FNDE vs. TJUN
FNDE (Schwab Fundamental Emerging Markets Equity ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - FNDE is a Emerging Markets Equities fund tracking the RAFI Fundamental High Liquidity Emerging Markets Index (Net), while TJUN is a Defined Outcome fund tracking the iShares MSCI Emerging Markets ETF (EEM). Both are passively managed. Over the past year, FNDE returned 29.79% vs 9.83% for TJUN. Their 0.79 correlation means they have sometimes moved together and sometimes differently. FNDE charges 0.39%/yr vs 0.95%/yr for TJUN.
Performance
FNDE vs. TJUN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FNDE achieves a 16.21% return, which is significantly higher than TJUN's 1.01% return.
FNDE
- 1D
- 0.92%
- 1M
- 5.81%
- 6M
- 7.39%
- YTD
- 16.21%
- 1Y
- 29.79%
- 3Y*
- 20.36%
- 5Y*
- 10.67%
- 10Y*
- 9.98%
- ALL TIME*
- 7.27%
TJUN
- 1D
- 1.97%
- 1M
- 1.14%
- 6M
- -1.18%
- YTD
- 1.01%
- 1Y
- 9.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $31.25M | $31.29M | $33.84M | |
| $22.57K | $81.87K | $115.89K |
FNDE vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FNDE Schwab Fundamental Emerging Markets Equity ETF | 16.21% | 16.94% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 1.01% | 11.79% |
Correlation
The correlation between FNDE and TJUN is 0.79, 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. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.79 |
The correlation between FNDE and TJUN has been stable across timeframes, ranging from 0.79 to 0.79 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FNDE vs. TJUN — Risk / Return Rank
FNDE
TJUN
FNDE vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Emerging Markets Equity ETF (FNDE) 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.
| FNDE | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 1.01 | +1.92 |
| Martin ratioReturn relative to average drawdown | 9.25 | 4.36 | +4.90 |
Loading charts...
Drawdowns
FNDE vs. TJUN - Drawdown Comparison
The maximum FNDE drawdown since its inception was -43.55%, which is greater than TJUN's maximum drawdown of -9.77%. Use the drawdown chart below to compare losses from any high point for FNDE and TJUN.
Loading charts...
Drawdown Indicators
| FNDE | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.55% | -9.77% | -33.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.23% | -9.77% | -0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -18.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.93% | — | — |
Current DrawdownCurrent decline from peak | -1.05% | -4.49% | +3.44% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -1.11% | -10.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.26% | +0.97% |
Volatility
FNDE vs. TJUN - Volatility Comparison
The current volatility for Schwab Fundamental Emerging Markets Equity ETF (FNDE) is 4.18%, while FT Vest Emerging Markets Buffer ETF - June (TJUN) has a volatility of 6.52%. This indicates that FNDE experiences smaller price fluctuations and is considered to be less risky than TJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FNDE | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 6.52% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 13.38% | 9.62% | +3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.13% | 10.85% | +5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 10.54% | +6.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 10.54% | +8.59% |
FNDE vs. TJUN - Expense Ratio Comparison
FNDE has a 0.39% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
FNDE vs. TJUN - Dividend Comparison
FNDE's dividend yield for the trailing twelve months is around 3.56%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDE Schwab Fundamental Emerging Markets Equity ETF | 3.56% | 4.19% | 4.82% | 4.74% | 5.59% | 4.32% | 2.50% | 3.47% | 2.98% | 2.05% | 1.65% | 2.02% |
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
FNDE and TJUN have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TJUN has higher volatility (6.52%) compared to FNDE (4.18%). In terms of maximum drawdown, FNDE dropped -43.55% vs TJUN's -9.77%.
On 1-year performance, FNDE leads with 29.79% vs 9.83% for TJUN. On fees, FNDE is cheaper at 0.39% per year. On volatility, FNDE has been the lower-risk option at 4.18%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FNDE has performed better with a 29.79% return vs 9.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FNDE is cheaper with a 0.39% expense ratio, compared with 0.95% for TJUN.
FNDE has the higher dividend yield at 3.56%, compared with 0.00% for TJUN.
FNDE is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. FNDE tracks RAFI Fundamental High Liquidity Emerging Markets Index (Net), while TJUN tracks iShares MSCI Emerging Markets ETF (EEM). They also come from different issuers: Charles Schwab and First Trust. Their fees differ too: 0.39% for FNDE and 0.95% for TJUN.
FNDE currently has the higher Sharpe Ratio (1.86 vs 0.91), 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.
Find the right allocation for FNDE and TJUN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer