TEMX vs. EJAN
TEMX (Touchstone Sands Capital Emerging Markets ex-China Growth ETF) and EJAN (Innovator Emerging Markets Power Buffer ETF January) are both exchange-traded funds - TEMX is a Emerging Markets Equities fund actively managed by Touchstone, while EJAN is a Defined Outcome fund tracking the MSCI Emerging Markets Index. TEMX is actively managed, while EJAN is passively managed. Over the past year, TEMX returned 34.19% vs 11.78% for EJAN. Their 0.78 correlation means they have sometimes moved together and sometimes differently. TEMX charges 0.79%/yr vs 0.89%/yr for EJAN.
Performance
TEMX vs. EJAN - Performance Comparison
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Returns By Period
In the year-to-date period, TEMX achieves a 19.87% return, which is significantly higher than EJAN's 6.41% return.
TEMX
- 1D
- 0.66%
- 1M
- -5.54%
- 6M
- 12.01%
- YTD
- 19.87%
- 1Y
- 34.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 29.92%
EJAN
- 1D
- 0.25%
- 1M
- 1.00%
- 6M
- 3.37%
- YTD
- 6.41%
- 1Y
- 11.78%
- 3Y*
- 7.54%
- 5Y*
- 3.35%
- 10Y*
- —
- ALL TIME*
- 4.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $255.76K | $192.84K | $472.80K | |
| $2.56K | $10.48K | $16.04K |
TEMX vs. EJAN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF | 19.87% | 21.36% |
EJAN Innovator Emerging Markets Power Buffer ETF January | 6.41% | 11.26% |
Correlation
The correlation between TEMX and EJAN is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2025 | 0.78 |
The correlation between TEMX and EJAN has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.
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Return for Risk
TEMX vs. EJAN — Risk / Return Rank
TEMX
EJAN
TEMX vs. EJAN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX) and Innovator Emerging Markets Power Buffer ETF January (EJAN). 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.
| TEMX | EJAN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.30 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 1.78 | +0.27 |
| Martin ratioReturn relative to average drawdown | 6.88 | 7.81 | -0.93 |
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Drawdowns
TEMX vs. EJAN - Drawdown Comparison
The maximum TEMX drawdown since its inception was -16.77%, smaller than the maximum EJAN drawdown of -22.23%. Use the drawdown chart below to compare losses from any high point for TEMX and EJAN.
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Drawdown Indicators
| TEMX | EJAN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.77% | -22.23% | +5.46% |
Max Drawdown (1Y)Largest decline over 1 year | -16.77% | -6.63% | -10.14% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.84% | — |
Current DrawdownCurrent decline from peak | -11.28% | -0.56% | -10.72% |
Average DrawdownAverage peak-to-trough decline | -2.94% | -5.67% | +2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 1.51% | +3.48% |
Volatility
TEMX vs. EJAN - Volatility Comparison
Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX) has a higher volatility of 9.47% compared to Innovator Emerging Markets Power Buffer ETF January (EJAN) at 2.74%. This indicates that TEMX's price experiences larger fluctuations and is considered to be riskier than EJAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEMX | EJAN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 2.74% | +6.73% |
Volatility (6M)Calculated over the trailing 6-month period | 24.51% | 8.18% | +16.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.65% | 8.65% | +18.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.23% | 11.15% | +14.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.23% | 12.63% | +12.60% |
TEMX vs. EJAN - Expense Ratio Comparison
TEMX has a 0.79% expense ratio, which is lower than EJAN's 0.89% expense ratio.
Dividends
TEMX vs. EJAN - Dividend Comparison
TEMX's dividend yield for the trailing twelve months is around 0.91%, while EJAN has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
EJAN Innovator Emerging Markets Power Buffer ETF January | 0.00% | 0.00% |
TEMX Touchstone Sands Capital Emerging Markets ex-China Growth ETF | 0.91% | 1.08% |
Frequently Asked Questions
TEMX and EJAN have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEMX has higher volatility (9.47%) compared to EJAN (2.74%). In terms of maximum drawdown, TEMX dropped -16.77% vs EJAN's -22.23%.
On 1-year performance, TEMX leads with 34.19% vs 11.78% for EJAN. On fees, TEMX is cheaper at 0.79% per year. On volatility, EJAN has been the lower-risk option at 2.74%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TEMX has performed better with a 34.19% return vs 11.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TEMX is cheaper with a 0.79% expense ratio, compared with 0.89% for EJAN.
TEMX has the higher dividend yield at 0.91%, compared with 0.00% for EJAN.
TEMX is categorized as Emerging Markets Equities, while EJAN is Defined Outcome. They also come from different issuers: Touchstone and Innovator. Their fees differ too: 0.79% for TEMX and 0.89% for EJAN.
EJAN currently has the higher Sharpe Ratio (1.37 vs 1.29), 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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