YJUN vs. FMAR

Last updated Jun 26, 2026

YJUN (FT Vest International Equity Moderate Buffer ETF – June) and FMAR (FT Vest U.S. Equity Buffer ETF - March) are both Defined Outcome funds from FT Vest. YJUN is passively managed, while FMAR is actively managed. Over the past 5 years, YJUN returned 5.70%/yr vs 10.37%/yr for FMAR. A 0.72 correlation means they provide meaningful diversification when combined. YJUN charges 0.90%/yr vs 0.85%/yr for FMAR.

Performance

YJUN vs. FMAR - 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 FT Vest U.S. Equity Buffer ETF - March (FMAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YJUN achieves a 4.34% return, which is significantly lower than FMAR's 9.22% return.

YJUN

• 1D: 0.45%
• 1M: -0.09%
• YTD: 4.34%
• 6M: 4.25%
• 1Y: 10.47%
• 3Y*: 9.93%
• 5Y*: 5.70%
• 10Y*: —

FMAR

• 1D: 0.00%
• 1M: -0.41%
• YTD: 9.22%
• 6M: 9.19%
• 1Y: 16.55%
• 3Y*: 13.95%
• 5Y*: 10.37%
• 10Y*: —

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

YJUN vs. FMAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
YJUN FT Vest International Equity Moderate Buffer ETF – June	4.34%	18.77%	1.65%	14.81%	-8.13%	-0.06%
FMAR FT Vest U.S. Equity Buffer ETF - March	9.22%	9.69%	14.61%	20.39%	-5.51%	6.55%

Correlation

The correlation between YJUN and FMAR is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (All Time) Calculated using the full available price history since Jun 21, 2021	0.72

The correlation between YJUN and FMAR has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.

YJUN vs. FMAR - Sectors Allocation Comparison

Sectors	YJUN	FMAR
Financial Services	24.3%	11.1%
Industrials	19.5%	7.8%
Technology	11.5%	39.0%
Healthcare	10.4%	8.3%
Consumer Cyclical	7.8%	9.9%
Consumer Defensive	6.6%	4.5%
Basic Materials	6.1%	1.7%
Communication Services	4.8%	10.6%
Energy	3.7%	3.1%
Utilities	3.7%	2.1%
Real Estate	1.8%	1.8%

Return for Risk

YJUN vs. FMAR — Risk / Return Rank

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

YJUN

YJUN Risk / Return Rank: 60
YJUN Sharpe Ratio Rank: 57
YJUN Sortino Ratio Rank: 60
YJUN Omega Ratio Rank: 60
YJUN Calmar Ratio Rank: 58
YJUN Martin Ratio Rank: 65

FMAR

FMAR Risk / Return Rank: 96
FMAR Sharpe Ratio Rank: 95
FMAR Sortino Ratio Rank: 96
FMAR Omega Ratio Rank: 97
FMAR Calmar Ratio Rank: 95
FMAR Martin Ratio Rank: 98

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. FMAR - 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 FT Vest U.S. Equity Buffer ETF - March (FMAR). 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.

	YJUN	FMAR	Difference
Sharpe ratio: Return per unit of total volatility	1.70	3.26	-1.56
Sortino ratio: Return per unit of downside risk	2.51	5.16	-2.65
Omega ratio: Gain probability vs. loss probability	1.32	1.79	-0.46
Calmar ratio: Return relative to maximum drawdown	2.53	7.04	-4.52
Martin ratio: Return relative to average drawdown	10.40	42.97	-32.58

YJUN vs. FMAR - Sharpe Ratio Comparison

The current YJUN Sharpe Ratio is 1.70, which is lower than the FMAR Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of YJUN and FMAR, 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

YJUN vs. FMAR - Drawdown Comparison

The maximum YJUN drawdown since its inception was -21.53%, which is greater than FMAR's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for YJUN and FMAR.

Drawdown Indicators

	YJUN	FMAR	Difference
Max Drawdown Largest peak-to-trough decline	-21.53%	-14.36%	-7.17%
Max Drawdown (1Y) Largest decline over 1 year	-4.16%	-2.36%	-1.80%
Max Drawdown (3Y) Largest decline over 3 years	-8.75%	-12.37%	+3.62%
Max Drawdown (5Y) Largest decline over 5 years	-21.53%	-14.36%	-7.17%
Current Drawdown Current decline from peak	-0.91%	-0.94%	+0.03%
Average Drawdown Average peak-to-trough decline	-3.75%	-2.12%	-1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.01%	0.39%	+0.62%

Volatility

YJUN vs. FMAR - Volatility Comparison

The current volatility for FT Vest International Equity Moderate Buffer ETF – June (YJUN) is 1.37%, while FT Vest U.S. Equity Buffer ETF - March (FMAR) has a volatility of 1.74%. This indicates that YJUN experiences smaller price fluctuations and is considered to be less risky than FMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YJUN	FMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.37%	1.74%	-0.37%
Volatility (6M) Calculated over the trailing 6-month period	4.68%	4.27%	+0.41%
Volatility (1Y) Calculated over the trailing 1-year period	6.19%	5.10%	+1.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.00%	10.47%	+0.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.98%	10.32%	+0.66%

YJUN vs. FMAR - Expense Ratio Comparison

YJUN has a 0.90% expense ratio, which is higher than FMAR's 0.85% expense ratio.

Dividends

YJUN vs. FMAR - Dividend Comparison

Neither YJUN nor FMAR has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both YJUN and FMAR in my portfolio?

YJUN and FMAR have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YJUN or FMAR?

FMAR has higher volatility (1.74%) compared to YJUN (1.37%). In terms of maximum drawdown, YJUN dropped -21.53% vs FMAR's -14.36%.

Which ETF is better, YJUN or FMAR?

On 5-year performance, FMAR leads with 10.37% vs 5.70% for YJUN. On fees, FMAR is cheaper at 0.85% per year. On volatility, YJUN has been the lower-risk option at 1.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YJUN or FMAR?

Over the 5-year period, FMAR has performed better with a 10.37% return vs 5.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YJUN or FMAR?

FMAR is cheaper with a 0.85% expense ratio, compared with 0.90% for YJUN.

Which ETF pays a higher dividend yield, YJUN or FMAR?

YJUN and FMAR have nearly identical dividend yields, around 0.00%.

What is the main difference between YJUN and FMAR?

Their fees differ too: 0.90% for YJUN and 0.85% for FMAR.

Which has better risk-adjusted returns?

FMAR currently has the higher Sharpe Ratio (3.26 vs 1.70), 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.