VTHR vs. DJUN
VTHR (Vanguard Russell 3000 ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both Large Cap Blend Equities funds - VTHR tracks the Russell 3000 Index while DJUN tracks the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. Both are passively managed. Over the past 5 years, VTHR returned 12.66%/yr vs 8.19%/yr for DJUN. Their correlation of 0.91 suggests significant overlap in exposure. VTHR charges 0.07%/yr vs 0.85%/yr for DJUN.
Performance
VTHR vs. DJUN - Performance Comparison
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Returns By Period
In the year-to-date period, VTHR achieves a 10.94% return, which is significantly higher than DJUN's 3.78% return.
VTHR
- 1D
- -0.70%
- 1M
- 4.88%
- YTD
- 10.94%
- 6M
- 10.83%
- 1Y
- 27.71%
- 3Y*
- 21.93%
- 5Y*
- 12.66%
- 10Y*
- 14.95%
DJUN
- 1D
- 0.01%
- 1M
- 0.88%
- YTD
- 3.78%
- 6M
- 4.53%
- 1Y
- 10.92%
- 3Y*
- 11.40%
- 5Y*
- 8.19%
- 10Y*
- —
VTHR vs. DJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VTHR Vanguard Russell 3000 ETF | 10.94% | 16.99% | 23.57% | 25.92% | -19.20% | 25.49% | 24.63% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 3.78% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.48% |
Correlation
The correlation between VTHR and DJUN is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2020 | 0.91 |
The correlation between VTHR and DJUN has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
VTHR vs. DJUN — Risk / Return Rank
VTHR
DJUN
VTHR vs. DJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) 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.
| VTHR | DJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.50 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 3.51 | -0.38 |
| Martin ratioReturn relative to average drawdown | 14.34 | 20.66 | -6.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTHR | DJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 2.22 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.97 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 1.04 | -0.19 |
Drawdowns
VTHR vs. DJUN - Drawdown Comparison
The maximum VTHR drawdown since its inception was -34.61%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for VTHR and DJUN.
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Drawdown Indicators
| VTHR | DJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.61% | -11.96% | -22.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -3.15% | -5.76% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -11.96% | -7.40% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -11.96% | -13.10% |
Max Drawdown (10Y)Largest decline over 10 years | -34.61% | — | — |
Current DrawdownCurrent decline from peak | -0.70% | 0.00% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -1.59% | -2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 0.53% | +1.41% |
Volatility
VTHR vs. DJUN - Volatility Comparison
Vanguard Russell 3000 ETF (VTHR) has a higher volatility of 2.98% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 0.25%. This indicates that VTHR's price experiences larger fluctuations and is considered to be riskier than DJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTHR | DJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 0.25% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 3.55% | +5.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.30% | 5.04% | +7.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 8.52% | +8.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 8.06% | +9.78% |
VTHR vs. DJUN - Expense Ratio Comparison
VTHR has a 0.07% expense ratio, which is lower than DJUN's 0.85% expense ratio.
Dividends
VTHR vs. DJUN - Dividend Comparison
VTHR's dividend yield for the trailing twelve months is around 1.00%, while DJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTHR Vanguard Russell 3000 ETF | 1.00% | 1.08% | 1.19% | 1.47% | 1.52% | 1.16% | 1.37% | 1.65% | 1.89% | 1.63% | 1.82% | 1.84% |
Frequently Asked Questions
VTHR and DJUN have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTHR has higher volatility (2.98%) compared to DJUN (0.25%). In terms of maximum drawdown, VTHR dropped -34.61% vs DJUN's -11.96%.
On 5-year performance, VTHR leads with 12.66% vs 8.19% for DJUN. On fees, VTHR is cheaper at 0.07% per year. On volatility, DJUN has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VTHR has performed better with a 12.66% return vs 8.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTHR is cheaper with a 0.07% expense ratio, compared with 0.85% for DJUN.
VTHR has the higher dividend yield at 1.00%, compared with 0.00% for DJUN.
VTHR tracks Russell 3000 Index, while DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. They also come from different issuers: Vanguard and First Trust. Their fees differ too: 0.07% for VTHR and 0.85% for DJUN.
VTHR currently has the higher Sharpe Ratio (2.27 vs 2.22), 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.
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