GEM vs. TJUN
GEM (Goldman Sachs ActiveBeta Emerging Markets Equity ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - GEM is a Emerging Markets Equities fund tracking the Goldman Sachs ActiveBeta Emerging Markets Equity Index, while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.88 suggests significant overlap in exposure. GEM charges 0.45%/yr vs 0.95%/yr for TJUN.
Performance
GEM vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, GEM achieves a 26.12% return, which is significantly higher than TJUN's 5.26% return.
GEM
- 1D
- -1.13%
- 1M
- 6.24%
- YTD
- 26.12%
- 6M
- 29.03%
- 1Y
- 50.97%
- 3Y*
- 23.48%
- 5Y*
- 7.67%
- 10Y*
- 9.79%
TJUN
- 1D
- 0.00%
- 1M
- 0.51%
- YTD
- 5.26%
- 6M
- 6.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GEM vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GEM Goldman Sachs ActiveBeta Emerging Markets Equity ETF | 26.12% | 18.21% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
Correlation
The correlation between GEM and TJUN is 0.88, 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 24, 2025 | 0.88 |
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Return for Risk
GEM vs. TJUN — Risk / Return Rank
GEM
TJUN
GEM vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM) 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.
| GEM | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.48 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | — | — |
| Martin ratioReturn relative to average drawdown | 14.69 | — | — |
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
| GEM | TJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 2.48 | -1.96 |
Drawdowns
GEM vs. TJUN - Drawdown Comparison
The maximum GEM drawdown since its inception was -37.02%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for GEM and TJUN.
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Drawdown Indicators
| GEM | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.02% | -4.47% | -32.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.43% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.02% | — | — |
Current DrawdownCurrent decline from peak | -2.16% | 0.00% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -0.59% | -11.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | — | — |
Volatility
GEM vs. TJUN - Volatility Comparison
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Volatility by Period
| GEM | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.61% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.01% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.55% | 7.52% | +12.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.71% | 7.52% | +10.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.03% | 7.52% | +11.51% |
GEM vs. TJUN - Expense Ratio Comparison
GEM has a 0.45% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
GEM vs. TJUN - Dividend Comparison
GEM's dividend yield for the trailing twelve months is around 1.83%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GEM Goldman Sachs ActiveBeta Emerging Markets Equity ETF | 1.83% | 2.30% | 2.58% | 2.97% | 2.96% | 3.00% | 1.63% | 3.13% | 2.08% | 1.81% | 1.98% | 0.25% |
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
GEM and TJUN have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GEM is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GEM is cheaper with a 0.45% expense ratio, compared with 0.95% for TJUN.
GEM has the higher dividend yield at 1.83%, compared with 0.00% for TJUN.
GEM is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Goldman Sachs and First Trust. Their fees differ too: 0.45% for GEM and 0.95% for TJUN.
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