• 1M: 1.05%
• 6M: 5.05%
• YTD: 5.82%
• 1Y: 12.07%
• 3Y*: 13.40%
• 5Y*: 10.67%
• 10Y*: —

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

SPCT vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025
SPCT Liberty One Spectrum ETF	9.09%	1.93%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	5.82%	2.22%

Correlation

The correlation between SPCT and FJUN is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025	0.45

Return for Risk

SPCT vs. FJUN — Risk / Return Rank

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

SPCT

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

FJUN

FJUN Risk / Return Rank: 84
FJUN Sharpe Ratio Rank: 81
FJUN Sortino Ratio Rank: 88
FJUN Omega Ratio Rank: 88
FJUN Calmar Ratio Rank: 71
FJUN Martin Ratio Rank: 90

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.

SPCT vs. FJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty One Spectrum ETF (SPCT) 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.

	SPCT	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	—	2.05	—
Sortino ratio: Return per unit of downside risk	—	3.16	—
Omega ratio: Gain probability vs. loss probability	—	1.43	—
Calmar ratio: Return relative to maximum drawdown	—	2.86	—
Martin ratio: Return relative to average drawdown	—	16.17	—

Drawdowns

SPCT vs. FJUN - Drawdown Comparison

The maximum SPCT drawdown since its inception was -7.17%, smaller than the maximum FJUN drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for SPCT and FJUN.

Drawdown Indicators

	SPCT	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-7.17%	-13.26%	+6.09%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.13%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.26%	—
Current Drawdown Current decline from peak	-0.32%	0.00%	-0.32%
Average Drawdown Average peak-to-trough decline	-1.51%	-1.65%	+0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.73%	—

Volatility

Volatility by Period

	SPCT	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.86%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.64%	—
Volatility (1Y) Calculated over the trailing 1-year period	9.30%	5.76%	+3.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.30%	10.56%	-1.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.30%	10.23%	-0.93%

SPCT vs. FJUN - Expense Ratio Comparison

Both SPCT and FJUN have an expense ratio of 0.85%.

Dividends

SPCT vs. FJUN - Dividend Comparison

SPCT's dividend yield for the trailing twelve months is around 0.74%, while FJUN has not paid dividends to shareholders.

Position	TTM	2025
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	0.00%	0.00%
SPCT Liberty One Spectrum ETF	0.74%	0.16%

Frequently Asked Questions

Can I hold both SPCT and FJUN in my portfolio?

SPCT and FJUN have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SPCT or FJUN?

Both ETFs have the same 0.85% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SPCT or FJUN?

SPCT and FJUN have the same expense ratio: 0.85% per year.

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

SPCT has the higher dividend yield at 0.74%, compared with 0.00% for FJUN.

What is the main difference between SPCT and FJUN?

SPCT is categorized as Large Cap Blend Equities, while FJUN is Defined Outcome. They also come from different issuers: Liberty One and First Trust.