IMVP vs. TJUN

Last updated Jun 4, 2026

IMVP (Invesco India ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - IMVP is a Emerging Markets Equities fund tracking the FTSE India Quality and Yield Select Index, while TJUN is a Defined Outcome fund managed by First Trust. At a 0.49 correlation, their price movements are largely independent. IMVP charges 0.78%/yr vs 0.95%/yr for TJUN.

Performance

IMVP vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco India ETF (IMVP) 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, IMVP achieves a -16.08% return, which is significantly lower than TJUN's 5.26% return.

IMVP

• 1D: -2.11%
• 1M: -2.53%
• YTD: -16.08%
• 6M: -14.80%
• 1Y: -16.87%
• 3Y*: 2.95%
• 5Y*: 2.42%
• 10Y*: 8.19%

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)

IMVP vs. TJUN - Yearly Performance Comparison

	2026 (YTD)	2025
IMVP Invesco India ETF	-16.08%	-0.75%
TJUN FT Vest Emerging Markets Buffer ETF - June	5.26%	11.69%

Correlation

The correlation between IMVP and TJUN is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025	0.49

Return for Risk

IMVP vs. TJUN — Risk / Return Rank

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

IMVP

IMVP Risk / Return Rank: 1
IMVP Sharpe Ratio Rank: 1
IMVP Sortino Ratio Rank: 2
IMVP Omega Ratio Rank: 2
IMVP Calmar Ratio Rank: 2
IMVP Martin Ratio Rank: 0

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.

IMVP vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco India ETF (IMVP) 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.

	IMVP	TJUN	Difference
Sharpe ratio: Return per unit of total volatility	-1.05	—	—
Sortino ratio: Return per unit of downside risk	-1.46	—	—
Omega ratio: Gain probability vs. loss probability	0.83	—	—
Calmar ratio: Return relative to maximum drawdown	-0.79	—	—
Martin ratio: Return relative to average drawdown	-1.84	—	—
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

	IMVP	TJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.05	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	2.48	-2.37

Drawdowns

IMVP vs. TJUN - Drawdown Comparison

The maximum IMVP drawdown since its inception was -64.54%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for IMVP and TJUN.

Drawdown Indicators

	IMVP	TJUN	Difference
Max Drawdown Largest peak-to-trough decline	-64.54%	-4.47%	-60.07%
Max Drawdown (1Y) Largest decline over 1 year	-21.44%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-25.80%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.80%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.69%	—	—
Current Drawdown Current decline from peak	-23.71%	-0.00%	-23.71%
Average Drawdown Average peak-to-trough decline	-16.70%	-0.60%	-16.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.16%	—	—

Volatility

Volatility by Period

	IMVP	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.00%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.16%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.17%	7.54%	+8.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.11%	7.54%	+8.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.59%	7.54%	+12.05%

IMVP vs. TJUN - Expense Ratio Comparison

IMVP has a 0.78% expense ratio, which is lower than TJUN's 0.95% expense ratio.

Dividends

IMVP vs. TJUN - Dividend Comparison

IMVP's dividend yield for the trailing twelve months is around 8.81%, while TJUN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMVP Invesco India ETF	8.81%	7.39%	8.48%	2.08%	14.07%	6.95%	0.72%	36.35%	0.96%	1.01%	1.18%	0.61%
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

Can I hold both IMVP and TJUN in my portfolio?

IMVP and TJUN have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IMVP or TJUN?

On fees, IMVP is cheaper at 0.78% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IMVP or TJUN?

IMVP is cheaper with a 0.78% expense ratio, compared with 0.95% for TJUN.

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

IMVP has the higher dividend yield at 8.81%, compared with 0.00% for TJUN.

What is the main difference between IMVP and TJUN?

IMVP is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.78% for IMVP and 0.95% for TJUN.