BGEG vs. TJUN

Last updated Jul 24, 2026

BGEG (Baillie Gifford Emerging Markets ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - BGEG is a Emerging Markets Equities fund actively managed by Baillie Gifford, while TJUN is a Defined Outcome fund tracking the iShares MSCI Emerging Markets ETF (EEM). BGEG is actively managed, while TJUN is passively managed. Their correlation of 0.86 suggests significant overlap in exposure. BGEG charges 0.79%/yr vs 0.95%/yr for TJUN.

Performance

BGEG vs. TJUN - Performance Comparison

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

Returns By Period

BGEG

• 1D: -0.79%
• 1M: -4.41%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

TJUN

• 1D: -0.45%
• 1M: -2.75%
• 6M: -3.37%
• YTD: -1.14%
• 1Y: 5.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.68%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BGEG Baillie Gifford Emerging Markets ETF	$72.52K	$141.03K	$341.75K
TJUN FT Vest Emerging Markets Buffer ETF - June	$31.36K	$194.33K	$112.26K

BGEG vs. TJUN - Yearly Performance Comparison

	2026 (YTD)
BGEG Baillie Gifford Emerging Markets ETF	-9.38%
TJUN FT Vest Emerging Markets Buffer ETF - June	-6.08%

Correlation

The correlation between BGEG and TJUN is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 3, 2026	0.86

Return for Risk

BGEG vs. TJUN — Risk / Return Rank

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

BGEG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TJUN

TJUN Risk / Return Rank: 27
TJUN Sharpe Ratio Rank: 25
TJUN Sortino Ratio Rank: 23
TJUN Omega Ratio Rank: 28
TJUN Calmar Ratio Rank: 24
TJUN Martin Ratio Rank: 33

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.

BGEG vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Emerging Markets ETF (BGEG) 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.

	BGEG	TJUN	Difference
Sharpe ratio: Return per unit of total volatility	—	0.58	—
Sortino ratio: Return per unit of downside risk	—	0.81	—
Omega ratio: Gain probability vs. loss probability	—	1.13	—
Calmar ratio: Return relative to maximum drawdown	—	0.75	—
Martin ratio: Return relative to average drawdown	—	3.14	—

Drawdowns

BGEG vs. TJUN - Drawdown Comparison

The maximum BGEG drawdown since its inception was -11.84%, which is greater than TJUN's maximum drawdown of -7.80%. Use the drawdown chart below to compare losses from any high point for BGEG and TJUN.

Drawdown Indicators

	BGEG	TJUN	Difference
Max Drawdown Largest peak-to-trough decline	-11.84%	-7.80%	-4.04%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.80%	—
Current Drawdown Current decline from peak	-9.38%	-6.52%	-2.86%
Average Drawdown Average peak-to-trough decline	-5.82%	-0.93%	-4.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.86%	—

Volatility

Volatility by Period

	BGEG	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.13%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.65%	—
Volatility (1Y) Calculated over the trailing 1-year period	35.72%	10.05%	+25.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.72%	9.88%	+25.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.72%	9.88%	+25.84%

BGEG vs. TJUN - Expense Ratio Comparison

BGEG has a 0.79% expense ratio, which is lower than TJUN's 0.95% expense ratio.

Dividends

BGEG vs. TJUN - Dividend Comparison

Neither BGEG nor TJUN has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BGEG and TJUN in my portfolio?

BGEG and TJUN have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BGEG or TJUN?

On fees, BGEG is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BGEG or TJUN?

BGEG is cheaper with a 0.79% expense ratio, compared with 0.95% for TJUN.

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

BGEG and TJUN have nearly identical dividend yields, around 0.00%.

What is the main difference between BGEG and TJUN?

BGEG is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Baillie Gifford and First Trust. Their fees differ too: 0.79% for BGEG and 0.95% for TJUN.