ZJUN vs. FMAR
Compare and contrast key facts about Innovator Equity Defined Protection ETF - 1 Yr June (ZJUN) and FT Vest U.S. Equity Buffer ETF - March (FMAR).
ZJUN and FMAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZJUN is an actively managed fund by Innovator. It was launched on May 30, 2025. FMAR is an actively managed fund by FT Vest. It was launched on Mar 19, 2021.
Performance
ZJUN vs. FMAR - Performance Comparison
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ZJUN vs. FMAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ZJUN Innovator Equity Defined Protection ETF - 1 Yr June | 0.45% | 3.95% |
FMAR FT Vest U.S. Equity Buffer ETF - March | 2.73% | 8.69% |
Returns By Period
In the year-to-date period, ZJUN achieves a 0.45% return, which is significantly lower than FMAR's 2.73% return.
ZJUN
- 1D
- 0.17%
- 1M
- -0.20%
- YTD
- 0.45%
- 6M
- 1.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FMAR
- 1D
- 0.56%
- 1M
- 1.47%
- YTD
- 2.73%
- 6M
- 4.94%
- 1Y
- 15.24%
- 3Y*
- 13.19%
- 5Y*
- 10.01%
- 10Y*
- —
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ZJUN vs. FMAR - Expense Ratio Comparison
ZJUN has a 0.79% expense ratio, which is lower than FMAR's 0.85% expense ratio.
Return for Risk
ZJUN vs. FMAR — Risk / Return Rank
ZJUN
FMAR
ZJUN vs. FMAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 1 Yr June (ZJUN) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| ZJUN | FMAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.39 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.96 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.80 | 0.99 | +1.82 |
Correlation
The correlation between ZJUN and FMAR is 0.77, 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
ZJUN vs. FMAR - Dividend Comparison
Neither ZJUN nor FMAR has paid dividends to shareholders.
Drawdowns
ZJUN vs. FMAR - Drawdown Comparison
The maximum ZJUN drawdown since its inception was -1.08%, smaller than the maximum FMAR drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for ZJUN and FMAR.
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Drawdown Indicators
| ZJUN | FMAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.08% | -14.36% | +13.28% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.31% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.36% | — |
Current DrawdownCurrent decline from peak | -0.26% | 0.00% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -0.09% | -2.21% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.30% | — |
Volatility
ZJUN vs. FMAR - Volatility Comparison
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Volatility by Period
| ZJUN | FMAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.94% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.79% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.91% | 11.05% | -9.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.91% | 10.49% | -8.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.91% | 10.47% | -8.56% |