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PMAU vs. TJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PMAU vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM S&P 500 Max Buffer ETF - August (PMAU) and FT Vest Emerging Markets Buffer ETF - June (TJUN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PMAU achieves a 3.05% return, which is significantly higher than TJUN's 1.65% return.


PMAU

1D
-0.13%
1M
0.30%
YTD
3.05%
6M
3.05%
1Y
3Y*
5Y*
10Y*

TJUN

1D
-3.88%
1M
-3.12%
YTD
1.65%
6M
2.01%
1Y
13.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PMAU vs. TJUN - Yearly Performance Comparison


Correlation

The correlation between PMAU and TJUN is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 1, 2025

0.70

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Return for Risk

PMAU vs. TJUN — Risk / Return Rank

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

PMAU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TJUN
TJUN Risk / Return Rank: 6262
Overall Rank
TJUN Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TJUN Sortino Ratio Rank: 4848
Sortino Ratio Rank
TJUN Omega Ratio Rank: 6969
Omega Ratio Rank
TJUN Calmar Ratio Rank: 6767
Calmar Ratio Rank
TJUN Martin Ratio Rank: 7676
Martin Ratio Rank
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.

PMAU vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM S&P 500 Max Buffer ETF - August (PMAU) 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.


PMAUTJUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

3.04

Martin ratioReturn relative to average drawdown

13.10

PMAU vs. TJUN - Sharpe Ratio Comparison


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Drawdowns

PMAU vs. TJUN - Drawdown Comparison

The maximum PMAU drawdown since its inception was -1.79%, smaller than the maximum TJUN drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for PMAU and TJUN.


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Drawdown Indicators


PMAUTJUNDifference

Max Drawdown

Largest peak-to-trough decline

-1.79%

-4.47%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-4.47%

Current Drawdown

Current decline from peak

-0.13%

-3.88%

+3.75%

Average Drawdown

Average peak-to-trough decline

-0.17%

-0.58%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

Volatility

PMAU vs. TJUN - Volatility Comparison


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Volatility by Period


PMAUTJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

Volatility (6M)

Calculated over the trailing 6-month period

6.42%

Volatility (1Y)

Calculated over the trailing 1-year period

2.48%

8.33%

-5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.48%

8.33%

-5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.48%

8.33%

-5.85%

PMAU vs. TJUN - Expense Ratio Comparison

PMAU has a 0.50% expense ratio, which is lower than TJUN's 0.95% expense ratio.


Dividends

PMAU vs. TJUN - Dividend Comparison

Neither PMAU nor TJUN has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PMAU and TJUN have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PMAU is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PMAU is cheaper with a 0.50% expense ratio, compared with 0.95% for TJUN.

PMAU and TJUN have nearly identical dividend yields, around 0.00%.

They also come from different issuers: PGIM and First Trust. Their fees differ too: 0.50% for PMAU and 0.95% for TJUN.

Portfolio Optimizer

Find the right allocation for PMAU 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.

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