GEME vs. EJAN
GEME (Pacific North of South Global Emerging Markets Equity Active ETF) and EJAN (Innovator Emerging Markets Power Buffer ETF January) are both exchange-traded funds - GEME is a Emerging Markets Equities fund actively managed by Pacific AM, while EJAN is a Defined Outcome fund tracking the MSCI Emerging Markets Index. GEME is actively managed, while EJAN is passively managed. Over the past year, GEME returned 61.53% vs 11.78% for EJAN. Their correlation of 0.83 means they have usually moved in the same direction. GEME charges 0.75%/yr vs 0.89%/yr for EJAN.
Performance
GEME vs. EJAN - Performance Comparison
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Returns By Period
In the year-to-date period, GEME achieves a 30.26% return, which is significantly higher than EJAN's 6.41% return.
GEME
- 1D
- 0.43%
- 1M
- -0.52%
- 6M
- 17.23%
- YTD
- 30.26%
- 1Y
- 61.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 46.50%
EJAN
- 1D
- 0.25%
- 1M
- 1.00%
- 6M
- 3.37%
- YTD
- 6.41%
- 1Y
- 11.78%
- 3Y*
- 7.54%
- 5Y*
- 3.35%
- 10Y*
- —
- ALL TIME*
- 4.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $255.76K | $192.84K | $472.80K | |
| $7.17M | $4.51M | $3.42M |
GEME vs. EJAN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GEME Pacific North of South Global Emerging Markets Equity Active ETF | 30.26% | 37.43% |
EJAN Innovator Emerging Markets Power Buffer ETF January | 6.41% | 13.90% |
Correlation
The correlation between GEME and EJAN is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025 | 0.83 |
The correlation between GEME and EJAN has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.
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Return for Risk
GEME vs. EJAN — Risk / Return Rank
GEME
EJAN
GEME vs. EJAN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacific North of South Global Emerging Markets Equity Active ETF (GEME) and Innovator Emerging Markets Power Buffer ETF January (EJAN). 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.
| GEME | EJAN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.30 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.60 | 1.78 | +2.81 |
| Martin ratioReturn relative to average drawdown | 14.11 | 7.81 | +6.31 |
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Drawdowns
GEME vs. EJAN - Drawdown Comparison
The maximum GEME drawdown since its inception was -16.86%, smaller than the maximum EJAN drawdown of -22.23%. Use the drawdown chart below to compare losses from any high point for GEME and EJAN.
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Drawdown Indicators
| GEME | EJAN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.86% | -22.23% | +5.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | -6.63% | -6.83% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.84% | — |
Current DrawdownCurrent decline from peak | -7.12% | -0.56% | -6.56% |
Average DrawdownAverage peak-to-trough decline | -2.73% | -5.67% | +2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 1.51% | +2.86% |
Volatility
GEME vs. EJAN - Volatility Comparison
Pacific North of South Global Emerging Markets Equity Active ETF (GEME) has a higher volatility of 7.57% compared to Innovator Emerging Markets Power Buffer ETF January (EJAN) at 2.74%. This indicates that GEME's price experiences larger fluctuations and is considered to be riskier than EJAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GEME | EJAN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.57% | 2.74% | +4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 21.31% | 8.18% | +13.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.16% | 8.65% | +15.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.06% | 11.15% | +12.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.06% | 12.63% | +11.43% |
GEME vs. EJAN - Expense Ratio Comparison
GEME has a 0.75% expense ratio, which is lower than EJAN's 0.89% expense ratio.
Dividends
GEME vs. EJAN - Dividend Comparison
GEME's dividend yield for the trailing twelve months is around 5.38%, while EJAN has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
EJAN Innovator Emerging Markets Power Buffer ETF January | 0.00% | 0.00% |
GEME Pacific North of South Global Emerging Markets Equity Active ETF | 5.38% | 7.01% |
Frequently Asked Questions
GEME and EJAN have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GEME has higher volatility (7.57%) compared to EJAN (2.74%). In terms of maximum drawdown, GEME dropped -16.86% vs EJAN's -22.23%.
On 1-year performance, GEME leads with 61.53% vs 11.78% for EJAN. On fees, GEME is cheaper at 0.75% per year. On volatility, EJAN has been the lower-risk option at 2.74%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GEME has performed better with a 61.53% return vs 11.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GEME is cheaper with a 0.75% expense ratio, compared with 0.89% for EJAN.
GEME has the higher dividend yield at 5.38%, compared with 0.00% for EJAN.
GEME is categorized as Emerging Markets Equities, while EJAN is Defined Outcome. They also come from different issuers: Pacific AM and Innovator. Their fees differ too: 0.75% for GEME and 0.89% for EJAN.
GEME currently has the higher Sharpe Ratio (2.56 vs 1.37), 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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