EMDM vs. TJUN
EMDM (First Trust Bloomberg Emerging Market Democracies ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - EMDM is a Emerging Markets Equities fund tracking the Bloomberg Emerging Market Democracies Index - Benchmark TR Net, while TJUN is a Defined Outcome fund tracking the iShares MSCI Emerging Markets ETF (EEM). Both are passively managed. Over the past year, EMDM returned 66.69% vs 8.48% for TJUN. Their 0.80 correlation means they have sometimes moved together and sometimes differently. EMDM charges 0.75%/yr vs 0.95%/yr for TJUN.
Performance
EMDM vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, EMDM achieves a 28.39% return, which is significantly higher than TJUN's -0.94% return.
EMDM
- 1D
- 0.42%
- 1M
- -3.12%
- 6M
- 12.42%
- YTD
- 28.39%
- 1Y
- 66.69%
- 3Y*
- 28.08%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 26.54%
TJUN
- 1D
- 0.30%
- 1M
- -0.82%
- 6M
- -3.17%
- YTD
- -0.94%
- 1Y
- 8.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $370.33K | $752.09K | $541.22K | |
| $26.04K | $85.71K | $115.87K |
EMDM vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EMDM First Trust Bloomberg Emerging Market Democracies ETF | 28.39% | 34.44% |
TJUN FT Vest Emerging Markets Buffer ETF - June | -0.94% | 11.79% |
Correlation
The correlation between EMDM and TJUN is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.80 |
The correlation between EMDM and TJUN has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.
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Return for Risk
EMDM vs. TJUN — Risk / Return Rank
EMDM
TJUN
EMDM vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Emerging Market Democracies ETF (EMDM) 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.
| EMDM | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.61 | ||
| Sortino ratioReturn per unit of downside risk | +1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.18 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | 0.87 | +3.41 |
| Martin ratioReturn relative to average drawdown | 13.58 | 3.79 | +9.79 |
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Drawdowns
EMDM vs. TJUN - Drawdown Comparison
The maximum EMDM drawdown since its inception was -18.81%, which is greater than TJUN's maximum drawdown of -9.77%. Use the drawdown chart below to compare losses from any high point for EMDM and TJUN.
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Drawdown Indicators
| EMDM | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.81% | -9.77% | -9.04% |
Max Drawdown (1Y)Largest decline over 1 year | -15.65% | -9.77% | -5.88% |
Max Drawdown (3Y)Largest decline over 3 years | -18.81% | — | — |
Current DrawdownCurrent decline from peak | -10.51% | -6.33% | -4.18% |
Average DrawdownAverage peak-to-trough decline | -4.21% | -1.10% | -3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.93% | 2.24% | +2.69% |
Volatility
EMDM vs. TJUN - Volatility Comparison
First Trust Bloomberg Emerging Market Democracies ETF (EMDM) has a higher volatility of 9.92% compared to FT Vest Emerging Markets Buffer ETF - June (TJUN) at 6.63%. This indicates that EMDM'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.
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Volatility by Period
| EMDM | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.92% | 6.63% | +3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 25.36% | 9.42% | +15.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.91% | 10.70% | +17.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.15% | 10.40% | +10.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 10.40% | +10.75% |
EMDM vs. TJUN - Expense Ratio Comparison
EMDM has a 0.75% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
EMDM vs. TJUN - Dividend Comparison
EMDM's dividend yield for the trailing twelve months is around 2.95%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EMDM First Trust Bloomberg Emerging Market Democracies ETF | 2.95% | 3.57% | 5.87% | 2.16% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EMDM and TJUN have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMDM has higher volatility (9.92%) compared to TJUN (6.63%). In terms of maximum drawdown, EMDM dropped -18.81% vs TJUN's -9.77%.
On 1-year performance, EMDM leads with 66.69% vs 8.48% for TJUN. On fees, EMDM is cheaper at 0.75% per year. On volatility, TJUN has been the lower-risk option at 6.63%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EMDM has performed better with a 66.69% return vs 8.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EMDM is cheaper with a 0.75% expense ratio, compared with 0.95% for TJUN.
EMDM has the higher dividend yield at 2.95%, compared with 0.00% for TJUN.
EMDM is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. EMDM tracks Bloomberg Emerging Market Democracies Index - Benchmark TR Net, while TJUN tracks iShares MSCI Emerging Markets ETF (EEM). Their fees differ too: 0.75% for EMDM and 0.95% for TJUN.
EMDM currently has the higher Sharpe Ratio (2.41 vs 0.80), 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.
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