TOS vs. DJUN
TOS (Twin Oak Strategic Solutions ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both Large Cap Blend Equities funds. TOS is actively managed, while DJUN is passively managed. A 0.67 correlation means they provide meaningful diversification when combined. TOS charges 0.76%/yr vs 0.85%/yr for DJUN.
Performance
TOS vs. DJUN - Performance Comparison
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Returns By Period
TOS
- 1D
- -0.72%
- 1M
- 0.34%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DJUN
- 1D
- -0.05%
- 1M
- -0.52%
- YTD
- 3.13%
- 6M
- 2.97%
- 1Y
- 8.81%
- 3Y*
- 11.01%
- 5Y*
- 7.78%
- 10Y*
- —
TOS vs. DJUN - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TOS Twin Oak Strategic Solutions ETF | 18.66% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 2.39% |
Correlation
The correlation between TOS and DJUN is 0.67, 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 Jan 28, 2026 | 0.67 |
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Return for Risk
TOS vs. DJUN — Risk / Return Rank
TOS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DJUN
TOS vs. DJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Twin Oak Strategic Solutions ETF (TOS) 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.
| TOS | DJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.45 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.83 | — |
| Martin ratioReturn relative to average drawdown | — | 17.09 | — |
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Drawdowns
TOS vs. DJUN - Drawdown Comparison
The maximum TOS drawdown since its inception was -11.72%, roughly equal to the maximum DJUN drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for TOS and DJUN.
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Drawdown Indicators
| TOS | DJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.72% | -11.96% | +0.24% |
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 DrawdownCurrent decline from peak | -3.23% | -0.86% | -2.37% |
Average DrawdownAverage peak-to-trough decline | -2.51% | -1.58% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.52% | — |
Volatility
TOS vs. DJUN - Volatility Comparison
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Volatility by Period
| TOS | DJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.70% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.56% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 26.53% | 4.45% | +22.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.53% | 8.52% | +18.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.53% | 8.02% | +18.51% |
TOS vs. DJUN - Expense Ratio Comparison
TOS has a 0.76% expense ratio, which is lower than DJUN's 0.85% expense ratio.
Dividends
TOS vs. DJUN - Dividend Comparison
Neither TOS nor DJUN has paid dividends to shareholders.
Frequently Asked Questions
TOS and DJUN have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TOS is cheaper at 0.76% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TOS is cheaper with a 0.76% expense ratio, compared with 0.85% for DJUN.
TOS and DJUN have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Twin Oak ETF Company and First Trust. Their fees differ too: 0.76% for TOS and 0.85% for DJUN.
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