VV vs. FJUN

Last updated Jun 24, 2026

VV (Vanguard Large-Cap ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds - VV tracks the CRSP US Large Cap Index while FJUN tracks the Cboe S&P 500 Buffer Protect Index June. Both are passively managed. Over the past 5 years, VV returned 12.65%/yr vs 10.54%/yr for FJUN. Their correlation of 0.94 suggests significant overlap in exposure. VV charges 0.04%/yr vs 0.85%/yr for FJUN.

Performance

VV vs. FJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap ETF (VV) 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, VV achieves a 7.90% return, which is significantly higher than FJUN's 4.00% 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%

FJUN

• 1D: -0.80%
• 1M: -0.44%
• YTD: 4.00%
• 6M: 3.80%
• 1Y: 12.54%
• 3Y*: 13.29%
• 5Y*: 10.54%
• 10Y*: —

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

VV vs. FJUN - 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%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.00%	11.05%	16.38%	22.30%	-4.95%	11.47%	9.90%

Correlation

The correlation between VV and FJUN is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jun 22, 2020	0.94

The correlation between VV and FJUN has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

VV vs. FJUN - Sectors Allocation Comparison

Sectors	VV	FJUN
Technology	35.9%	39.0%
Financial Services	11.8%	11.1%
Communication Services	11.2%	10.6%
Consumer Cyclical	9.8%	9.9%
Healthcare	8.6%	8.3%
Industrials	8.0%	7.8%
Consumer Defensive	4.8%	4.5%
Energy	3.6%	3.1%
Utilities	2.7%	2.1%
Real Estate	1.7%	1.8%
Basic Materials	1.6%	1.7%

Return for Risk

VV vs. FJUN — Risk / Return Rank

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

VV

VV Risk / Return Rank: 57
VV Sharpe Ratio Rank: 57
VV Sortino Ratio Rank: 55
VV Omega Ratio Rank: 56
VV Calmar Ratio Rank: 54
VV Martin Ratio Rank: 65

FJUN

FJUN Risk / Return Rank: 80
FJUN Sharpe Ratio Rank: 76
FJUN Sortino Ratio Rank: 83
FJUN Omega Ratio Rank: 86
FJUN Calmar Ratio Rank: 66
FJUN Martin Ratio Rank: 88

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.

VV vs. FJUN - 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 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.

	VV	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	1.86	2.23	-0.38
Sortino ratio: Return per unit of downside risk	2.54	3.38	-0.85
Omega ratio: Gain probability vs. loss probability	1.33	1.48	-0.14
Calmar ratio: Return relative to maximum drawdown	2.55	3.05	-0.50
Martin ratio: Return relative to average drawdown	11.23	17.51	-6.27

VV vs. FJUN - Sharpe Ratio Comparison

The current VV Sharpe Ratio is 1.86, which is comparable to the FJUN Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of VV and FJUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VV vs. FJUN - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, which is greater than FJUN's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for VV and FJUN.

Drawdown Indicators

	VV	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-54.81%	-13.26%	-41.55%
Max Drawdown (1Y) Largest decline over 1 year	-9.21%	-4.13%	-5.08%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	-13.26%	-5.71%
Max Drawdown (5Y) Largest decline over 5 years	-25.66%	-13.26%	-12.40%
Max Drawdown (10Y) Largest decline over 10 years	-34.28%	—	—
Current Drawdown Current decline from peak	-3.21%	-0.97%	-2.24%
Average Drawdown Average peak-to-trough decline	-6.83%	-1.66%	-5.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	0.72%	+1.37%

Volatility

VV vs. FJUN - Volatility Comparison

Vanguard Large-Cap ETF (VV) has a higher volatility of 4.94% compared to FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) at 0.94%. This indicates that VV's price experiences larger fluctuations and is considered to be riskier than FJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VV	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.94%	0.94%	+4.00%
Volatility (6M) Calculated over the trailing 6-month period	9.93%	4.40%	+5.53%
Volatility (1Y) Calculated over the trailing 1-year period	12.66%	5.66%	+7.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.33%	10.56%	+6.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.21%	10.25%	+7.96%

VV vs. FJUN - Expense Ratio Comparison

VV has a 0.04% expense ratio, which is lower than FJUN's 0.85% expense ratio.

Dividends

VV vs. FJUN - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.00%, while FJUN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FJUN FT Cboe Vest U.S. Equity 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

Can I hold both VV and FJUN in my portfolio?

With a correlation of 0.91, VV and FJUN move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, VV or FJUN?

VV has higher volatility (4.94%) compared to FJUN (0.94%). In terms of maximum drawdown, VV dropped -54.81% vs FJUN's -13.26%.

Which ETF is better, VV or FJUN?

On 5-year performance, VV leads with 12.65% vs 10.54% for FJUN. On fees, VV is cheaper at 0.04% per year. On volatility, FJUN has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VV or FJUN?

Over the 5-year period, VV has performed better with a 12.65% return vs 10.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VV or FJUN?

VV is cheaper with a 0.04% expense ratio, compared with 0.85% for FJUN.

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

VV has the higher dividend yield at 1.00%, compared with 0.00% for FJUN.

What is the main difference between VV and FJUN?

VV tracks CRSP US Large Cap Index, while FJUN tracks Cboe S&P 500 Buffer Protect Index June. They also come from different issuers: Vanguard and First Trust. Their fees differ too: 0.04% for VV and 0.85% for FJUN.

Which has better risk-adjusted returns?

FJUN currently has the higher Sharpe Ratio (2.23 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.