FEMS vs. TJUN
FEMS (First Trust Emerging Markets Small Cap AlphaDEX Fund) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - FEMS is a Emerging Markets Equities fund tracking the NASDAQ AlphaDEX EM Small Cap Index, while TJUN is a Defined Outcome fund managed by First Trust. A 0.68 correlation means they provide meaningful diversification when combined. FEMS charges 0.80%/yr vs 0.95%/yr for TJUN.
Performance
FEMS vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, FEMS achieves a 12.25% return, which is significantly higher than TJUN's 5.26% return.
FEMS
- 1D
- 0.08%
- 1M
- -2.76%
- YTD
- 12.25%
- 6M
- 11.00%
- 1Y
- 24.04%
- 3Y*
- 13.24%
- 5Y*
- 4.45%
- 10Y*
- 9.39%
TJUN
- 1D
- -0.00%
- 1M
- 0.66%
- YTD
- 5.26%
- 6M
- 6.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FEMS vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FEMS First Trust Emerging Markets Small Cap AlphaDEX Fund | 12.25% | 11.37% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
Correlation
The correlation between FEMS and TJUN is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025 | 0.68 |
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Return for Risk
FEMS vs. TJUN — Risk / Return Rank
FEMS
TJUN
FEMS vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets Small Cap AlphaDEX Fund (FEMS) 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.
| FEMS | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.27 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | — | — |
| Martin ratioReturn relative to average drawdown | 7.34 | — | — |
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
| FEMS | TJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 2.48 | -2.21 |
Drawdowns
FEMS vs. TJUN - Drawdown Comparison
The maximum FEMS drawdown since its inception was -47.85%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for FEMS and TJUN.
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Drawdown Indicators
| FEMS | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.85% | -4.47% | -43.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.59% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -21.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.89% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.85% | — | — |
Current DrawdownCurrent decline from peak | -4.80% | -0.00% | -4.80% |
Average DrawdownAverage peak-to-trough decline | -17.40% | -0.60% | -16.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | — | — |
Volatility
FEMS vs. TJUN - Volatility Comparison
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Volatility by Period
| FEMS | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.98% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.83% | 7.54% | +8.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.66% | 7.54% | +10.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.96% | 7.54% | +12.42% |
FEMS vs. TJUN - Expense Ratio Comparison
FEMS has a 0.80% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
FEMS vs. TJUN - Dividend Comparison
FEMS's dividend yield for the trailing twelve months is around 4.27%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEMS First Trust Emerging Markets Small Cap AlphaDEX Fund | 4.27% | 4.27% | 3.97% | 4.65% | 4.55% | 6.25% | 2.90% | 4.37% | 4.68% | 3.39% | 2.42% | 3.28% |
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
FEMS and TJUN have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FEMS is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FEMS is cheaper with a 0.80% expense ratio, compared with 0.95% for TJUN.
FEMS has the higher dividend yield at 4.27%, compared with 0.00% for TJUN.
FEMS is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. Their fees differ too: 0.80% for FEMS and 0.95% for TJUN.
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