YJUN vs. DODFX

Last updated Apr 1, 2026

Compare and contrast key facts about FT Vest International Equity Moderate Buffer ETF – June (YJUN) and Dodge & Cox International Stock Fund (DODFX).

YJUN is a passively managed fund by FT Vest that tracks the performance of the MSCI EAFE Index. It was launched on Jun 18, 2021. DODFX is managed by Dodge & Cox.

Performance

YJUN vs. DODFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest International Equity Moderate Buffer ETF – June (YJUN) and Dodge & Cox International Stock Fund (DODFX). The values are adjusted to include any dividend payments, if applicable.

YJUN vs. DODFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
YJUN FT Vest International Equity Moderate Buffer ETF – June	0.42%	18.77%	1.65%	14.81%	-8.13%	0.11%
DODFX Dodge & Cox International Stock Fund	-1.76%	38.77%	3.74%	16.70%	-6.78%	-1.95%

Returns By Period

In the year-to-date period, YJUN achieves a 0.42% return, which is significantly higher than DODFX's -1.76% return.

YJUN

• 1D: 1.50%
• 1M: -2.46%
• YTD: 0.42%
• 6M: 2.71%
• 1Y: 13.54%
• 3Y*: 9.02%
• 5Y*: —
• 10Y*: —

DODFX

• 1D: -0.06%
• 1M: -10.86%
• YTD: -1.76%
• 6M: 3.38%
• 1Y: 24.29%
• 3Y*: 15.85%
• 5Y*: 9.77%
• 10Y*: 9.82%

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

YJUN vs. DODFX - Expense Ratio Comparison

YJUN has a 0.90% expense ratio, which is higher than DODFX's 0.62% expense ratio.

YJUN

FT Vest International Equity Moderate Buffer ETF – June

DODFX

Dodge & Cox International Stock Fund

Return for Risk

YJUN vs. DODFX — Risk / Return Rank

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

YJUN

YJUN Risk / Return Rank: 80
YJUN Sharpe Ratio Rank: 78
YJUN Sortino Ratio Rank: 82
YJUN Omega Ratio Rank: 81
YJUN Calmar Ratio Rank: 75
YJUN Martin Ratio Rank: 84

DODFX

DODFX Risk / Return Rank: 80
DODFX Sharpe Ratio Rank: 84
DODFX Sortino Ratio Rank: 80
DODFX Omega Ratio Rank: 81
DODFX Calmar Ratio Rank: 79
DODFX Martin Ratio Rank: 76

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.

YJUN vs. DODFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest International Equity Moderate Buffer ETF – June (YJUN) and Dodge & Cox International Stock Fund (DODFX). 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.

	YJUN	DODFX	Difference
Sharpe ratio Return per unit of total volatility	1.46	1.56	-0.10
Sortino ratio Return per unit of downside risk	2.17	2.02	+0.15
Omega ratio Gain probability vs. loss probability	1.31	1.31	0.00
Calmar ratio Return relative to maximum drawdown	2.02	1.86	+0.16
Martin ratio Return relative to average drawdown	9.76	7.28	+2.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YJUN vs. DODFX - Sharpe Ratio Comparison

The current YJUN Sharpe Ratio is 1.46, which is comparable to the DODFX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of YJUN and DODFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	YJUN	DODFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	1.56	-0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.39	+0.09

Correlation

The correlation between YJUN and DODFX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

YJUN vs. DODFX - Dividend Comparison

YJUN has not paid dividends to shareholders, while DODFX's dividend yield for the trailing twelve months is around 5.15%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
YJUN FT Vest International Equity Moderate 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%
DODFX Dodge & Cox International Stock Fund	5.15%	5.05%	2.25%	2.29%	2.23%	2.49%	4.21%	3.93%	2.93%	1.93%	3.66%	2.30%

Drawdowns

YJUN vs. DODFX - Drawdown Comparison

The maximum YJUN drawdown since its inception was -21.53%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for YJUN and DODFX.

Drawdown Indicators

	YJUN	DODFX	Difference
Max Drawdown Largest peak-to-trough decline	-21.53%	-63.23%	+41.70%
Max Drawdown (1Y) Largest decline over 1 year	-6.27%	-11.42%	+5.15%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.61%	—
Current Drawdown Current decline from peak	-2.57%	-10.86%	+8.29%
Average Drawdown Average peak-to-trough decline	-3.92%	-11.72%	+7.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.29%	3.00%	-1.71%

Volatility

YJUN vs. DODFX - Volatility Comparison

The current volatility for FT Vest International Equity Moderate Buffer ETF – June (YJUN) is 3.59%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 6.58%. This indicates that YJUN experiences smaller price fluctuations and is considered to be less risky than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YJUN	DODFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.59%	6.58%	-2.99%
Volatility (6M) Calculated over the trailing 6-month period	4.72%	9.74%	-5.02%
Volatility (1Y) Calculated over the trailing 1-year period	9.36%	15.00%	-5.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.19%	15.78%	-4.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.19%	18.23%	-7.04%