GEME vs. TJUN

Last updated Jun 4, 2026

GEME (Pacific North of South Global Emerging Markets Equity Active ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - GEME is a Emerging Markets Equities fund actively managed by Pacific AM, while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.80 suggests significant overlap in exposure. GEME charges 0.75%/yr vs 0.95%/yr for TJUN.

Performance

GEME vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific North of South Global Emerging Markets Equity Active ETF (GEME) 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, GEME achieves a 38.52% return, which is significantly higher than TJUN's 5.26% return.

GEME

• 1D: -1.23%
• 1M: 10.91%
• YTD: 38.52%
• 6M: 44.89%
• 1Y: 82.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TJUN

• 1D: -0.00%
• 1M: 0.66%
• YTD: 5.26%
• 6M: 6.91%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GEME vs. TJUN - Yearly Performance Comparison

	2026 (YTD)	2025
GEME Pacific North of South Global Emerging Markets Equity Active ETF	38.52%	27.85%
TJUN FT Vest Emerging Markets Buffer ETF - June	5.26%	11.69%

Correlation

The correlation between GEME and TJUN is 0.80, 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	0.80

Return for Risk

GEME vs. TJUN — Risk / Return Rank

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

GEME

GEME Risk / Return Rank: 93
GEME Sharpe Ratio Rank: 95
GEME Sortino Ratio Rank: 93
GEME Omega Ratio Rank: 94
GEME Calmar Ratio Rank: 92
GEME Martin Ratio Rank: 93

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.

GEME vs. TJUN - 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 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.

	GEME	TJUN	Difference
Sharpe ratio: Return per unit of total volatility	3.90	—	—
Sortino ratio: Return per unit of downside risk	4.67	—	—
Omega ratio: Gain probability vs. loss probability	1.68	—	—
Calmar ratio: Return relative to maximum drawdown	6.15	—	—
Martin ratio: Return relative to average drawdown	24.06	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GEME	TJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.90	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.66	2.48	+0.17

Drawdowns

GEME vs. TJUN - Drawdown Comparison

The maximum GEME drawdown since its inception was -16.86%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for GEME and TJUN.

Drawdown Indicators

	GEME	TJUN	Difference
Max Drawdown Largest peak-to-trough decline	-16.86%	-4.47%	-12.39%
Max Drawdown (1Y) Largest decline over 1 year	-13.46%	—	—
Current Drawdown Current decline from peak	-1.23%	-0.00%	-1.23%
Average Drawdown Average peak-to-trough decline	-2.30%	-0.60%	-1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.43%	—	—

Volatility

Volatility by Period

	GEME	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.56%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.91%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.23%	7.54%	+13.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.95%	7.54%	+15.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.95%	7.54%	+15.41%

GEME vs. TJUN - Expense Ratio Comparison

GEME has a 0.75% expense ratio, which is lower than TJUN's 0.95% expense ratio.

Dividends

GEME vs. TJUN - Dividend Comparison

GEME's dividend yield for the trailing twelve months is around 5.06%, while TJUN has not paid dividends to shareholders.

Position	TTM	2025
GEME Pacific North of South Global Emerging Markets Equity Active ETF	5.06%	7.01%
TJUN FT Vest Emerging Markets Buffer ETF - June	0.00%	0.00%

Frequently Asked Questions

Can I hold both GEME and TJUN in my portfolio?

GEME and TJUN have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GEME or TJUN?

On fees, GEME is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GEME or TJUN?

GEME is cheaper with a 0.75% expense ratio, compared with 0.95% for TJUN.

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

GEME has the higher dividend yield at 5.06%, compared with 0.00% for TJUN.

What is the main difference between GEME and TJUN?

GEME is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Pacific AM and First Trust. Their fees differ too: 0.75% for GEME and 0.95% for TJUN.