AGEM vs. TJUN

Last updated Jun 24, 2026

AGEM (abrdn Emerging Markets Dividend Active ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - AGEM is a Emerging Markets Equities fund actively managed by abrdn, while TJUN is a Defined Outcome fund managed by First Trust. Over the past year, AGEM returned 56.63% vs 13.53% for TJUN. Their correlation of 0.83 suggests significant overlap in exposure. AGEM charges 0.70%/yr vs 0.95%/yr for TJUN.

Performance

AGEM vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Emerging Markets Dividend Active ETF (AGEM) and FT Vest Emerging Markets Buffer ETF - June (TJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGEM achieves a 27.99% return, which is significantly higher than TJUN's 1.65% return.

AGEM

• 1D: -4.79%
• 1M: 3.37%
• YTD: 27.99%
• 6M: 28.48%
• 1Y: 56.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TJUN

• 1D: -3.88%
• 1M: -3.12%
• YTD: 1.65%
• 6M: 2.01%
• 1Y: 13.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AGEM vs. TJUN - Yearly Performance Comparison

	2026 (YTD)	2025
AGEM abrdn Emerging Markets Dividend Active ETF	27.99%	22.57%
TJUN FT Vest Emerging Markets Buffer ETF - June	1.65%	11.79%

Correlation

The correlation between AGEM and TJUN is 0.83, 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	0.83
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.83

The correlation between AGEM and TJUN has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.

Return for Risk

AGEM vs. TJUN — Risk / Return Rank

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

AGEM

AGEM Risk / Return Rank: 83
AGEM Sharpe Ratio Rank: 86
AGEM Sortino Ratio Rank: 78
AGEM Omega Ratio Rank: 84
AGEM Calmar Ratio Rank: 83
AGEM Martin Ratio Rank: 83

TJUN

TJUN Risk / Return Rank: 62
TJUN Sharpe Ratio Rank: 52
TJUN Sortino Ratio Rank: 48
TJUN Omega Ratio Rank: 69
TJUN Calmar Ratio Rank: 67
TJUN 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.

AGEM vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Emerging Markets Dividend Active ETF (AGEM) and FT Vest Emerging Markets Buffer ETF - June (TJUN). 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.

	AGEM	TJUN	Difference
Sharpe ratio: Return per unit of total volatility	2.53	1.63	+0.90
Sortino ratio: Return per unit of downside risk	3.16	2.16	+1.00
Omega ratio: Gain probability vs. loss probability	1.46	1.37	+0.09
Calmar ratio: Return relative to maximum drawdown	4.09	3.04	+1.04
Martin ratio: Return relative to average drawdown	15.21	13.10	+2.11

AGEM vs. TJUN - Sharpe Ratio Comparison

The current AGEM Sharpe Ratio is 2.53, which is higher than the TJUN Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of AGEM and TJUN, 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

AGEM vs. TJUN - Drawdown Comparison

The maximum AGEM drawdown since its inception was -15.58%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for AGEM and TJUN.

Drawdown Indicators

	AGEM	TJUN	Difference
Max Drawdown Largest peak-to-trough decline	-15.58%	-4.47%	-11.11%
Max Drawdown (1Y) Largest decline over 1 year	-13.92%	-4.47%	-9.45%
Current Drawdown Current decline from peak	-4.79%	-3.88%	-0.91%
Average Drawdown Average peak-to-trough decline	-2.30%	-0.58%	-1.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.73%	1.04%	+2.69%

Volatility

AGEM vs. TJUN - Volatility Comparison

abrdn Emerging Markets Dividend Active ETF (AGEM) has a higher volatility of 11.80% compared to FT Vest Emerging Markets Buffer ETF - June (TJUN) at 4.01%. This indicates that AGEM's price experiences larger fluctuations and is considered to be riskier than TJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGEM	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.80%	4.01%	+7.79%
Volatility (6M) Calculated over the trailing 6-month period	20.42%	6.42%	+14.00%
Volatility (1Y) Calculated over the trailing 1-year period	22.51%	8.33%	+14.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.90%	8.33%	+14.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.90%	8.33%	+14.57%

AGEM vs. TJUN - Expense Ratio Comparison

AGEM has a 0.70% expense ratio, which is lower than TJUN's 0.95% expense ratio.

Dividends

AGEM vs. TJUN - Dividend Comparison

AGEM's dividend yield for the trailing twelve months is around 2.33%, while TJUN has not paid dividends to shareholders.

Position	TTM	2025
AGEM abrdn Emerging Markets Dividend Active ETF	2.33%	1.80%
TJUN FT Vest Emerging Markets Buffer ETF - June	0.00%	0.00%

Frequently Asked Questions

Can I hold both AGEM and TJUN in my portfolio?

AGEM and TJUN have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AGEM or TJUN?

AGEM has higher volatility (11.80%) compared to TJUN (4.01%). In terms of maximum drawdown, AGEM dropped -15.58% vs TJUN's -4.47%.

Which ETF is better, AGEM or TJUN?

On 1-year performance, AGEM leads with 56.63% vs 13.53% for TJUN. On fees, AGEM is cheaper at 0.70% per year. On volatility, TJUN has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AGEM or TJUN?

Over the 1-year period, AGEM has performed better with a 56.63% return vs 13.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AGEM or TJUN?

AGEM is cheaper with a 0.70% expense ratio, compared with 0.95% for TJUN.

Which ETF pays a higher dividend yield, AGEM or TJUN?

AGEM has the higher dividend yield at 2.33%, compared with 0.00% for TJUN.

What is the main difference between AGEM and TJUN?

AGEM is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: abrdn and First Trust. Their fees differ too: 0.70% for AGEM and 0.95% for TJUN.

Which has better risk-adjusted returns?

AGEM currently has the higher Sharpe Ratio (2.53 vs 1.63), 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.