JEMA vs. TJUN

Last updated Jun 4, 2026

JEMA (JPMorgan ActiveBuilders Emerging Markets Equity ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - JEMA is a Emerging Markets Equities fund actively managed by JPMorgan, while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.87 suggests significant overlap in exposure. JEMA charges 0.39%/yr vs 0.95%/yr for TJUN.

Performance

JEMA vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) 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, JEMA achieves a 31.42% return, which is significantly higher than TJUN's 5.26% return.

JEMA

• 1D: -1.10%
• 1M: 9.00%
• YTD: 31.42%
• 6M: 33.11%
• 1Y: 63.06%
• 3Y*: 24.84%
• 5Y*: 7.20%
• 10Y*: —

TJUN

• 1D: 0.04%
• 1M: 0.70%
• YTD: 5.26%
• 6M: 6.98%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JEMA vs. TJUN - Yearly Performance Comparison

	2026 (YTD)	2025
JEMA JPMorgan ActiveBuilders Emerging Markets Equity ETF	31.42%	20.81%
TJUN FT Vest Emerging Markets Buffer ETF - June	5.26%	11.69%

Correlation

The correlation between JEMA and TJUN is 0.87, 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	0.87

Return for Risk

JEMA vs. TJUN — Risk / Return Rank

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

JEMA

JEMA Risk / Return Rank: 88
JEMA Sharpe Ratio Rank: 90
JEMA Sortino Ratio Rank: 86
JEMA Omega Ratio Rank: 89
JEMA Calmar Ratio Rank: 86
JEMA Martin Ratio Rank: 89

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.

JEMA vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) 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.

	JEMA	TJUN	Difference
Sharpe ratio Return per unit of total volatility	3.14	—	—
Sortino ratio Return per unit of downside risk	3.92	—	—
Omega ratio Gain probability vs. loss probability	1.56	—	—
Calmar ratio Return relative to maximum drawdown	4.84	—	—
Martin ratio Return relative to average drawdown	19.80	—	—
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

	JEMA	TJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.14	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	2.49	-2.09

Drawdowns

JEMA vs. TJUN - Drawdown Comparison

The maximum JEMA drawdown since its inception was -39.50%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for JEMA and TJUN.

Drawdown Indicators

	JEMA	TJUN	Difference
Max Drawdown Largest peak-to-trough decline	-39.50%	-4.47%	-35.03%
Max Drawdown (1Y) Largest decline over 1 year	-13.11%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.11%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-39.45%	—	—
Current Drawdown Current decline from peak	-1.10%	0.00%	-1.10%
Average Drawdown Average peak-to-trough decline	-17.04%	-0.60%	-16.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	—	—

Volatility

Volatility by Period

	JEMA	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.54%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.20%	7.55%	+12.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.02%	7.55%	+11.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.90%	7.55%	+11.35%

JEMA vs. TJUN - Expense Ratio Comparison

JEMA has a 0.39% expense ratio, which is lower than TJUN's 0.95% expense ratio.

Dividends

JEMA vs. TJUN - Dividend Comparison

JEMA's dividend yield for the trailing twelve months is around 2.23%, while TJUN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
JEMA JPMorgan ActiveBuilders Emerging Markets Equity ETF	2.23%	2.93%	2.44%	2.95%	2.69%	1.54%
TJUN FT Vest Emerging Markets Buffer ETF - June	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JEMA and TJUN in my portfolio?

JEMA and TJUN have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JEMA or TJUN?

On fees, JEMA is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JEMA or TJUN?

JEMA is cheaper with a 0.39% expense ratio, compared with 0.95% for TJUN.

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

JEMA has the higher dividend yield at 2.23%, compared with 0.00% for TJUN.

What is the main difference between JEMA and TJUN?

JEMA is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: JPMorgan and First Trust. Their fees differ too: 0.39% for JEMA and 0.95% for TJUN.