FT Cboe Vest U.S. Equity Moderate Buffer ETF… (GJUN) Performance

Cboe BZX: GJUNTotal returns, calendar years, drawdowns and risk since 2023.

GJUN total return

Distributions reinvested · as of Oct 23, 2026
YTD
+5.9%
since Dec 31, 2025
1 year
+7.5%
total return
3 years
+12.6%
a year
Since first price
+10.7%
a year since 2023

GJUN trailing returns vs SPY, QQQ, AGG

GJUN trailing returns
PeriodGJUN total returnPrice onlyS&P 500 (SPY)Nasdaq-100 (QQQ)U.S. bonds (AGG)
1 month−0.1%−0.1%−1.0%−5.0%+0.9%
3 months+2.3%+2.3%+3.2%+1.9%−0.4%
6 months+3.4%+3.4%+7.8%+8.4%−1.5%
YTD+5.9%+5.9%+12.3%+15.1%−1.0%
1 year+7.5%+7.5%+14.4%+15.9%−1.1%
3 years+42.8%+12.6%/yr+42.8%+87.4%+23.3%/yr+101.4%+26.3%/yr+16.6%+5.2%/yr
Since inceptionJun 20, 2023+40.4%+10.7%/yr+40.4%———

Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.

Growth of $10,000: GJUN vs SPY

GJUNS&P 500 (SPY)

From Jun 20, 2023: GJUN grew to $14,041, SPY to $18,089.

Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.

GJUN returns by calendar year

GJUNSPY

2 of 2 full years positive. Best 2024 (+13.2%), worst 2025 (+10.0%). 2026 is year to date.

GJUN annual returns table

GJUN calendar-year returns
YearGJUNLargest dropSPYQQQAGG
2026YTD+5.9%−3.0%+12.3%+15.1%−1.0%
2025+10.0%−11.0%+17.7%+20.8%+7.2%
2024+13.2%−4.4%+24.9%+25.6%+1.3%

Largest drop = deepest fall from a high within that calendar year.

Calendar-year return vs largest drop within the year

Calendar-year returnLargest drop within the year

Most years include a sizable fall at some point even when the year ends higher.

GJUN largest drawdowns

Now 1.2% below the high
GJUN largest drawdowns
PeakDeclineBottomRecoveredFallUnderwater
Feb 19, 2025−11.0%Apr 8, 2025Jun 6, 202548 days4 months

Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.

GJUN risk statistics

GJUN risk statistics
Statistic3 yearsSince 2023
Annualized return+12.3%+10.7%
Volatility (annualized)5.8%6.0%
Sharpe ratio1.291.00
Sortino ratio2.651.86
Best month+5.7%+5.7%
Worst month−3.5%−3.5%
Best 12 months+20.5%+20.5%
Worst 12 months+5.4%+5.4%
Positive months78%74%
Beta vs S&P 5000.43—
Correlation with S&P 5000.91—

From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.

GJUN rolling returns

GJUN rolling returns
Holding periodPeriodsWorstMedianBestPositive
1-year29+5.4%+10.2%+20.5%100%
3-year (a year)5+10.5%+11.3%+12.7%100%

Every holding period starting at a month-end since 2023. Returns for 3 years and longer are annualized.

GJUN performance overview

FT Cboe Vest U.S. Equity Moderate Buffer ETF… (GJUN) returned +7.5% over the past year, with distributions reinvested. Since its first recorded price in 2023 it has returned +10.7% a year, turning $10,000 into about $14,041. Over the same year S&P 500 (SPY) returned +14.4%.

The deepest decline was −11.0%, from Feb 19, 2025 to Apr 8, 2025, and it took 59 days to get back to the old high. Volatility has been 6.0% a year.

Related: GJUN chart. See the GJUN overview for the latest quote and fund facts.

GJUN performance FAQ

What is the GJUN return over the past year?

GJUN returned +7.5% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 7.5%.

How much would $10,000 invested in GJUN be worth?

$10,000 invested in GJUN at its first recorded close on June 20, 2023 would be worth about $14,041 on October 23, 2026 with distributions reinvested.

What was the worst year for GJUN?

The worst calendar year was 2025, with a total return of +10.0%. The best was 2024 at +13.2%.

What is the biggest drawdown of GJUN?

The largest peak-to-trough decline was −11.0% between February 19, 2025 and April 8, 2025. It recovered to the old high on June 6, 2025, 59 days after the bottom.

How volatile is GJUN?

Over the past 3 years GJUN had an annualized volatility of 5.8% and a Sharpe ratio of 1.29 (excess return over 1–3 month T-bills per unit of risk).