EMOP vs. TJUN

Last updated Jun 23, 2026

EMOP (AB Emerging Markets Opportunities ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - EMOP is a Emerging Markets Equities fund actively managed by AllianceBernstein, while TJUN is a Defined Outcome fund managed by First Trust. Over the past year, EMOP returned 56.25% vs 18.22% for TJUN. Their correlation of 0.82 suggests significant overlap in exposure. EMOP charges 0.70%/yr vs 0.95%/yr for TJUN.

Performance

EMOP vs. TJUN - Performance Comparison

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

Returns By Period

In the year-to-date period, EMOP achieves a 33.60% return, which is significantly higher than TJUN's 5.75% return.

EMOP

• 1D: 0.47%
• 1M: 6.99%
• YTD: 33.60%
• 6M: 35.45%
• 1Y: 56.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TJUN

• 1D: 0.02%
• 1M: 0.79%
• YTD: 5.75%
• 6M: 6.56%
• 1Y: 18.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EMOP vs. TJUN - Yearly Performance Comparison

	2026 (YTD)	2025
EMOP AB Emerging Markets Opportunities ETF	33.60%	16.95%
TJUN FT Vest Emerging Markets Buffer ETF - June	5.75%	11.79%

Correlation

The correlation between EMOP and TJUN is 0.82, 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 23, 2025	0.82

Return for Risk

EMOP vs. TJUN — Risk / Return Rank

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

EMOP

EMOP Risk / Return Rank: 83
EMOP Sharpe Ratio Rank: 86
EMOP Sortino Ratio Rank: 79
EMOP Omega Ratio Rank: 85
EMOP Calmar Ratio Rank: 84
EMOP Martin Ratio Rank: 83

TJUN

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

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.

EMOP vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Emerging Markets Opportunities ETF (EMOP) 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.

	EMOP	TJUN	Difference
Sharpe ratio: Return per unit of total volatility	2.68	—	—
Sortino ratio: Return per unit of downside risk	3.37	—	—
Omega ratio: Gain probability vs. loss probability	1.49	—	—
Calmar ratio: Return relative to maximum drawdown	4.39	—	—
Martin ratio: Return relative to average drawdown	16.44	—	—

Drawdowns

EMOP vs. TJUN - Drawdown Comparison

The maximum EMOP drawdown since its inception was -12.88%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for EMOP and TJUN.

Drawdown Indicators

	EMOP	TJUN	Difference
Max Drawdown Largest peak-to-trough decline	-12.88%	-4.47%	-8.41%
Max Drawdown (1Y) Largest decline over 1 year	-12.88%	-4.47%	-8.41%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.99%	-0.57%	-1.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.43%	—	—

Volatility

Volatility by Period

	EMOP	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.44%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.93%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.12%	7.35%	+13.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.04%	7.35%	+13.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.04%	7.35%	+13.69%

EMOP vs. TJUN - Expense Ratio Comparison

EMOP has a 0.70% expense ratio, which is lower than TJUN's 0.95% expense ratio.

Dividends

EMOP vs. TJUN - Dividend Comparison

EMOP's dividend yield for the trailing twelve months is around 0.81%, while TJUN has not paid dividends to shareholders.

Position	TTM	2025
EMOP AB Emerging Markets Opportunities ETF	0.81%	0.27%
TJUN FT Vest Emerging Markets Buffer ETF - June	0.00%	0.00%

Frequently Asked Questions

Can I hold both EMOP and TJUN in my portfolio?

EMOP and TJUN have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EMOP or TJUN?

On 1-year performance, EMOP leads with 56.25% vs 18.22% for TJUN. On fees, EMOP is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EMOP or TJUN?

Over the 1-year period, EMOP has performed better with a 56.25% return vs 18.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EMOP or TJUN?

EMOP is cheaper with a 0.70% expense ratio, compared with 0.95% for TJUN.

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

EMOP has the higher dividend yield at 0.81%, compared with 0.00% for TJUN.

What is the main difference between EMOP and TJUN?

EMOP is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: AllianceBernstein and First Trust. Their fees differ too: 0.70% for EMOP and 0.95% for TJUN.