EMGF vs. TJUN
EMGF (iShares Edge MSCI Multifactor Emerging Markets ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - EMGF is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Diversified Multiple-Factor Index, while TJUN is a Defined Outcome fund managed by First Trust. Over the past year, EMGF returned 46.43% vs 13.53% for TJUN. Their correlation of 0.86 suggests significant overlap in exposure. EMGF charges 0.45%/yr vs 0.95%/yr for TJUN.
Performance
EMGF vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, EMGF achieves a 25.77% return, which is significantly higher than TJUN's 1.65% return.
EMGF
- 1D
- -5.41%
- 1M
- 2.79%
- YTD
- 25.77%
- 6M
- 26.91%
- 1Y
- 46.43%
- 3Y*
- 25.52%
- 5Y*
- 9.98%
- 10Y*
- 11.25%
TJUN
- 1D
- -3.88%
- 1M
- -3.12%
- YTD
- 1.65%
- 6M
- 2.01%
- 1Y
- 13.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EMGF vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EMGF iShares Edge MSCI Multifactor Emerging Markets ETF | 25.77% | 17.31% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 1.65% | 11.79% |
Correlation
The correlation between EMGF 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 (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.86 |
The correlation between EMGF and TJUN has been stable across timeframes, ranging from 0.86 to 0.86 - a consistent structural relationship.
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Return for Risk
EMGF vs. TJUN — Risk / Return Rank
EMGF
TJUN
EMGF vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF) 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.
| EMGF | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 3.04 | +0.40 |
| Martin ratioReturn relative to average drawdown | 12.68 | 13.10 | -0.42 |
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Drawdowns
EMGF vs. TJUN - Drawdown Comparison
The maximum EMGF drawdown since its inception was -40.23%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for EMGF and TJUN.
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Drawdown Indicators
| EMGF | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.23% | -4.47% | -35.76% |
Max Drawdown (1Y)Largest decline over 1 year | -13.54% | -4.47% | -9.07% |
Max Drawdown (3Y)Largest decline over 3 years | -17.65% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.20% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.23% | — | — |
Current DrawdownCurrent decline from peak | -5.41% | -3.88% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -10.02% | -0.58% | -9.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 1.04% | +2.63% |
Volatility
EMGF vs. TJUN - Volatility Comparison
iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF) has a higher volatility of 12.64% compared to FT Vest Emerging Markets Buffer ETF - June (TJUN) at 4.01%. This indicates that EMGF'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
| EMGF | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.64% | 4.01% | +8.63% |
Volatility (6M)Calculated over the trailing 6-month period | 20.71% | 6.42% | +14.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.67% | 8.33% | +14.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.34% | 8.33% | +10.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 8.33% | +11.34% |
EMGF vs. TJUN - Expense Ratio Comparison
EMGF has a 0.45% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
EMGF vs. TJUN - Dividend Comparison
EMGF's dividend yield for the trailing twelve months is around 2.00%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EMGF iShares Edge MSCI Multifactor Emerging Markets ETF | 2.00% | 2.52% | 3.42% | 5.94% | 4.04% | 2.48% | 1.95% | 2.63% | 2.73% | 1.94% | 2.04% |
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% |
Frequently Asked Questions
EMGF 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.
EMGF has higher volatility (12.64%) compared to TJUN (4.01%). In terms of maximum drawdown, EMGF dropped -40.23% vs TJUN's -4.47%.
On 1-year performance, EMGF leads with 46.43% vs 13.53% for TJUN. On fees, EMGF is cheaper at 0.45% 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.
Over the 1-year period, EMGF has performed better with a 46.43% return vs 13.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EMGF is cheaper with a 0.45% expense ratio, compared with 0.95% for TJUN.
EMGF has the higher dividend yield at 2.00%, compared with 0.00% for TJUN.
EMGF is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.45% for EMGF and 0.95% for TJUN.
EMGF currently has the higher Sharpe Ratio (2.06 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.
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