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EGPT vs. TJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGPT vs. TJUN - Performance Comparison

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

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Returns By Period


EGPT

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

TJUN

1D
0.61%
1M
-1.11%
6M
-3.34%
YTD
-1.24%
1Y
8.16%
3Y*
5Y*
10Y*
ALL TIME*
9.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$28.96K$85.30K$113.88K

EGPT vs. TJUN - Yearly Performance Comparison


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Return for Risk

EGPT vs. TJUN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EGPT

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


TJUN
TJUN Risk / Return Rank: 3131
Overall Rank
TJUN Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TJUN Sortino Ratio Rank: 2727
Sortino Ratio Rank
TJUN Omega Ratio Rank: 3535
Omega Ratio Rank
TJUN Calmar Ratio Rank: 2626
Calmar Ratio Rank
TJUN Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EGPT vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Egypt Index ETF (EGPT) 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.


EGPTTJUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

0.79

Martin ratioReturn relative to average drawdown

3.49

EGPT vs. TJUN - Sharpe Ratio Comparison


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Drawdowns

EGPT vs. TJUN - Drawdown Comparison


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Drawdown Indicators


EGPTTJUNDifference

Max Drawdown

Largest peak-to-trough decline

-9.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

Current Drawdown

Current decline from peak

-6.61%

Average Drawdown

Average peak-to-trough decline

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

Volatility

EGPT vs. TJUN - Volatility Comparison


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Volatility by Period


EGPTTJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.42%

EGPT vs. TJUN - Expense Ratio Comparison

EGPT has a 0.98% expense ratio, which is higher than TJUN's 0.95% expense ratio.


Dividends

EGPT vs. TJUN - Dividend Comparison

Neither EGPT nor TJUN has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EGPT
VanEck Vectors Egypt Index ETF
0.00%0.00%0.15%6.02%1.32%2.45%2.50%2.09%1.72%0.77%1.60%1.59%
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


On fees, TJUN is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TJUN is cheaper with a 0.95% expense ratio, compared with 0.98% for EGPT.

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

EGPT is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. EGPT tracks MVIS Egypt Index, while TJUN tracks iShares MSCI Emerging Markets ETF (EEM). They also come from different issuers: VanEck and First Trust. Their fees differ too: 0.98% for EGPT and 0.95% for TJUN.

Portfolio Optimizer

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