VV vs. DJUN
VV (Vanguard Large-Cap ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both Large Cap Blend Equities funds - VV tracks the CRSP US Large Cap 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, VV returned 12.65%/yr vs 7.86%/yr for DJUN. Their correlation of 0.91 suggests significant overlap in exposure. VV charges 0.04%/yr vs 0.85%/yr for DJUN.
Performance
VV vs. DJUN - Performance Comparison
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Returns By Period
In the year-to-date period, VV achieves a 7.90% return, which is significantly higher than DJUN's 3.29% return.
VV
- 1D
- -1.44%
- 1M
- -1.27%
- YTD
- 7.90%
- 6M
- 6.95%
- 1Y
- 23.37%
- 3Y*
- 21.00%
- 5Y*
- 12.65%
- 10Y*
- 15.62%
DJUN
- 1D
- -0.59%
- 1M
- -0.24%
- YTD
- 3.29%
- 6M
- 3.23%
- 1Y
- 10.33%
- 3Y*
- 11.14%
- 5Y*
- 7.86%
- 10Y*
- —
VV vs. DJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VV Vanguard Large-Cap ETF | 7.90% | 18.11% | 25.25% | 27.18% | -19.91% | 27.41% | 23.88% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 3.29% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.78% |
Correlation
The correlation between VV and DJUN 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 | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2020 | 0.91 |
The correlation between VV and DJUN has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
VV vs. DJUN — Risk / Return Rank
VV
DJUN
VV vs. DJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) 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.
| VV | DJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.53 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 3.32 | -0.77 |
| Martin ratioReturn relative to average drawdown | 11.23 | 20.38 | -9.14 |
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Drawdowns
VV vs. DJUN - Drawdown Comparison
The maximum VV drawdown since its inception was -54.81%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for VV and DJUN.
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Drawdown Indicators
| VV | DJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -11.96% | -42.85% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -3.15% | -6.06% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | -11.96% | -7.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | -11.96% | -13.70% |
Max Drawdown (10Y)Largest decline over 10 years | -34.28% | — | — |
Current DrawdownCurrent decline from peak | -3.21% | -0.71% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -1.58% | -5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 0.51% | +1.58% |
Volatility
VV vs. DJUN - Volatility Comparison
Vanguard Large-Cap ETF (VV) has a higher volatility of 4.94% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 0.67%. This indicates that VV'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
| VV | DJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 0.67% | +4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 3.59% | +6.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 4.51% | +8.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 8.52% | +8.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 8.03% | +10.18% |
VV vs. DJUN - Expense Ratio Comparison
VV has a 0.04% expense ratio, which is lower than DJUN's 0.85% expense ratio.
Dividends
VV vs. DJUN - Dividend Comparison
VV'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% |
VV Vanguard Large-Cap ETF | 1.00% | 1.08% | 1.24% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% |
Frequently Asked Questions
VV and DJUN 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.
VV has higher volatility (4.94%) compared to DJUN (0.67%). In terms of maximum drawdown, VV dropped -54.81% vs DJUN's -11.96%.
On 5-year performance, VV leads with 12.65% vs 7.86% for DJUN. On fees, VV is cheaper at 0.04% per year. On volatility, DJUN has been the lower-risk option at 0.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VV has performed better with a 12.65% return vs 7.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VV is cheaper with a 0.04% expense ratio, compared with 0.85% for DJUN.
VV has the higher dividend yield at 1.00%, compared with 0.00% for DJUN.
VV tracks CRSP US Large Cap 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: 0.04% for VV and 0.85% for DJUN.
DJUN currently has the higher Sharpe Ratio (2.32 vs 1.86), 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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