JHEM vs. TJUN
JHEM (John Hancock Multifactor Emerging Markets ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - JHEM is a Emerging Markets Equities fund tracking the John Hancock Dimensional Emerging Markets Index, while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.86 suggests significant overlap in exposure. JHEM charges 0.49%/yr vs 0.95%/yr for TJUN.
Performance
JHEM vs. TJUN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JHEM achieves a 25.02% return, which is significantly higher than TJUN's 5.26% return.
JHEM
- 1D
- -0.70%
- 1M
- 6.18%
- YTD
- 25.02%
- 6M
- 28.35%
- 1Y
- 49.16%
- 3Y*
- 22.10%
- 5Y*
- 7.90%
- 10Y*
- —
TJUN
- 1D
- 0.00%
- 1M
- 0.51%
- YTD
- 5.26%
- 6M
- 6.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JHEM vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JHEM John Hancock Multifactor Emerging Markets ETF | 25.02% | 17.99% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
Correlation
The correlation between JHEM and TJUN is 0.86, 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 | 0.86 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JHEM vs. TJUN — Risk / Return Rank
JHEM
TJUN
JHEM vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Emerging Markets ETF (JHEM) 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.
| JHEM | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.49 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | — | — |
| Martin ratioReturn relative to average drawdown | 15.52 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JHEM | TJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.64 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 2.48 | -2.03 |
Drawdowns
JHEM vs. TJUN - Drawdown Comparison
The maximum JHEM drawdown since its inception was -34.99%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for JHEM and TJUN.
Loading charts...
Drawdown Indicators
| JHEM | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.99% | -4.47% | -30.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.16% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.11% | — | — |
Current DrawdownCurrent decline from peak | -1.93% | 0.00% | -1.93% |
Average DrawdownAverage peak-to-trough decline | -9.94% | -0.59% | -9.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | — | — |
Volatility
JHEM vs. TJUN - Volatility Comparison
Loading charts...
Volatility by Period
| JHEM | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.95% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 16.27% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.71% | 7.52% | +11.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.61% | 7.52% | +10.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 7.52% | +13.08% |
JHEM vs. TJUN - Expense Ratio Comparison
JHEM has a 0.49% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
JHEM vs. TJUN - Dividend Comparison
JHEM's dividend yield for the trailing twelve months is around 1.91%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JHEM John Hancock Multifactor Emerging Markets ETF | 1.91% | 2.39% | 2.93% | 2.87% | 2.84% | 2.71% | 1.67% | 2.37% | 0.21% |
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% |
Frequently Asked Questions
JHEM and TJUN have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JHEM is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JHEM is cheaper with a 0.49% expense ratio, compared with 0.95% for TJUN.
JHEM has the higher dividend yield at 1.91%, compared with 0.00% for TJUN.
JHEM is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Manulife and First Trust. Their fees differ too: 0.49% for JHEM and 0.95% for TJUN.
Find the right allocation for JHEM and TJUN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer