TACU vs. DJUN

Last updated Jul 21, 2026

TACU (T. Rowe Price Active Core U.S. Equity ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both exchange-traded funds - TACU is a Large Cap Blend Equities fund actively managed by T. Rowe Price, while DJUN is a Defined Outcome fund tracking the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. TACU is actively managed, while DJUN is passively managed. Their correlation of 0.85 suggests significant overlap in exposure. TACU charges 0.14%/yr vs 0.85%/yr for DJUN.

Performance

TACU vs. DJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Active Core U.S. Equity ETF (TACU) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TACU achieves a 8.92% return, which is significantly higher than DJUN's 4.43% return.

TACU

• 1D: -0.27%
• 1M: -0.46%
• 6M: 7.34%
• YTD: 8.92%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

DJUN

• 1D: 0.50%
• 1M: 0.39%
• 6M: 4.57%
• YTD: 4.43%
• 1Y: 9.21%
• 3Y*: 10.68%
• 5Y*: 7.99%
• 10Y*: —
• ALL TIME*: 8.34%

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

TACU vs. DJUN - Yearly Performance Comparison

	2026 (YTD)	2025
TACU T. Rowe Price Active Core U.S. Equity ETF	8.92%	-0.70%
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	4.43%	0.46%

Correlation

The correlation between TACU and DJUN is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025	0.85

Return for Risk

TACU vs. DJUN — Risk / Return Rank

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

TACU

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

DJUN

DJUN Risk / Return Rank: 86
DJUN Sharpe Ratio Rank: 83
DJUN Sortino Ratio Rank: 88
DJUN Omega Ratio Rank: 91
DJUN Calmar Ratio Rank: 76
DJUN 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.

TACU vs. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Active Core U.S. Equity ETF (TACU) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). 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.

	TACU	DJUN	Difference
Sharpe ratio: Return per unit of total volatility	—	2.04	—
Sortino ratio: Return per unit of downside risk	—	3.12	—
Omega ratio: Gain probability vs. loss probability	—	1.45	—
Calmar ratio: Return relative to maximum drawdown	—	2.96	—
Martin ratio: Return relative to average drawdown	—	17.71	—

Drawdowns

TACU vs. DJUN - Drawdown Comparison

The maximum TACU drawdown since its inception was -8.91%, smaller than the maximum DJUN drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for TACU and DJUN.

Drawdown Indicators

	TACU	DJUN	Difference
Max Drawdown Largest peak-to-trough decline	-8.91%	-11.96%	+3.05%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.15%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-11.96%	—
Current Drawdown Current decline from peak	-1.78%	-0.31%	-1.47%
Average Drawdown Average peak-to-trough decline	-1.56%	-1.56%	0.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.52%	—

Volatility

Volatility by Period

	TACU	DJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.59%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.42%	4.57%	+8.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.42%	8.52%	+4.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.42%	8.00%	+5.42%

TACU vs. DJUN - Expense Ratio Comparison

TACU has a 0.14% expense ratio, which is lower than DJUN's 0.85% expense ratio.

Dividends

TACU vs. DJUN - Dividend Comparison

Neither TACU nor DJUN has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both TACU and DJUN in my portfolio?

TACU and DJUN have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TACU or DJUN?

On fees, TACU is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TACU or DJUN?

TACU is cheaper with a 0.14% expense ratio, compared with 0.85% for DJUN.

Which ETF pays a higher dividend yield, TACU or DJUN?

TACU and DJUN have nearly identical dividend yields, around 0.00%.

What is the main difference between TACU and DJUN?

TACU is categorized as Large Cap Blend Equities, while DJUN is Defined Outcome. They also come from different issuers: T. Rowe Price and First Trust. Their fees differ too: 0.14% for TACU and 0.85% for DJUN.