IMVP vs. TJUN

Last updated Jul 15, 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. Over the past year, IMVP returned -16.98% vs 9.22% for TJUN. At a 0.44 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 -15.25% return, which is significantly lower than TJUN's 0.04% return.

IMVP

• 1D: -0.47%
• 1M: 0.75%
• 6M: -13.65%
• YTD: -15.25%
• 1Y: -16.98%
• 3Y*: 1.54%
• 5Y*: 2.85%
• 10Y*: 7.86%

TJUN

• 1D: 1.41%
• 1M: -5.06%
• 6M: -1.56%
• YTD: 0.04%
• 1Y: 9.22%
• 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	-15.25%	-0.29%
TJUN FT Vest Emerging Markets Buffer ETF - June	0.04%	11.79%

Correlation

The correlation between IMVP and TJUN is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.44

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: 2
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

TJUN

TJUN Risk / Return Rank: 36
TJUN Sharpe Ratio Rank: 32
TJUN Sortino Ratio Rank: 27
TJUN Omega Ratio Rank: 39
TJUN Calmar Ratio Rank: 33
TJUN Martin Ratio Rank: 47

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.

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.

	IMVP	TJUN	Difference
Sharpe ratio: Return per unit of total volatility	-1.04	0.96	-2.00
Sortino ratio: Return per unit of downside risk	-1.45	1.27	-2.72
Omega ratio: Gain probability vs. loss probability	0.84	1.22	-0.38
Calmar ratio: Return relative to maximum drawdown	-0.83	1.38	-2.21
Martin ratio: Return relative to average drawdown	-1.70	6.20	-7.90

IMVP vs. TJUN - Sharpe Ratio Comparison

The current IMVP Sharpe Ratio is -1.04, which is lower than the TJUN Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of IMVP and TJUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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 -6.72%. 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%	-6.72%	-57.82%
Max Drawdown (1Y) Largest decline over 1 year	-20.45%	-6.72%	-13.73%
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	-22.94%	-5.40%	-17.54%
Average Drawdown Average peak-to-trough decline	-16.73%	-0.78%	-15.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.01%	1.49%	+8.52%

Volatility

IMVP vs. TJUN - Volatility Comparison

The current volatility for Invesco India ETF (IMVP) is 3.90%, while FT Vest Emerging Markets Buffer ETF - June (TJUN) has a volatility of 6.67%. This indicates that IMVP 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.

Volatility by Period

	IMVP	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.90%	6.67%	-2.77%
Volatility (6M) Calculated over the trailing 6-month period	14.40%	8.21%	+6.19%
Volatility (1Y) Calculated over the trailing 1-year period	16.40%	9.65%	+6.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.18%	9.60%	+6.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.50%	9.60%	+9.90%

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 11.89%, 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	11.89%	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 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IMVP or TJUN?

TJUN has higher volatility (6.67%) compared to IMVP (3.90%). In terms of maximum drawdown, IMVP dropped -64.54% vs TJUN's -6.72%.

Which ETF is better, IMVP or TJUN?

On 1-year performance, TJUN leads with 9.22% vs -16.98% for IMVP. On fees, IMVP is cheaper at 0.78% per year. On volatility, IMVP has been the lower-risk option at 3.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IMVP or TJUN?

Over the 1-year period, TJUN has performed better with a 9.22% return vs -16.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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 11.89%, 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.

Which has better risk-adjusted returns?

TJUN currently has the higher Sharpe Ratio (0.96 vs -1.04), 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.