JPEM vs. TJUN
JPEM (J.P. Morgan Diversified Return Emerging Markets Equity ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - JPEM is a Emerging Markets Equities fund tracking the JPMorgan Diversified Factor Emerging Markets Equity Index, while TJUN is a Defined Outcome fund managed by First Trust. Over the past year, JPEM returned 18.08% vs 11.95% for TJUN. A 0.74 correlation means they provide meaningful diversification when combined. JPEM charges 0.44%/yr vs 0.95%/yr for TJUN.
Performance
JPEM vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, JPEM achieves a 4.98% return, which is significantly higher than TJUN's 2.12% return.
JPEM
- 1D
- 0.26%
- 1M
- -2.14%
- YTD
- 4.98%
- 6M
- 5.05%
- 1Y
- 18.08%
- 3Y*
- 13.09%
- 5Y*
- 5.80%
- 10Y*
- 8.01%
TJUN
- 1D
- 0.81%
- 1M
- -2.78%
- YTD
- 2.12%
- 6M
- 2.48%
- 1Y
- 11.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPEM vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JPEM J.P. Morgan Diversified Return Emerging Markets Equity ETF | 4.98% | 15.28% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 2.12% | 11.79% |
Correlation
The correlation between JPEM and TJUN is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.74 |
The correlation between JPEM and TJUN has been stable across timeframes, ranging from 0.74 to 0.74 - a consistent structural relationship.
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Return for Risk
JPEM vs. TJUN — Risk / Return Rank
JPEM
TJUN
JPEM vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) 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.
| JPEM | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.69 | -0.93 |
| Martin ratioReturn relative to average drawdown | 6.21 | 10.98 | -4.77 |
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Drawdowns
JPEM vs. TJUN - Drawdown Comparison
The maximum JPEM drawdown since its inception was -40.22%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for JPEM and TJUN.
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Drawdown Indicators
| JPEM | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -4.47% | -35.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -4.47% | -5.85% |
Max Drawdown (3Y)Largest decline over 3 years | -14.30% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | — | — |
Current DrawdownCurrent decline from peak | -5.08% | -3.44% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -9.44% | -0.60% | -8.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 1.09% | +1.83% |
Volatility
JPEM vs. TJUN - Volatility Comparison
J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) has a higher volatility of 4.96% compared to FT Vest Emerging Markets Buffer ETF - June (TJUN) at 4.12%. This indicates that JPEM's price experiences larger fluctuations and is considered to be riskier than TJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPEM | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 4.12% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 6.45% | +5.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.46% | 8.18% | +5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 8.34% | +5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 8.34% | +8.61% |
JPEM vs. TJUN - Expense Ratio Comparison
JPEM has a 0.44% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
JPEM vs. TJUN - Dividend Comparison
JPEM's dividend yield for the trailing twelve months is around 4.42%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPEM J.P. Morgan Diversified Return Emerging Markets Equity ETF | 4.42% | 4.65% | 5.12% | 4.46% | 4.71% | 4.40% | 2.85% | 3.47% | 2.79% | 2.14% | 1.28% | 3.22% |
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
JPEM and TJUN have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPEM has higher volatility (4.96%) compared to TJUN (4.12%). In terms of maximum drawdown, JPEM dropped -40.22% vs TJUN's -4.47%.
On 1-year performance, JPEM leads with 18.08% vs 11.95% for TJUN. On fees, JPEM is cheaper at 0.44% per year. On volatility, TJUN has been the lower-risk option at 4.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, JPEM has performed better with a 18.08% return vs 11.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JPEM is cheaper with a 0.44% expense ratio, compared with 0.95% for TJUN.
JPEM has the higher dividend yield at 4.42%, compared with 0.00% for TJUN.
JPEM 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: 0.44% for JPEM and 0.95% for TJUN.
TJUN currently has the higher Sharpe Ratio (1.47 vs 1.35), 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.
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