ECON vs. TJUN
ECON (Columbia Emerging Markets Consumer ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - ECON is a Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Consumer Titans Index, while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.86 suggests significant overlap in exposure. ECON charges 0.49%/yr vs 0.95%/yr for TJUN.
Performance
ECON vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, ECON achieves a 36.71% return, which is significantly higher than TJUN's 5.26% return.
ECON
- 1D
- 1.28%
- 1M
- 14.62%
- YTD
- 36.71%
- 6M
- 39.84%
- 1Y
- 67.91%
- 3Y*
- 24.38%
- 5Y*
- 7.57%
- 10Y*
- 6.24%
TJUN
- 1D
- 0.04%
- 1M
- 0.70%
- YTD
- 5.26%
- 6M
- 6.98%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ECON vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ECON Columbia Emerging Markets Consumer ETF | 36.71% | 19.92% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
Correlation
The correlation between ECON 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 24, 2025 | 0.86 |
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Return for Risk
ECON vs. TJUN — Risk / Return Rank
ECON
TJUN
ECON vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Consumer ETF (ECON) 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.
| ECON | TJUN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.36 | — | — |
Sortino ratioReturn per unit of downside risk | 4.31 | — | — |
Omega ratioGain probability vs. loss probability | 1.60 | — | — |
Calmar ratioReturn relative to maximum drawdown | 5.01 | — | — |
Martin ratioReturn relative to average drawdown | 18.79 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ECON | TJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.36 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 2.49 | -2.25 |
Drawdowns
ECON vs. TJUN - Drawdown Comparison
The maximum ECON drawdown since its inception was -45.37%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for ECON and TJUN.
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Drawdown Indicators
| ECON | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.37% | -4.47% | -40.90% |
Max Drawdown (1Y)Largest decline over 1 year | -13.76% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -38.08% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -45.37% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -16.65% | -0.60% | -16.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | — | — |
Volatility
ECON vs. TJUN - Volatility Comparison
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Volatility by Period
| ECON | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.95% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.60% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.33% | 7.55% | +12.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.29% | 7.55% | +12.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 7.55% | +13.48% |
ECON vs. TJUN - Expense Ratio Comparison
ECON has a 0.49% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
ECON vs. TJUN - Dividend Comparison
ECON's dividend yield for the trailing twelve months is around 1.30%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECON Columbia Emerging Markets Consumer ETF | 1.30% | 1.77% | 0.76% | 1.57% | 2.06% | 1.08% | 0.63% | 1.68% | 0.98% | 0.35% | 0.74% | 1.10% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ECON 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.
On fees, ECON is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ECON is cheaper with a 0.49% expense ratio, compared with 0.95% for TJUN.
ECON has the higher dividend yield at 1.30%, compared with 0.00% for TJUN.
ECON is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Ameriprise Financial and First Trust. Their fees differ too: 0.49% for ECON and 0.95% for TJUN.
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